Modelling A.I. in Economics

LON:HVPE Stock Forecast: A Hold For The Next 4 Weeks

Outlook: HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED is assigned short-term B1 & long-term B1 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Hold
Time series to forecast n: for Weeks2
Methodology : Ensemble Learning (ML)
Hypothesis Testing : Stepwise 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

HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED prediction model is evaluated with Ensemble Learning (ML) and Stepwise Regression1,2,3,4 and it is concluded that the LON:HVPE stock is predictable in the short/long term. Ensemble learning is a machine learning (ML) technique that combines multiple models to create a single model that is more accurate than any of the individual models. This is done by combining the predictions of the individual models, typically using a voting scheme or a weighted average.5 According to price forecasts for 4 Weeks period, the dominant strategy among neural network is: Hold

Graph 6

Key Points

  1. Ensemble Learning (ML) for LON:HVPE stock price prediction process.
  2. Stepwise Regression
  3. Dominated Move
  4. Trading Signals
  5. What is prediction in deep learning?

LON:HVPE Stock Price Forecast

We consider HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of LON:HVPE 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


Sample Set: Neural Network
Stock/Index: LON:HVPE HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED
Time series to forecast: 4 Weeks

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


F(Stepwise Regression)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(Ensemble Learning (ML)) X S(n):→ 4 Weeks i = 1 n s i

n:Time series to forecast

p:Price signals of LON:HVPE stock

j:Nash equilibria (Neural Network)

k:Dominated move of LON:HVPE stock holders

a:Best response for LON:HVPE target price


Ensemble learning is a machine learning (ML) technique that combines multiple models to create a single model that is more accurate than any of the individual models. This is done by combining the predictions of the individual models, typically using a voting scheme or a weighted average.5 Stepwise regression is a method of variable selection in which variables are added or removed from a model one at a time, based on their statistical significance. There are two main types of stepwise regression: forward selection and backward elimination. In forward selection, variables are added to the model one at a time, starting with the variable with the highest F-statistic. The F-statistic is a measure of how much improvement in the model is gained by adding the variable. Variables are added to the model until no variable adds a statistically significant improvement to the model.6,7

 

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

How do Predictive A.I. algorithms actually work?

LON:HVPE Stock Forecast (Buy or Sell) Strategic Interaction Table

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 Ensemble Learning (ML) based LON:HVPE Stock Prediction Model

  1. An entity that first applies these amendments after it first applies this Standard shall apply paragraphs 7.2.32–7.2.34. The entity shall also apply the other transition requirements in this Standard necessary for applying these amendments. For that purpose, references to the date of initial application shall be read as referring to the beginning of the reporting period in which an entity first applies these amendments (date of initial application of these amendments).
  2. If a call option right retained by an entity prevents a transferred asset from being derecognised and the entity measures the transferred asset at fair value, the asset continues to be measured at its fair value. The associated liability is measured at (i) the option exercise price less the time value of the option if the option is in or at the money, or (ii) the fair value of the transferred asset less the time value of the option if the option is out of the money. The adjustment to the measurement of the associated liability ensures that the net carrying amount of the asset and the associated liability is the fair value of the call option right. For example, if the fair value of the underlying asset is CU80, the option exercise price is CU95 and the time value of the option is CU5, the carrying amount of the associated liability is CU75 (CU80 – CU5) and the carrying amount of the transferred asset is CU80 (ie its fair value)
  3. When applying the effective interest method, an entity generally amortises any fees, points paid or received, transaction costs and other premiums or discounts that are included in the calculation of the effective interest rate over the expected life of the financial instrument. However, a shorter period is used if this is the period to which the fees, points paid or received, transaction costs, premiums or discounts relate. This will be the case when the variable to which the fees, points paid or received, transaction costs, premiums or discounts relate is repriced to market rates before the expected maturity of the financial instrument. In such a case, the appropriate amortisation period is the period to the next such repricing date. For example, if a premium or discount on a floating-rate financial instrument reflects the interest that has accrued on that financial instrument since the interest was last paid, or changes in the market rates since the floating interest rate was reset to the market rates, it will be amortised to the next date when the floating interest is reset to market rates. This is because the premium or discount relates to the period to the next interest reset date because, at that date, the variable to which the premium or discount relates (ie interest rates) is reset to the market rates. If, however, the premium or discount results from a change in the credit spread over the floating rate specified in the financial instrument, or other variables that are not reset to the market rates, it is amortised over the expected life of the financial instrument.
  4. An entity shall assess whether contractual cash flows are solely payments of principal and interest on the principal amount outstanding for the currency in which the financial asset is denominated.

*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:HVPE HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B1B1
Income StatementBaa2Baa2
Balance SheetB1Caa2
Leverage RatiosB1B2
Cash FlowCC
Rates of Return and ProfitabilityB1Baa2

*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?

References

  1. Armstrong, J. S. M. C. Grohman (1972), "A comparative study of methods for long-range market forecasting," Management Science, 19, 211–221.
  2. Mnih A, Teh YW. 2012. A fast and simple algorithm for training neural probabilistic language models. In Proceedings of the 29th International Conference on Machine Learning, pp. 419–26. La Jolla, CA: Int. Mach. Learn. Soc.
  3. M. L. Littman. Markov games as a framework for multi-agent reinforcement learning. In Ma- chine Learning, Proceedings of the Eleventh International Conference, Rutgers University, New Brunswick, NJ, USA, July 10-13, 1994, pages 157–163, 1994
  4. Efron B, Hastie T, Johnstone I, Tibshirani R. 2004. Least angle regression. Ann. Stat. 32:407–99
  5. Keane MP. 2013. Panel data discrete choice models of consumer demand. In The Oxford Handbook of Panel Data, ed. BH Baltagi, pp. 54–102. Oxford, UK: Oxford Univ. Press
  6. Harris ZS. 1954. Distributional structure. Word 10:146–62
  7. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
Frequently Asked QuestionsQ: What is the prediction methodology for LON:HVPE stock?
A: LON:HVPE stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Stepwise Regression
Q: Is LON:HVPE stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:HVPE Stock.
Q: Is HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED stock a good investment?
A: The consensus rating for HARBOURVEST GLOBAL PRIVATE EQUITY LIMITED is Hold and is assigned short-term B1 & long-term B1 estimated rating.
Q: What is the consensus rating of LON:HVPE stock?
A: The consensus rating for LON:HVPE is Hold.
Q: What is the prediction period for LON:HVPE stock?
A: The prediction period for LON:HVPE is 4 Weeks
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