Modelling A.I. in Economics

Abiomed assigned short-term B3 & long-term B2 forecasted stock rating.

Abstract

We evaluate Abiomed prediction models with Multi-Instance Learning (ML) and Chi-Square1,2,3,4 and conclude that the ABMD 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 ABMD stock.


Keywords: ABMD, Abiomed, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Can neural networks predict stock market?
  2. Can statistics predict the future?
  3. Investment Risk

ABMD Target Price Prediction Modeling Methodology

We consider Abiomed Stock Decision Process with Chi-Square where A is the set of discrete actions of ABMD 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(Chi-Square)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-Instance Learning (ML)) X S(n):→ (n+1 year) i = 1 n s i

n:Time series to forecast

p:Price signals of ABMD 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?

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

Sample Set: Neural Network
Stock/Index: ABMD Abiomed
Time series to forecast n: 01 Sep 2022 for (n+1 year)

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

Abiomed assigned short-term B3 & long-term B2 forecasted stock rating. We evaluate the prediction models Multi-Instance Learning (ML) with Chi-Square1,2,3,4 and conclude that the ABMD 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 ABMD stock.

Financial State Forecast for ABMD Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B2
Operational Risk 3979
Market Risk8387
Technical Analysis5230
Fundamental Analysis3338
Risk Unsystematic4734

Prediction Confidence Score

Trust metric by Neural Network: 76 out of 100 with 658 signals.

References

  1. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
  2. N. B ̈auerle and A. Mundt. Dynamic mean-risk optimization in a binomial model. Mathematical Methods of Operations Research, 70(2):219–239, 2009.
  3. M. Babes, E. M. de Cote, and M. L. Littman. Social reward shaping in the prisoner's dilemma. In 7th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2008), Estoril, Portugal, May 12-16, 2008, Volume 3, pages 1389–1392, 2008.
  4. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
  5. J. Z. Leibo, V. Zambaldi, M. Lanctot, J. Marecki, and T. Graepel. Multi-agent Reinforcement Learning in Sequential Social Dilemmas. In Proceedings of the 16th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2017), Sao Paulo, Brazil, 2017
  6. G. J. Laurent, L. Matignon, and N. L. Fort-Piat. The world of independent learners is not Markovian. Int. J. Know.-Based Intell. Eng. Syst., 15(1):55–64, 2011
  7. Li L, Chu W, Langford J, Moon T, Wang X. 2012. An unbiased offline evaluation of contextual bandit algo- rithms with generalized linear models. In Proceedings of 4th ACM International Conference on Web Search and Data Mining, pp. 297–306. New York: ACM
Frequently Asked QuestionsQ: What is the prediction methodology for ABMD stock?
A: ABMD stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Chi-Square
Q: Is ABMD stock a buy or sell?
A: The dominant strategy among neural network is to Hold ABMD Stock.
Q: Is Abiomed stock a good investment?
A: The consensus rating for Abiomed is Hold and assigned short-term B3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of ABMD stock?
A: The consensus rating for ABMD is Hold.
Q: What is the prediction period for ABMD stock?
A: The prediction period for ABMD is (n+1 year)

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