Modelling A.I. in Economics

Is LON:SOHO Stock Expected to Go Up?

Outlook: TRIPLE POINT SOCIAL HOUSING REIT PLC is assigned short-term B2 & long-term Baa2 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Hold
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (CNN Layer)
Hypothesis Testing : Polynomial 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.


TRIPLE POINT SOCIAL HOUSING REIT PLC prediction model is evaluated with Modular Neural Network (CNN Layer) and Polynomial Regression1,2,3,4 and it is concluded that the LON:SOHO stock is predictable in the short/long term. CNN layers are a powerful tool for extracting features from images. They are able to learn to detect patterns in images that are not easily detected by humans. This makes them well-suited for a variety of MNN applications. According to price forecasts for 3 Month period, the dominant strategy among neural network is: Hold

Graph 14

Key Points

  1. What are buy sell or hold recommendations?
  2. What are main components of Markov decision process?
  3. How do you pick a stock?

LON:SOHO Target Price Prediction Modeling Methodology

We consider TRIPLE POINT SOCIAL HOUSING REIT PLC Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of LON:SOHO 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(Polynomial 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 (CNN Layer)) X S(n):→ 3 Month R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of LON:SOHO stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Modular Neural Network (CNN Layer)

CNN layers are a powerful tool for extracting features from images. They are able to learn to detect patterns in images that are not easily detected by humans. This makes them well-suited for a variety of MNN applications.

Polynomial Regression

Polynomial regression is a type of regression analysis that uses a polynomial function to model the relationship between a dependent variable and one or more independent variables. Polynomial functions are mathematical functions that have a polynomial term, which is a term that is raised to a power greater than 1. In polynomial regression, the dependent variable is modeled as a polynomial function of the independent variables. The degree of the polynomial function is determined by the researcher. The higher the degree of the polynomial function, the more complex the model will be.

 

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:SOHO Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: LON:SOHO TRIPLE POINT SOCIAL HOUSING REIT PLC
Time series to forecast: 3 Month

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

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 (CNN Layer) based LON:SOHO Stock Prediction Model

  1. 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
  2. Although the objective of an entity's business model may be to hold financial assets in order to collect contractual cash flows, the entity need not hold all of those instruments until maturity. Thus an entity's business model can be to hold financial assets to collect contractual cash flows even when sales of financial assets occur or are expected to occur in the future.
  3. In the reporting period that includes the date of initial application of these amendments, an entity is not required to present the quantitative information required by paragraph 28(f) of IAS 8.
  4. To the extent that a transfer of a financial asset does not qualify for derecognition, the transferee does not recognise the transferred asset as its asset. The transferee derecognises the cash or other consideration paid and recognises a receivable from the transferor. If the transferor has both a right and an obligation to reacquire control of the entire transferred asset for a fixed amount (such as under a repurchase agreement), the transferee may measure its receivable at amortised cost if it meets the criteria in paragraph 4.1.2.

*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:SOHO TRIPLE POINT SOCIAL HOUSING REIT PLC Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B2Baa2
Income StatementBa3Baa2
Balance SheetB2Ba1
Leverage RatiosCaa2Ba3
Cash FlowBaa2Ba3
Rates of Return and ProfitabilityCaa2Baa2

*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

TRIPLE POINT SOCIAL HOUSING REIT PLC is assigned short-term B2 & long-term Baa2 estimated rating. TRIPLE POINT SOCIAL HOUSING REIT PLC prediction model is evaluated with Modular Neural Network (CNN Layer) and Polynomial Regression1,2,3,4 and it is concluded that the LON:SOHO stock is predictable in the short/long term. According to price forecasts for 3 Month period, the dominant strategy among neural network is: Hold

Prediction Confidence Score

Trust metric by Neural Network: 73 out of 100 with 646 signals.

References

  1. Burgess, D. F. (1975), "Duality theory and pitfalls in the specification of technologies," Journal of Econometrics, 3, 105–121.
  2. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2018a. Double/debiased machine learning for treatment and structural parameters. Econom. J. 21:C1–68
  3. Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
  4. A. Tamar, D. Di Castro, and S. Mannor. Policy gradients with variance related risk criteria. In Proceedings of the Twenty-Ninth International Conference on Machine Learning, pages 387–396, 2012.
  5. Candès E, Tao T. 2007. The Dantzig selector: statistical estimation when p is much larger than n. Ann. Stat. 35:2313–51
  6. J. Filar, D. Krass, and K. Ross. Percentile performance criteria for limiting average Markov decision pro- cesses. IEEE Transaction of Automatic Control, 40(1):2–10, 1995.
  7. Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
Frequently Asked QuestionsQ: What is the prediction methodology for LON:SOHO stock?
A: LON:SOHO stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Polynomial Regression
Q: Is LON:SOHO stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:SOHO Stock.
Q: Is TRIPLE POINT SOCIAL HOUSING REIT PLC stock a good investment?
A: The consensus rating for TRIPLE POINT SOCIAL HOUSING REIT PLC is Hold and is assigned short-term B2 & long-term Baa2 estimated rating.
Q: What is the consensus rating of LON:SOHO stock?
A: The consensus rating for LON:SOHO is Hold.
Q: What is the prediction period for LON:SOHO stock?
A: The prediction period for LON:SOHO is 3 Month

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.