Modelling A.I. in Economics

What is RI.PA stock prediction?

Abstract

We evaluate Pernod Ricard prediction models with Multi-Wave Oscillators and Sign Test1,2,3,4 and conclude that the RI.PA stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold RI.PA stock.


Keywords: RI.PA, Pernod Ricard, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Trading Signals
  2. Game Theory
  3. How can neural networks improve predictions?

RI.PA Target Price Prediction Modeling Methodology

We consider Pernod Ricard Stock Decision Process with Sign Test where A is the set of discrete actions of RI.PA 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(Sign Test)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(Multi-Wave Oscillators) X S(n):→ (n+3 month) e x rx

n:Time series to forecast

p:Price signals of RI.PA 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?

RI.PA Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: RI.PA Pernod Ricard
Time series to forecast n: 31 Aug 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold RI.PA 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

Pernod Ricard assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Multi-Wave Oscillators with Sign Test1,2,3,4 and conclude that the RI.PA stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold RI.PA stock.

Financial State Forecast for RI.PA Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 5966
Market Risk5260
Technical Analysis8174
Fundamental Analysis5035
Risk Unsystematic3669

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 733 signals.

References

  1. Bastani H, Bayati M. 2015. Online decision-making with high-dimensional covariates. Work. Pap., Univ. Penn./ Stanford Grad. School Bus., Philadelphia/Stanford, CA
  2. R. Sutton, D. McAllester, S. Singh, and Y. Mansour. Policy gradient methods for reinforcement learning with function approximation. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1057–1063, 2000
  3. Mnih A, Hinton GE. 2007. Three new graphical models for statistical language modelling. In International Conference on Machine Learning, pp. 641–48. La Jolla, CA: Int. Mach. Learn. Soc.
  4. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
  5. M. Petrik and D. Subramanian. An approximate solution method for large risk-averse Markov decision processes. In Proceedings of the 28th International Conference on Uncertainty in Artificial Intelligence, 2012.
  6. Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
  7. Chipman HA, George EI, McCulloch RE. 2010. Bart: Bayesian additive regression trees. Ann. Appl. Stat. 4:266–98
Frequently Asked QuestionsQ: What is the prediction methodology for RI.PA stock?
A: RI.PA stock prediction methodology: We evaluate the prediction models Multi-Wave Oscillators and Sign Test
Q: Is RI.PA stock a buy or sell?
A: The dominant strategy among neural network is to Hold RI.PA Stock.
Q: Is Pernod Ricard stock a good investment?
A: The consensus rating for Pernod Ricard is Hold and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of RI.PA stock?
A: The consensus rating for RI.PA is Hold.
Q: What is the prediction period for RI.PA stock?
A: The prediction period for RI.PA is (n+3 month)

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