Can stock prices be predicted? (Dow Jones Shanghai Index Stock Forecast)


Abstract

We evaluate Dow Jones Shanghai Index prediction models with Transductive Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the Dow Jones Shanghai 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 Dow Jones Shanghai Index stock.


Keywords: Dow Jones Shanghai Index, Dow Jones Shanghai 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. Market Risk
  3. What statistical methods are used to analyze data?

Dow Jones Shanghai Index Target Price Prediction Modeling Methodology

We consider Dow Jones Shanghai Index Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of Dow Jones Shanghai 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(Wilcoxon Rank-Sum 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(Transductive Learning (ML)) X S(n):→ (n+3 month) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of Dow Jones Shanghai 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?

Dow Jones Shanghai Index Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: Dow Jones Shanghai Index Dow Jones Shanghai Index
Time series to forecast n: 03 Sep 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold Dow Jones Shanghai 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

Dow Jones Shanghai Index assigned short-term B2 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Transductive Learning (ML) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the Dow Jones Shanghai 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 Dow Jones Shanghai Index stock.

Financial State Forecast for Dow Jones Shanghai Index Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Baa2
Operational Risk 5089
Market Risk6867
Technical Analysis7775
Fundamental Analysis4565
Risk Unsystematic3686

Prediction Confidence Score

Trust metric by Neural Network: 86 out of 100 with 617 signals.

References

  1. Armstrong, J. S. M. C. Grohman (1972), "A comparative study of methods for long-range market forecasting," Management Science, 19, 211–221.
  2. Arora S, Li Y, Liang Y, Ma T. 2016. RAND-WALK: a latent variable model approach to word embeddings. Trans. Assoc. Comput. Linguist. 4:385–99
  3. F. A. Oliehoek, M. T. J. Spaan, and N. A. Vlassis. Optimal and approximate q-value functions for decentralized pomdps. J. Artif. Intell. Res. (JAIR), 32:289–353, 2008
  4. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
  5. Scott SL. 2010. A modern Bayesian look at the multi-armed bandit. Appl. Stoch. Models Bus. Ind. 26:639–58
  6. Vapnik V. 2013. The Nature of Statistical Learning Theory. Berlin: Springer
  7. N. B ̈auerle and A. Mundt. Dynamic mean-risk optimization in a binomial model. Mathematical Methods of Operations Research, 70(2):219–239, 2009.
Frequently Asked QuestionsQ: What is the prediction methodology for Dow Jones Shanghai Index stock?
A: Dow Jones Shanghai Index stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Wilcoxon Rank-Sum Test
Q: Is Dow Jones Shanghai Index stock a buy or sell?
A: The dominant strategy among neural network is to Hold Dow Jones Shanghai Index Stock.
Q: Is Dow Jones Shanghai Index stock a good investment?
A: The consensus rating for Dow Jones Shanghai Index is Hold and assigned short-term B2 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of Dow Jones Shanghai Index stock?
A: The consensus rating for Dow Jones Shanghai Index is Hold.
Q: What is the prediction period for Dow Jones Shanghai Index stock?
A: The prediction period for Dow Jones Shanghai Index is (n+3 month)

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