## Abstract

**We evaluate Penn National Gaming prediction models with Money Flow Index (MFI) and Paired T-Test ^{1,2,3,4} and conclude that the PENN stock is predictable in the short/long term. **

**According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold PENN stock.**

**PENN, Penn National Gaming, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.**

*Keywords:*## Key Points

- Technical Analysis with Algorithmic Trading
- What is the use of Markov decision process?
- What are the most successful trading algorithms?

## PENN Target Price Prediction Modeling Methodology

We consider Penn National Gaming Stock Decision Process with Paired T-Test where A is the set of discrete actions of PENN 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 Î³ ∈ [0, 1] is a move factor for expectation.^{1,2,3,4}

F(Paired T-Test)

^{5,6,7}= $\begin{array}{cccc}{p}_{\mathrm{a}1}& {p}_{\mathrm{a}2}& \dots & {p}_{1n}\\ & \vdots \\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & \vdots \\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & \vdots \\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Money Flow Index (MFI)) X S(n):→ (n+1 year) $\sum _{i=1}^{n}\left({a}_{i}\right)$

n:Time series to forecast

p:Price signals of PENN 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?

## PENN Stock Forecast (Buy or Sell) for (n+1 year)

**Sample Set:**Neural Network

**Stock/Index:**PENN Penn National Gaming

**Time series to forecast n: 31 Aug 2022**for (n+1 year)

**According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold PENN 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

Penn National Gaming assigned short-term B2 & long-term Ba3 forecasted stock rating.** We evaluate the prediction models Money Flow Index (MFI) with Paired T-Test ^{1,2,3,4} and conclude that the PENN stock is predictable in the short/long term.**

**According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold PENN stock.**

### Financial State Forecast for PENN Stock Options & Futures

Rating | Short-Term | Long-Term Senior |
---|---|---|

Outlook* | B2 | Ba3 |

Operational Risk | 42 | 53 |

Market Risk | 42 | 74 |

Technical Analysis | 54 | 56 |

Fundamental Analysis | 42 | 89 |

Risk Unsystematic | 89 | 37 |

### Prediction Confidence Score

## References

- Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.
- V. Borkar. Stochastic approximation: a dynamical systems viewpoint. Cambridge University Press, 2008
- Scott SL. 2010. A modern Bayesian look at the multi-armed bandit. Appl. Stoch. Models Bus. Ind. 26:639–58
- Athey S, Mobius MM, PÃ¡l J. 2017c. The impact of aggregators on internet news consumption. Unpublished manuscript, Grad. School Bus., Stanford Univ., Stanford, CA
- Swaminathan A, Joachims T. 2015. Batch learning from logged bandit feedback through counterfactual risk minimization. J. Mach. Learn. Res. 16:1731–55
- E. Altman, K. Avrachenkov, and R. N ́u ̃nez-Queija. Perturbation analysis for denumerable Markov chains with application to queueing models. Advances in Applied Probability, pages 839–853, 2004
- A. Tamar and S. Mannor. Variance adjusted actor critic algorithms. arXiv preprint arXiv:1310.3697, 2013.

## Frequently Asked Questions

Q: What is the prediction methodology for PENN stock?A: PENN stock prediction methodology: We evaluate the prediction models Money Flow Index (MFI) and Paired T-Test

Q: Is PENN stock a buy or sell?

A: The dominant strategy among neural network is to Hold PENN Stock.

Q: Is Penn National Gaming stock a good investment?

A: The consensus rating for Penn National Gaming is Hold and assigned short-term B2 & long-term Ba3 forecasted stock rating.

Q: What is the consensus rating of PENN stock?

A: The consensus rating for PENN is Hold.

Q: What is the prediction period for PENN stock?

A: The prediction period for PENN is (n+1 year)