ac investment research

Is MOEX Russia Index Stock Expected to Go Up? (Stock Forecast)


Abstract

Although the existence of a commercial document program (CP) can provide the companies with alternative sources of short -term financing, this program would not be considered a compromised source of liquidity. In addition, we do not require the presence of a compromised installation to support the full size of the CP program. In order for liquidity to be at least adequate, a transmitter would need liquidity sources (for example, compromised facilities and/or cash balances) to cover at least 100% of the expected expirations of the debt within the year, including CP, during The next 12 months. We evaluate the prediction models (Sustainability with Lasso Regression)1,2,3 and conclude that the MOEX Russia Index 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 MOEX Russia Index stock.


Keywords: MOEX Russia Index, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis.

Introduction

We consider the full spectrum of human trading interaction (varying from data based analysis to market signals, from trend actions to speculative ones and many more) and adapt them to the machine learning model with support of engineers to mimic and future-reflect everyday trading experiences. To do that we focus on an approach known as Decision making using Game Theory. We apply principles from Game Theory to model the relationships between rating actions, news, market signals and decision making. 

 

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?

MOEX Russia Index Stock Forecast (Buy or Sell) for (n+16 weeks)

Stock/Index: MOEX Russia Index MOEX Russia Index
Time series to forecast n: 06 Aug 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold MOEX Russia Index 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%


*As part of stock rating surveillance, Neural network continuously analyze real-time and historical data. If network see events taking place that impact our view on an issuer's relative performance, we adjust our ratings accordingly to communicate our views so the market has the correct perception of how we view relative stock performance.

What Are the Top Stocks to Invest in Right Now?

Forecast Model for MOEX Russia Index

  • Reducing collateral and other credit risk: We explain the techniques to reduce financial collateral and other credit risk through a combination of different risk weights, reducing exposure amounts, recognizing credit substitution and a combination of standard adjustments. We can reduce our risk weights that reflect our opinion on the effects of reducing credit risk.
  • The quantitative side of the analysis focuses primarily on the financial analysis and may include the evaluation of accounting principles and applications of the obligation.
  • The general quality of these dominant stress tests is explained in Model. The criteria are applied to Scenario A, B or C--, one of the three dominant scenarios due to the evaluation of the country's money regime.
  • For assets that are not subject to a regulatory CVA fee (for example, banks in some securities firms or banks in non -Basel III judicial regions) and exceeding the above thresholds, RAC CVA fee is zero if we believe that it is not cleaned by a CCP derivatives. It represents only a very small part of the derivative exposure for the company.
  • Notching also applies to the structural discharge of the debt given by holding companies, which are part of a business subsidiary or a single economic asset. For example, the debt of a holding company can be rated lower than the debt of subsidiaries with the assets and cash flows of the enterprise. We expand the notch approach to analyze the loan of vehicles containing payment priority. For example, to indicate that the payment can be postponed, we usually rating the preferred stock and so -called hybrid capital instruments lower than the senior debt.
  • We do not expect the exporter to allow transformation and weaken the transformation advantage through subsequent inventory reproductions.
  • If Basel is derived from the standardized approach, we apply a 1.5 multiplier to the regulatory capital requirement figure. This reflects our view that the standardized approach is more conservative than regulators, especially in relation to asset diversification.

Conclusions

MOEX Russia Index assigned short-term B3 & long-term B1 forecasted stock rating. We evaluate the prediction models (Sustainability with Lasso Regression)1,2,3 and conclude that the MOEX Russia Index 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 MOEX Russia Index stock.

Financial State Forecast for MOEX Russia Index

Rating Short-Term Long-Term Senior
Outlook*B3B1
Operational Risk 4974
Market Risk4130
Technical Analysis5974
Fundamental Analysis3134
Risk Unsystematic7373

Prediction Confidence Score

Trust metric by Neural Network: 82 out of 100 with 862 signals.

References

  1. Lagoudakis, Michail and Parr, Ronald. Reinforcement learning as classification: Leveraging modern classifiers. In ICML, volume 3, pp. 424–431, 2003.
  2. Lillicrap, Timothy P, Hunt, Jonathan J, Pritzel, Alexander, Heess, Nicolas, Erez, Tom, Tassa, Yuval, Silver, David, and Wierstra, Daan. Continuous control with deep re- inforcement learning. arXiv preprint arXiv:1509.02971, 2015.
  3. Graves, Alex, Mohamed, A-R, and Hinton, Geoffrey. Speech recognition with deep recurrent neural networks. In Acoustics, Speech and Signal Processing (ICASSP), 2013 IEEE International Conference on, pp. 6645–6649. IEEE, 2013.
AC Investment Research

In our experiment, we focus on an approach known as Decision making using game theory. We apply principles from game theory to model the relationships between rating actions, news, market signals and decision making.

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