LON:MCT Stock: A Downfall?

Outlook: MIDDLEFIELD CANADIAN INCOME PCC is assigned short-term B3 & long-term Ba3 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised :
Dominant Strategy : Sell
Time series to forecast n: for 8 Weeks
Methodology : Transductive Learning (ML)
Hypothesis Testing : Wilcoxon Sign-Rank Test
Surveillance : Major exchange and OTC

Summary

MIDDLEFIELD CANADIAN INCOME PCC prediction model is evaluated with Transductive Learning (ML) and Wilcoxon Sign-Rank Test^1,2,3,4 and it is concluded that the LON:MCT stock is predictable in the short/long term. Transductive learning is a supervised machine learning (ML) method in which the model is trained on both labeled and unlabeled data. The goal of transductive learning is to predict the labels of the unlabeled data. Transductive learning is a hybrid of inductive and semi-supervised learning. Inductive learning algorithms are trained on labeled data only, while semi-supervised learning algorithms are trained on a combination of labeled and unlabeled data. Transductive learning algorithms can achieve better performance than inductive learning algorithms on tasks where there is a small amount of labeled data. This is because transductive learning algorithms can use the unlabeled data to help them learn the relationships between the features and the labels. According to price forecasts for 8 Weeks period, the dominant strategy among neural network is: Sell

Key Points

1. Trading Interaction
2. How accurate is machine learning in stock market?
3. Can we predict stock market using machine learning?

LON:MCT Target Price Prediction Modeling Methodology

We consider MIDDLEFIELD CANADIAN INCOME PCC Decision Process with Transductive Learning (ML) where A is the set of discrete actions of LON:MCT 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(Wilcoxon Sign-Rank Test)^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(Transductive Learning (ML)) X S(n):→ 8 Weeks $\sum _{i=1}^n\left(s_i\right)$

n:Time series to forecast

p:Price signals of LON:MCT stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Transductive Learning (ML)

Transductive learning is a supervised machine learning (ML) method in which the model is trained on both labeled and unlabeled data. The goal of transductive learning is to predict the labels of the unlabeled data. Transductive learning is a hybrid of inductive and semi-supervised learning. Inductive learning algorithms are trained on labeled data only, while semi-supervised learning algorithms are trained on a combination of labeled and unlabeled data. Transductive learning algorithms can achieve better performance than inductive learning algorithms on tasks where there is a small amount of labeled data. This is because transductive learning algorithms can use the unlabeled data to help them learn the relationships between the features and the labels.

Wilcoxon Sign-Rank Test

The Wilcoxon rank-sum test, also known as the Mann-Whitney U test, is a non-parametric test that is used to compare the medians of two independent samples. It is a rank-based test, which means that it does not assume that the data is normally distributed. The Wilcoxon rank-sum test is calculated by first ranking the data from both samples, and then finding the sum of the ranks for one of the samples. The Wilcoxon rank-sum test statistic is then calculated by subtracting the sum of the ranks for one sample from the sum of the ranks for the other sample. The p-value for the Wilcoxon rank-sum test is calculated using a table of critical values. The p-value is the probability of obtaining a test statistic at least as extreme as the one observed, assuming that the null hypothesis is true.

 

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:MCT Stock Forecast (Buy or Sell) for 8 Weeks

Sample Set: Neural Network
Stock/Index: LON:MCT MIDDLEFIELD CANADIAN INCOME PCC
Time series to forecast: 8 Weeks

According to price forecasts for 8 Weeks period, the dominant strategy among neural network is: Sell

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 Transductive Learning (ML) based LON:MCT Stock Prediction Model

1. The requirement that an economic relationship exists means that the hedging instrument and the hedged item have values that generally move in the opposite direction because of the same risk, which is the hedged risk. Hence, there must be an expectation that the value of the hedging instrument and the value of the hedged item will systematically change in response to movements in either the same underlying or underlyings that are economically related in such a way that they respond in a similar way to the risk that is being hedged (for example, Brent and WTI crude oil).
2. If the underlyings are not the same but are economically related, there can be situations in which the values of the hedging instrument and the hedged item move in the same direction, for example, because the price differential between the two related underlyings changes while the underlyings themselves do not move significantly. That is still consistent with an economic relationship between the hedging instrument and the hedged item if the values of the hedging instrument and the hedged item are still expected to typically move in the opposite direction when the underlyings move.
3. If an entity has applied paragraph 7.2.6 then at the date of initial application the entity shall recognise any difference between the fair value of the entire hybrid contract at the date of initial application and the sum of the fair values of the components of the hybrid contract at the date of initial application in the opening retained earnings (or other component of equity, as appropriate) of the reporting period that includes the date of initial application.
4. Expected credit losses shall be discounted to the reporting date, not to the expected default or some other date, using the effective interest rate determined at initial recognition or an approximation thereof. If a financial instrument has a variable interest rate, expected credit losses shall be discounted using the current effective interest rate determined in accordance with paragraph B5.4.5.

*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:MCT MIDDLEFIELD CANADIAN INCOME PCC Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	B3	Ba3
Income Statement	B2	Ba1
Balance Sheet	Caa2	Baa2
Leverage Ratios	Baa2	Caa2
Cash Flow	C	Baa2
Rates of Return and Profitability	Caa2	Caa2

*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

MIDDLEFIELD CANADIAN INCOME PCC is assigned short-term B3 & long-term Ba3 estimated rating. MIDDLEFIELD CANADIAN INCOME PCC prediction model is evaluated with Transductive Learning (ML) and Wilcoxon Sign-Rank Test^1,2,3,4 and it is concluded that the LON:MCT stock is predictable in the short/long term. According to price forecasts for 8 Weeks period, the dominant strategy among neural network is: Sell

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 732 signals.

References

1. R. Sutton and A. Barto. Reinforcement Learning. The MIT Press, 1998
2. Bierens HJ. 1987. Kernel estimators of regression functions. In Advances in Econometrics: Fifth World Congress, Vol. 1, ed. TF Bewley, pp. 99–144. Cambridge, UK: Cambridge Univ. Press
3. L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
4. G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013
5. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
6. Byron, R. P. O. Ashenfelter (1995), "Predicting the quality of an unborn grange," Economic Record, 71, 40–53.
7. Imbens GW, Lemieux T. 2008. Regression discontinuity designs: a guide to practice. J. Econom. 142:615–35

Frequently Asked Questions

Q: What is the prediction methodology for LON:MCT stock?
A: LON:MCT stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Wilcoxon Sign-Rank Test
Q: Is LON:MCT stock a buy or sell?
A: The dominant strategy among neural network is to Sell LON:MCT Stock.
Q: Is MIDDLEFIELD CANADIAN INCOME PCC stock a good investment?
A: The consensus rating for MIDDLEFIELD CANADIAN INCOME PCC is Sell and is assigned short-term B3 & long-term Ba3 estimated rating.
Q: What is the consensus rating of LON:MCT stock?
A: The consensus rating for LON:MCT is Sell.
Q: What is the prediction period for LON:MCT stock?
A: The prediction period for LON:MCT is 8 Weeks