Can stock prices be predicted? (CSE All-Share Index Stock Forecast)


Abstract

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


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

Key Points

  1. Can statistics predict the future?
  2. Technical Analysis with Algorithmic Trading
  3. Is now good time to invest?

CSE All-Share Index Target Price Prediction Modeling Methodology

We consider CSE All-Share Index Stock Decision Process with Polynomial Regression where A is the set of discrete actions of CSE All-Share 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(Polynomial Regression)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(Deductive Inference (ML)) X S(n):→ (n+3 month) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of CSE All-Share 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?

CSE All-Share Index Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: CSE All-Share Index CSE All-Share Index
Time series to forecast n: 02 Sep 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold CSE All-Share 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

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

Financial State Forecast for CSE All-Share Index Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B3
Operational Risk 3239
Market Risk5550
Technical Analysis5442
Fundamental Analysis4437
Risk Unsystematic5263

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 852 signals.

References

  1. Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.
  2. Jiang N, Li L. 2016. Doubly robust off-policy value evaluation for reinforcement learning. In Proceedings of the 33rd International Conference on Machine Learning, pp. 652–61. La Jolla, CA: Int. Mach. Learn. Soc.
  3. Athey S, Imbens GW. 2017a. The econometrics of randomized experiments. In Handbook of Economic Field Experiments, Vol. 1, ed. E Duflo, A Banerjee, pp. 73–140. Amsterdam: Elsevier
  4. Firth JR. 1957. A synopsis of linguistic theory 1930–1955. In Studies in Linguistic Analysis (Special Volume of the Philological Society), ed. JR Firth, pp. 1–32. Oxford, UK: Blackwell
  5. M. L. Littman. Friend-or-foe q-learning in general-sum games. In Proceedings of the Eighteenth International Conference on Machine Learning (ICML 2001), Williams College, Williamstown, MA, USA, June 28 - July 1, 2001, pages 322–328, 2001
  6. Harris ZS. 1954. Distributional structure. Word 10:146–62
  7. Hirano K, Porter JR. 2009. Asymptotics for statistical treatment rules. Econometrica 77:1683–701
Frequently Asked QuestionsQ: What is the prediction methodology for CSE All-Share Index stock?
A: CSE All-Share Index stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Polynomial Regression
Q: Is CSE All-Share Index stock a buy or sell?
A: The dominant strategy among neural network is to Hold CSE All-Share Index Stock.
Q: Is CSE All-Share Index stock a good investment?
A: The consensus rating for CSE All-Share Index is Hold and assigned short-term B3 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of CSE All-Share Index stock?
A: The consensus rating for CSE All-Share Index is Hold.
Q: What is the prediction period for CSE All-Share Index stock?
A: The prediction period for CSE All-Share Index is (n+3 month)

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