## Abstract

**We evaluate VN 30 Index prediction models with Deductive Inference (ML) and Lasso Regression ^{1,2,3,4} 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.**

**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.**

*Keywords:*## Key Points

- Is it better to buy and sell or hold?
- What are the most successful trading algorithms?
- 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}= $\begin{array}{cccc}{p}_{\mathrm{a}1}& {p}_{\mathrm{a}2}& \dots & {p}_{1n}\\ & \vdots \\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & \vdots \\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & \vdots \\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Deductive Inference (ML)) X S(n):→ (n+8 weeks) $\overrightarrow{S}=\left({s}_{1},{s}_{2},{s}_{3}\right)$

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 Regression ^{1,2,3,4} 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* | Ba2 | B3 |

Operational Risk | 81 | 33 |

Market Risk | 61 | 31 |

Technical Analysis | 88 | 57 |

Fundamental Analysis | 68 | 48 |

Risk Unsystematic | 47 | 68 |

### Prediction Confidence Score

## References

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- R. Williams. Simple statistical gradient-following algorithms for connectionist reinforcement learning. Ma- chine learning, 8(3-4):229–256, 1992
- Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
- Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
- Brailsford, T.J. R.W. Faff (1996), "An evaluation of volatility forecasting techniques," Journal of Banking Finance, 20, 419–438.
- Sutton RS, Barto AG. 1998. Reinforcement Learning: An Introduction. Cambridge, MA: MIT Press
- V. Borkar and R. Jain. Risk-constrained Markov decision processes. IEEE Transaction on Automatic Control, 2014

## Frequently Asked Questions

Q: 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)

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