Modelling A.I. in Economics

Where Will LON:GYM Stock Be in 16 Weeks?

Outlook: THE GYM GROUP PLC is assigned short-term Ba3 & long-term Ba3 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Speculative Trend
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (Market News Sentiment Analysis)
Hypothesis Testing : Multiple Regression
Surveillance : Major exchange and OTC

1The accuracy of the model is being monitored on a regular basis.(15-minute period)

2Time series is updated based on short-term trends.

Summary

THE GYM GROUP PLC prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Multiple Regression1,2,3,4 and it is concluded that the LON:GYM stock is predictable in the short/long term. A modular neural network (MNN) is a type of artificial neural network that can be used for news feed sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of news feed sentiment analysis, MNNs can be used to identify the sentiment of news articles, social media posts, and other forms of online content. This information can then be used to filter out irrelevant or unwanted content, to identify trends in public opinion, and to target users with relevant advertising. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Speculative Trend

Graph 43

Key Points

  1. Market Outlook
  2. Fundemental Analysis with Algorithmic Trading
  3. Operational Risk

LON:GYM Target Price Prediction Modeling Methodology

We consider THE GYM GROUP PLC Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of LON:GYM stock holders, F is the set of discrete states, P : S × F × S → R is the transition probability distribution, R : S × F → R is the reaction function, and γ ∈ [0, 1] is a move factor for expectation.1,2,3,4


F(Multiple Regression)5,6,7= p a 1 p a 2 p 1 n p j 1 p j 2 p j n p k 1 p k 2 p k n p n 1 p n 2 p n n X R(Modular Neural Network (Market News Sentiment Analysis)) X S(n):→ 16 Weeks i = 1 n s i

n:Time series to forecast

p:Price signals of LON:GYM stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Modular Neural Network (Market News Sentiment Analysis)

A modular neural network (MNN) is a type of artificial neural network that can be used for news feed sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of news feed sentiment analysis, MNNs can be used to identify the sentiment of news articles, social media posts, and other forms of online content. This information can then be used to filter out irrelevant or unwanted content, to identify trends in public opinion, and to target users with relevant advertising.

Multiple Regression

Multiple regression is a statistical method that analyzes the relationship between a dependent variable and multiple independent variables. The dependent variable is the variable that is being predicted, and the independent variables are the variables that are used to predict the dependent variable. Multiple regression is a more complex statistical method than simple linear regression, which only analyzes the relationship between a dependent variable and one independent variable. Multiple regression can be used to analyze more complex relationships between variables, and it can also be used to control for confounding variables. A confounding variable is a variable that is correlated with both the dependent variable and one or more of the independent variables. Confounding variables can distort the relationship between the dependent variable and the independent variables. Multiple regression can be used to control for confounding variables by including them in the model.

 

For further technical information as per how our model work we invite you to visit the article below: 

How do AC Investment Research machine learning (predictive) algorithms actually work?

LON:GYM Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: LON:GYM THE GYM GROUP PLC
Time series to forecast: 16 Weeks

According to price forecasts, the dominant strategy among neural network is: Speculative Trend

Strategic Interaction Table Legend:

X axis: *Likelihood% (The higher the percentage value, the more likely the event will occur.)

Y axis: *Potential Impact% (The higher the percentage value, the more likely the price will deviate.)

Z axis (Grey to Black): *Technical Analysis%

Financial Data Adjustments for Modular Neural Network (Market News Sentiment Analysis) based LON:GYM Stock Prediction Model

