## Abstract

We evaluate VN 30 Index prediction models with Deductive Inference (ML) and Lasso Regression1,2,3,4 and conclude that the VN 30 Index stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold VN 30 Index stock.

Keywords: VN 30 Index, VN 30 Index, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

## Key Points

1. Is it better to buy and sell or hold?
2. What are the most successful trading algorithms?
3. Prediction Modeling

## VN 30 Index Target Price Prediction Modeling Methodology

We consider VN 30 Index Stock Decision Process with Lasso Regression where A is the set of discrete actions of VN 30 Index 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(Lasso Regression)5,6,7= $\begin{array}{cccc}{p}_{a1}& {p}_{a2}& \dots & {p}_{1n}\\ & ⋮\\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & ⋮\\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & ⋮\\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Deductive Inference (ML)) X S(n):→ (n+8 weeks) $\stackrel{\to }{S}=\left({s}_{1},{s}_{2},{s}_{3}\right)$

n:Time series to forecast

p:Price signals of VN 30 Index 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?

## VN 30 Index Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: VN 30 Index VN 30 Index
Time series to forecast n: 07 Sep 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold VN 30 Index 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

VN 30 Index assigned short-term Ba2 & long-term B3 forecasted stock rating. We evaluate the prediction models Deductive Inference (ML) with Lasso Regression1,2,3,4 and conclude that the VN 30 Index stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold VN 30 Index stock.

### Financial State Forecast for VN 30 Index Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba2B3
Operational Risk 8133
Market Risk6131
Technical Analysis8857
Fundamental Analysis6848
Risk Unsystematic4768

### Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 730 signals.

## References

1. Rosenbaum PR, Rubin DB. 1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70:41–55
2. R. Williams. Simple statistical gradient-following algorithms for connectionist reinforcement learning. Ma- chine learning, 8(3-4):229–256, 1992
3. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
4. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
5. Brailsford, T.J. R.W. Faff (1996), "An evaluation of volatility forecasting techniques," Journal of Banking Finance, 20, 419–438.
6. Sutton RS, Barto AG. 1998. Reinforcement Learning: An Introduction. Cambridge, MA: MIT Press
7. V. Borkar and R. Jain. Risk-constrained Markov decision processes. IEEE Transaction on Automatic Control, 2014
Frequently Asked QuestionsQ: What is the prediction methodology for VN 30 Index stock?
A: VN 30 Index stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Lasso Regression
Q: Is VN 30 Index stock a buy or sell?
A: The dominant strategy among neural network is to Hold VN 30 Index Stock.
Q: Is VN 30 Index stock a good investment?
A: The consensus rating for VN 30 Index is Hold and assigned short-term Ba2 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of VN 30 Index stock?
A: The consensus rating for VN 30 Index is Hold.
Q: What is the prediction period for VN 30 Index stock?
A: The prediction period for VN 30 Index is (n+8 weeks)