Buy or Sell: IBKR Stock

Abstract

We evaluate Interactive Brokers prediction models with Statistical Inference (ML) and ElasticNet Regression^1,2,3,4 and conclude that the IBKR 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 IBKR stock.

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

Key Points

1. Buy, Sell and Hold Signals
2. Stock Forecast Based On a Predictive Algorithm
3. Nash Equilibria

IBKR Target Price Prediction Modeling Methodology

We consider Interactive Brokers Stock Decision Process with ElasticNet Regression where A is the set of discrete actions of IBKR 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(ElasticNet Regression)^5,6,7= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Statistical Inference (ML)) X S(n):→ (n+1 year) $\sum _{i=1}^n\left(s_i\right)$

n:Time series to forecast

p:Price signals of IBKR 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?

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

Sample Set: Neural Network
Stock/Index: IBKR Interactive Brokers
Time series to forecast n: 03 Sep 2022 for (n+1 year)

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

Interactive Brokers assigned short-term Ba2 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with ElasticNet Regression^1,2,3,4 and conclude that the IBKR 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 IBKR stock.

Financial State Forecast for IBKR Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba2	Ba2
Operational Risk	66	81
Market Risk	77	77
Technical Analysis	40	35
Fundamental Analysis	74	73
Risk Unsystematic	82	75

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 662 signals.

References

1. C. Szepesvári. Algorithms for Reinforcement Learning. Synthesis Lectures on Artificial Intelligence and Machine Learning. Morgan & Claypool Publishers, 2010
2. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
3. Wan M, Wang D, Goldman M, Taddy M, Rao J, et al. 2017. Modeling consumer preferences and price sensitiv- ities from large-scale grocery shopping transaction logs. In Proceedings of the 26th International Conference on the World Wide Web, pp. 1103–12. New York: ACM
4. Wooldridge JM. 2010. Econometric Analysis of Cross Section and Panel Data. Cambridge, MA: MIT Press
5. Hornik K, Stinchcombe M, White H. 1989. Multilayer feedforward networks are universal approximators. Neural Netw. 2:359–66
6. Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.
7. V. Mnih, A. P. Badia, M. Mirza, A. Graves, T. P. Lillicrap, T. Harley, D. Silver, and K. Kavukcuoglu. Asynchronous methods for deep reinforcement learning. In Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016, pages 1928–1937, 2016

Frequently Asked Questions

Q: What is the prediction methodology for IBKR stock?
A: IBKR stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and ElasticNet Regression
Q: Is IBKR stock a buy or sell?
A: The dominant strategy among neural network is to Hold IBKR Stock.
Q: Is Interactive Brokers stock a good investment?
A: The consensus rating for Interactive Brokers is Hold and assigned short-term Ba2 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of IBKR stock?
A: The consensus rating for IBKR is Hold.
Q: What is the prediction period for IBKR stock?
A: The prediction period for IBKR is (n+1 year)

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