Modelling A.I. in Economics

Advanced Drainage Systems Stock Forecast & Analysis

Abstract

We evaluate Advanced Drainage Systems prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Paired T-Test1,2,3,4 and conclude that the WMS stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold WMS stock.


Keywords: WMS, Advanced Drainage Systems, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. How accurate is machine learning in stock market?
  2. Decision Making
  3. How do predictive algorithms actually work?

WMS Target Price Prediction Modeling Methodology

We consider Advanced Drainage Systems Stock Decision Process with Paired T-Test where A is the set of discrete actions of WMS 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(Paired T-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(Modular Neural Network (Social Media Sentiment Analysis)) X S(n):→ (n+6 month) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of WMS 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?

WMS Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: WMS Advanced Drainage Systems
Time series to forecast n: 08 Sep 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold WMS 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

Advanced Drainage Systems assigned short-term B3 & long-term B3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Paired T-Test1,2,3,4 and conclude that the WMS stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold WMS stock.

Financial State Forecast for WMS Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B3
Operational Risk 5566
Market Risk3743
Technical Analysis3541
Fundamental Analysis4149
Risk Unsystematic9037

Prediction Confidence Score

Trust metric by Neural Network: 85 out of 100 with 658 signals.

References

  1. M. Puterman. Markov Decision Processes: Discrete Stochastic Dynamic Programming. Wiley, New York, 1994.
  2. Bastani H, Bayati M. 2015. Online decision-making with high-dimensional covariates. Work. Pap., Univ. Penn./ Stanford Grad. School Bus., Philadelphia/Stanford, CA
  3. K. Tumer and D. Wolpert. A survey of collectives. In K. Tumer and D. Wolpert, editors, Collectives and the Design of Complex Systems, pages 1–42. Springer, 2004.
  4. Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.
  5. 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.
  6. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
  7. L. Panait and S. Luke. Cooperative multi-agent learning: The state of the art. Autonomous Agents and Multi-Agent Systems, 11(3):387–434, 2005.
Frequently Asked QuestionsQ: What is the prediction methodology for WMS stock?
A: WMS stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Paired T-Test
Q: Is WMS stock a buy or sell?
A: The dominant strategy among neural network is to Hold WMS Stock.
Q: Is Advanced Drainage Systems stock a good investment?
A: The consensus rating for Advanced Drainage Systems is Hold and assigned short-term B3 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of WMS stock?
A: The consensus rating for WMS is Hold.
Q: What is the prediction period for WMS stock?
A: The prediction period for WMS is (n+6 month)

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