## Abstract

**We evaluate Tadawul All Share Index prediction models with Modular Neural Network (Emotional Trigger/Responses Analysis) and ElasticNet Regression ^{1,2,3,4} and conclude that the Tadawul All Share 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 Buy Tadawul All Share Index stock.**

**Tadawul All Share Index, Tadawul All Share 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?
- How do predictive algorithms actually work?
- Prediction Modeling

## Tadawul All Share Index Target Price Prediction Modeling Methodology

We consider Tadawul All Share Index Stock Decision Process with ElasticNet Regression where A is the set of discrete actions of Tadawul 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 Î³ ∈ [0, 1] is a move factor for expectation.^{1,2,3,4}

F(ElasticNet 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(Modular Neural Network (Emotional Trigger/Responses Analysis)) 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 Tadawul 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?

## Tadawul All Share Index Stock Forecast (Buy or Sell) for (n+8 weeks)

**Sample Set:**Neural Network

**Stock/Index:**Tadawul All Share Index Tadawul All Share Index

**Time series to forecast n: 04 Sep 2022**for (n+8 weeks)

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

Tadawul All Share Index assigned short-term B3 & long-term Ba1 forecasted stock rating.** We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) with ElasticNet Regression ^{1,2,3,4} and conclude that the Tadawul All Share 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 Buy Tadawul All Share Index stock.**

### Financial State Forecast for Tadawul All Share Index Stock Options & Futures

Rating | Short-Term | Long-Term Senior |
---|---|---|

Outlook* | B3 | Ba1 |

Operational Risk | 40 | 84 |

Market Risk | 36 | 41 |

Technical Analysis | 39 | 72 |

Fundamental Analysis | 34 | 68 |

Risk Unsystematic | 88 | 83 |

### Prediction Confidence Score

## References

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- Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
- Canova, F. B. E. Hansen (1995), "Are seasonal patterns constant over time? A test for seasonal stability," Journal of Business and Economic Statistics, 13, 237–252.
- Thompson WR. 1933. On the likelihood that one unknown probability exceeds another in view of the evidence of two samples. Biometrika 25:285–94
- 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
- Athey S, Imbens GW. 2017b. The state of applied econometrics: causality and policy evaluation. J. Econ. Perspect. 31:3–32
- Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.

## Frequently Asked Questions

Q: What is the prediction methodology for Tadawul All Share Index stock?A: Tadawul All Share Index stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and ElasticNet Regression

Q: Is Tadawul All Share Index stock a buy or sell?

A: The dominant strategy among neural network is to Buy Tadawul All Share Index Stock.

Q: Is Tadawul All Share Index stock a good investment?

A: The consensus rating for Tadawul All Share Index is Buy and assigned short-term B3 & long-term Ba1 forecasted stock rating.

Q: What is the consensus rating of Tadawul All Share Index stock?

A: The consensus rating for Tadawul All Share Index is Buy.

Q: What is the prediction period for Tadawul All Share Index stock?

A: The prediction period for Tadawul All Share Index is (n+8 weeks)