Does algo trading work? (AGL Stock Forecast)

Abstract

We evaluate Agilon Health prediction models with Supervised Machine Learning (ML) and Lasso Regression^1,2,3,4 and conclude that the AGL stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Buy AGL stock.

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

Key Points

1. Buy, Sell and Hold Signals
2. Should I buy stocks now or wait amid such uncertainty?
3. What is Markov decision process in reinforcement learning?

AGL Target Price Prediction Modeling Methodology

We consider Agilon Health Stock Decision Process with Lasso Regression where A is the set of discrete actions of AGL 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(Lasso Regression)^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(Supervised Machine Learning (ML)) X S(n):→ (n+16 weeks) $\begin{array}{l}\int e^x\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of AGL 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?

AGL Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: AGL Agilon Health
Time series to forecast n: 04 Sep 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Buy AGL 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

Agilon Health assigned short-term B2 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Supervised Machine Learning (ML) with Lasso Regression^1,2,3,4 and conclude that the AGL stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Buy AGL stock.

Financial State Forecast for AGL Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B2	Ba2
Operational Risk	35	50
Market Risk	81	68
Technical Analysis	42	79
Fundamental Analysis	64	66
Risk Unsystematic	49	77

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 538 signals.

References

1. Athey S, Mobius MM, Pál J. 2017c. The impact of aggregators on internet news consumption. Unpublished manuscript, Grad. School Bus., Stanford Univ., Stanford, CA
2. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
3. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
4. E. Collins. Using Markov decision processes to optimize a nonlinear functional of the final distribution, with manufacturing applications. In Stochastic Modelling in Innovative Manufacturing, pages 30–45. Springer, 1997
5. A. Y. Ng, D. Harada, and S. J. Russell. Policy invariance under reward transformations: Theory and application to reward shaping. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 278–287, 1999.
6. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
7. Mnih A, Hinton GE. 2007. Three new graphical models for statistical language modelling. In International Conference on Machine Learning, pp. 641–48. La Jolla, CA: Int. Mach. Learn. Soc.

Frequently Asked Questions

Q: What is the prediction methodology for AGL stock?
A: AGL stock prediction methodology: We evaluate the prediction models Supervised Machine Learning (ML) and Lasso Regression
Q: Is AGL stock a buy or sell?
A: The dominant strategy among neural network is to Buy AGL Stock.
Q: Is Agilon Health stock a good investment?
A: The consensus rating for Agilon Health is Buy and assigned short-term B2 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of AGL stock?
A: The consensus rating for AGL is Buy.
Q: What is the prediction period for AGL stock?
A: The prediction period for AGL is (n+16 weeks)

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