Modelling A.I. in Economics

Can stock prices be predicted? (SBAC Stock Forecast)

The stock market is very volatile and non-stationary and generates huge volumes of data in every second. In this article, the existing machine learning algorithms are analyzed for stock market forecasting and also a new pattern-finding algorithm for forecasting stock trend is developed. Three approaches can be used to solve the problem: fundamental analysis, technical analysis, and the machine learning. Experimental analysis done in this article shows that the machine learning could be useful for investors to make profitable decisions. We evaluate SBA Communications prediction models with Modular Neural Network (CNN Layer) and Statistical Hypothesis Testing1,2,3,4 and conclude that the SBAC stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold SBAC stock.


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

Key Points

  1. Can we predict stock market using machine learning?
  2. Should I buy stocks now or wait amid such uncertainty?
  3. Should I buy stocks now or wait amid such uncertainty?

SBAC Target Price Prediction Modeling Methodology

Stock prediction is a very hot topic in our life. However, in the early time, because of some reasons and the limitation of the device, only a few people had the access to the study. Thanks to the rapid development of science and technology, in recent years more and more people are devoted to the study of the prediction and it becomes easier and easier for us to make stock prediction by using different ways now, including machine learning, deep learning and so on. We consider SBA Communications Stock Decision Process with Statistical Hypothesis Testing where A is the set of discrete actions of SBAC 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(Statistical Hypothesis Testing)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(Modular Neural Network (CNN Layer)) X S(n):→ (n+1 year) i = 1 n a i

n:Time series to forecast

p:Price signals of SBAC 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?

SBAC Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: SBAC SBA Communications
Time series to forecast n: 23 Sep 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold SBAC 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

SBA Communications assigned short-term B3 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Statistical Hypothesis Testing1,2,3,4 and conclude that the SBAC stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold SBAC stock.

Financial State Forecast for SBAC Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B2
Operational Risk 5939
Market Risk3631
Technical Analysis4360
Fundamental Analysis3580
Risk Unsystematic7852

Prediction Confidence Score

Trust metric by Neural Network: 80 out of 100 with 472 signals.

References

  1. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
  2. Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
  3. P. Artzner, F. Delbaen, J. Eber, and D. Heath. Coherent measures of risk. Journal of Mathematical Finance, 9(3):203–228, 1999
  4. N. B ̈auerle and J. Ott. Markov decision processes with average-value-at-risk criteria. Mathematical Methods of Operations Research, 74(3):361–379, 2011
  5. Clements, M. P. D. F. Hendry (1996), "Intercept corrections and structural change," Journal of Applied Econometrics, 11, 475–494.
  6. Mazumder R, Hastie T, Tibshirani R. 2010. Spectral regularization algorithms for learning large incomplete matrices. J. Mach. Learn. Res. 11:2287–322
  7. R. Rockafellar and S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7):1443 – 1471, 2002
Frequently Asked QuestionsQ: What is the prediction methodology for SBAC stock?
A: SBAC stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Statistical Hypothesis Testing
Q: Is SBAC stock a buy or sell?
A: The dominant strategy among neural network is to Hold SBAC Stock.
Q: Is SBA Communications stock a good investment?
A: The consensus rating for SBA Communications is Hold and assigned short-term B3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of SBAC stock?
A: The consensus rating for SBAC is Hold.
Q: What is the prediction period for SBAC stock?
A: The prediction period for SBAC is (n+1 year)

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