Does algo trading work? (LON:AGFX Stock Forecast)

Abstract

We evaluate ARGENTEX GROUP PLC prediction models with Ensemble Learning (ML) and Beta^1,2,3,4 and conclude that the LON:AGFX stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:AGFX stock.

Keywords: LON:AGFX, ARGENTEX GROUP PLC, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

1. Stock Forecast Based On a Predictive Algorithm
2. What is Markov decision process in reinforcement learning?
3. What is neural prediction?

LON:AGFX Target Price Prediction Modeling Methodology

We consider ARGENTEX GROUP PLC Stock Decision Process with Beta where A is the set of discrete actions of LON:AGFX 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(Beta)^5,6,7= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Ensemble Learning (ML)) X S(n):→ (n+16 weeks) $\overrightarrow{S}=\left(s_1,s_2,s_3\right)$

n:Time series to forecast

p:Price signals of LON:AGFX stock

j:Nash equilibria

k:Dominated move

a:Best response for target price

 

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:AGFX Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: LON:AGFX ARGENTEX GROUP PLC
Time series to forecast n: 08 Sep 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:AGFX stock.

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 (Yellow to Green): *Technical Analysis%

Conclusions

ARGENTEX GROUP PLC assigned short-term B1 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Beta^1,2,3,4 and conclude that the LON:AGFX stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold LON:AGFX stock.

Financial State Forecast for LON:AGFX Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B1	Ba1
Operational Risk	38	66
Market Risk	65	78
Technical Analysis	86	41
Fundamental Analysis	73	78
Risk Unsystematic	43	89

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 831 signals.

References

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2. V. Mnih, K. Kavukcuoglu, D. Silver, A. Rusu, J. Veness, M. Bellemare, A. Graves, M. Riedmiller, A. Fidjeland, G. Ostrovski, S. Petersen, C. Beattie, A. Sadik, I. Antonoglou, H. King, D. Kumaran, D. Wierstra, S. Legg, and D. Hassabis. Human-level control through deep reinforcement learning. Nature, 518(7540):529–533, 02 2015.
3. Vapnik V. 2013. The Nature of Statistical Learning Theory. Berlin: Springer
4. Athey S, Imbens G, Wager S. 2016a. Efficient inference of average treatment effects in high dimensions via approximate residual balancing. arXiv:1604.07125 [math.ST]
5. Burgess, D. F. (1975), "Duality theory and pitfalls in the specification of technologies," Journal of Econometrics, 3, 105–121.
6. Mikolov T, Chen K, Corrado GS, Dean J. 2013a. Efficient estimation of word representations in vector space. arXiv:1301.3781 [cs.CL]
7. 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.

Frequently Asked Questions

Q: What is the prediction methodology for LON:AGFX stock?
A: LON:AGFX stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Beta
Q: Is LON:AGFX stock a buy or sell?
A: The dominant strategy among neural network is to Hold LON:AGFX Stock.
Q: Is ARGENTEX GROUP PLC stock a good investment?
A: The consensus rating for ARGENTEX GROUP PLC is Hold and assigned short-term B1 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of LON:AGFX stock?
A: The consensus rating for LON:AGFX is Hold.
Q: What is the prediction period for LON:AGFX stock?
A: The prediction period for LON:AGFX is (n+16 weeks)