Can stock prices be predicted? (PRU Stock Forecast)

Abstract

We evaluate Prudential prediction models with Transfer Learning (ML) and Sign Test^1,2,3,4 and conclude that the PRU 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 PRU stock.

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

Key Points

1. What is prediction in deep learning?
2. Buy, Sell and Hold Signals
3. Market Outlook

PRU Target Price Prediction Modeling Methodology

We consider Prudential Stock Decision Process with Sign Test where A is the set of discrete actions of PRU 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(Sign Test)^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(Transfer Learning (ML)) X S(n):→ (n+8 weeks) $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of PRU 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?

PRU Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: PRU Prudential
Time series to forecast n: 05 Sep 2022 for (n+8 weeks)

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

Prudential assigned short-term B2 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Transfer Learning (ML) with Sign Test^1,2,3,4 and conclude that the PRU 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 PRU stock.

Financial State Forecast for PRU Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B2	Ba1
Operational Risk	75	58
Market Risk	65	75
Technical Analysis	37	83
Fundamental Analysis	30	47
Risk Unsystematic	60	84

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 652 signals.

References

1. Breiman L. 1993. Better subset selection using the non-negative garotte. Tech. Rep., Univ. Calif., Berkeley
2. D. Bertsekas. Dynamic programming and optimal control. Athena Scientific, 1995.
3. Mikolov T, Yih W, Zweig G. 2013c. Linguistic regularities in continuous space word representations. In Pro- ceedings of the 2013 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, pp. 746–51. New York: Assoc. Comput. Linguist.
4. Morris CN. 1983. Parametric empirical Bayes inference: theory and applications. J. Am. Stat. Assoc. 78:47–55
5. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
6. S. Bhatnagar, R. Sutton, M. Ghavamzadeh, and M. Lee. Natural actor-critic algorithms. Automatica, 45(11): 2471–2482, 2009
7. J. N. Foerster, Y. M. Assael, N. de Freitas, and S. Whiteson. Learning to communicate with deep multi-agent reinforcement learning. In Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain, pages 2137–2145, 2016.

Frequently Asked Questions

Q: What is the prediction methodology for PRU stock?
A: PRU stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Sign Test
Q: Is PRU stock a buy or sell?
A: The dominant strategy among neural network is to Hold PRU Stock.
Q: Is Prudential stock a good investment?
A: The consensus rating for Prudential is Hold and assigned short-term B2 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of PRU stock?
A: The consensus rating for PRU is Hold.
Q: What is the prediction period for PRU stock?
A: The prediction period for PRU is (n+8 weeks)

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