Can we predict stock market using machine learning? (CSE All-Share Index Stock Forecast)


This paper proposes genetic algorithms (GAs) approach to feature discretization and the determination of connection weights for artificial neural networks (ANNs) to predict the stock price index. Previous research proposed many hybrid models of ANN and GA for the method of training the network, feature subset selection, and topology optimization. We evaluate CSE All-Share Index prediction models with Multi-Instance Learning (ML) and Linear 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+8 weeks) period: The dominant strategy among neural network is to HoldBuy 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. Understanding Buy, Sell, and Hold Ratings
  2. Game Theory
  3. What is prediction in deep learning?

CSE All-Share Index Target Price Prediction Modeling Methodology

This paper surveys machine learning techniques for stock market prediction. The prediction of stock markets is regarded as a challenging task of financial time series prediction. We consider CSE All-Share Index Stock Decision Process with Linear 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(Linear 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(Multi-Instance Learning (ML)) X S(n):→ (n+8 weeks) R = r 1 r 2 r 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+8 weeks)

Sample Set: Neural Network
Stock/Index: CSE All-Share Index CSE All-Share Index
Time series to forecast n: 14 Sep 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to HoldBuy 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 B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Multi-Instance Learning (ML) with Linear 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+8 weeks) period: The dominant strategy among neural network is to HoldBuy CSE All-Share Index stock.

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

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 4773
Market Risk4836
Technical Analysis6458
Fundamental Analysis5961
Risk Unsystematic6968

Prediction Confidence Score

Trust metric by Neural Network: 78 out of 100 with 658 signals.

References

  1. Kitagawa T, Tetenov A. 2015. Who should be treated? Empirical welfare maximization methods for treatment choice. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
  2. Hirano K, Porter JR. 2009. Asymptotics for statistical treatment rules. Econometrica 77:1683–701
  3. Matzkin RL. 2007. Nonparametric identification. In Handbook of Econometrics, Vol. 6B, ed. J Heckman, E Learner, pp. 5307–68. Amsterdam: Elsevier
  4. Harris ZS. 1954. Distributional structure. Word 10:146–62
  5. Dudik M, Langford J, Li L. 2011. Doubly robust policy evaluation and learning. In Proceedings of the 28th International Conference on Machine Learning, pp. 1097–104. La Jolla, CA: Int. Mach. Learn. Soc.
  6. Zou H, Hastie T. 2005. Regularization and variable selection via the elastic net. J. R. Stat. Soc. B 67:301–20
  7. Andrews, D. W. K. (1993), "Tests for parameter instability and structural change with unknown change point," Econometrica, 61, 821–856.
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 Multi-Instance Learning (ML) and Linear Regression
Q: Is CSE All-Share Index stock a buy or sell?
A: The dominant strategy among neural network is to HoldBuy 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 HoldBuy and assigned short-term B2 & long-term B1 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 HoldBuy.
Q: What is the prediction period for CSE All-Share Index stock?
A: The prediction period for CSE All-Share Index is (n+8 weeks)

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