  1. A regular way purchase or sale gives rise to a fixed price commitment between trade date and settlement date that meets the definition of a derivative. However, because of the short duration of the commitment it is not recognised as a derivative financial instrument. Instead, this Standard provides for special accounting for such regular way contracts (see paragraphs 3.1.2 and B3.1.3–B3.1.6).
  2. An entity applies IAS 21 to financial assets and financial liabilities that are monetary items in accordance with IAS 21 and denominated in a foreign currency. IAS 21 requires any foreign exchange gains and losses on monetary assets and monetary liabilities to be recognised in profit or loss. An exception is a monetary item that is designated as a hedging instrument in a cash flow hedge (see paragraph 6.5.11), a hedge of a net investment (see paragraph 6.5.13) or a fair value hedge of an equity instrument for which an entity has elected to present changes in fair value in other comprehensive income in accordance with paragraph 5.7.5 (see paragraph 6.5.8).
  3. For a financial guarantee contract, the entity is required to make payments only in the event of a default by the debtor in accordance with the terms of the instrument that is guaranteed. Accordingly, cash shortfalls are the expected payments to reimburse the holder for a credit loss that it incurs less any amounts that the entity expects to receive from the holder, the debtor or any other party. If the asset is fully guaranteed, the estimation of cash shortfalls for a financial guarantee contract would be consistent with the estimations of cash shortfalls for the asset subject to the guarantee
  4. Adjusting the hedge ratio allows an entity to respond to changes in the relationship between the hedging instrument and the hedged item that arise from their underlyings or risk variables. For example, a hedging relationship in which the hedging instrument and the hedged item have different but related underlyings changes in response to a change in the relationship between those two underlyings (for example, different but related reference indices, rates or prices). Hence, rebalancing allows the continuation of a hedging relationship in situations in which the relationship between the hedging instrument and the hedged item chang

*International Financial Reporting Standards (IFRS) adjustment process involves reviewing the company's financial statements and identifying any differences between the company's current accounting practices and the requirements of the IFRS. If there are any such differences, neural network makes adjustments to financial statements to bring them into compliance with the IFRS.

LON:GYM THE GYM GROUP PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba3
Income StatementBaa2Baa2
Balance SheetBa3C
Leverage RatiosBaa2Ba3
Cash FlowCaa2Baa2
Rates of Return and ProfitabilityBa3B1

*Financial analysis is the process of evaluating a company's financial performance and position by neural network. It involves reviewing the company's financial statements, including the balance sheet, income statement, and cash flow statement, as well as other financial reports and documents.
How does neural network examine financial reports and understand financial state of the company?

Conclusions

THE GYM GROUP PLC is assigned short-term Ba3 & long-term Ba3 estimated rating. THE GYM GROUP PLC prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Multiple Regression1,2,3,4 and it is concluded that the LON:GYM stock is predictable in the short/long term. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Speculative Trend

Prediction Confidence Score

Trust metric by Neural Network: 86 out of 100 with 809 signals.

References

  1. Arora S, Li Y, Liang Y, Ma T. 2016. RAND-WALK: a latent variable model approach to word embeddings. Trans. Assoc. Comput. Linguist. 4:385–99
  2. Li L, Chu W, Langford J, Moon T, Wang X. 2012. An unbiased offline evaluation of contextual bandit algo- rithms with generalized linear models. In Proceedings of 4th ACM International Conference on Web Search and Data Mining, pp. 297–306. New York: ACM
  3. Imbens G, Wooldridge J. 2009. Recent developments in the econometrics of program evaluation. J. Econ. Lit. 47:5–86
  4. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
  5. Jorgenson, D.W., Weitzman, M.L., ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. S&P 500: Is the Bull Market Ready to Run Out of Steam?. AC Investment Research Journal, 220(44).
  6. Mikolov T, Yih W, Zweig G. 2013c. Linguistic regularities in continuous space word representations. In Pro- ceedings of the 2013 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, pp. 746–51. New York: Assoc. Comput. Linguist.
  7. Jorgenson, D.W., Weitzman, M.L., ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. Can Neural Networks Predict Stock Market?. AC Investment Research Journal, 220(44).
Frequently Asked QuestionsQ: What is the prediction methodology for LON:GYM stock?
A: LON:GYM stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Multiple Regression
Q: Is LON:GYM stock a buy or sell?
A: The dominant strategy among neural network is to Speculative Trend LON:GYM Stock.
Q: Is THE GYM GROUP PLC stock a good investment?
A: The consensus rating for THE GYM GROUP PLC is Speculative Trend and is assigned short-term Ba3 & long-term Ba3 estimated rating.
Q: What is the consensus rating of LON:GYM stock?
A: The consensus rating for LON:GYM is Speculative Trend.
Q: What is the prediction period for LON:GYM stock?
A: The prediction period for LON:GYM is 16 Weeks

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