Modelling A.I. in Economics

How do you decide buy or sell a stock? (ATX Index Stock Forecast)

Abstract

We evaluate ATX Index prediction models with Modular Neural Network (Financial Sentiment Analysis) and Spearman Correlation1,2,3,4 and conclude that the ATX Index stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Buy ATX Index stock.


Keywords: ATX Index, ATX Index, 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. Can we predict stock market using machine learning?
  3. Trust metric by Neural Network

ATX Index Target Price Prediction Modeling Methodology

We consider ATX Index Stock Decision Process with Spearman Correlation where A is the set of discrete actions of ATX 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(Spearman Correlation)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 (Financial Sentiment Analysis)) X S(n):→ (n+4 weeks) e x rx

n:Time series to forecast

p:Price signals of ATX 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?

ATX Index Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: ATX Index ATX Index
Time series to forecast n: 01 Sep 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Buy ATX 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

ATX Index assigned short-term B1 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) with Spearman Correlation1,2,3,4 and conclude that the ATX Index stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Buy ATX Index stock.

Financial State Forecast for ATX Index Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B2
Operational Risk 7732
Market Risk5477
Technical Analysis7143
Fundamental Analysis6567
Risk Unsystematic3437

Prediction Confidence Score

Trust metric by Neural Network: 85 out of 100 with 594 signals.

References

  1. Pennington J, Socher R, Manning CD. 2014. GloVe: global vectors for word representation. In Proceedings of the 2014 Conference on Empirical Methods on Natural Language Processing, pp. 1532–43. New York: Assoc. Comput. Linguist.
  2. C. Szepesvári. Algorithms for Reinforcement Learning. Synthesis Lectures on Artificial Intelligence and Machine Learning. Morgan & Claypool Publishers, 2010
  3. Pennington J, Socher R, Manning CD. 2014. GloVe: global vectors for word representation. In Proceedings of the 2014 Conference on Empirical Methods on Natural Language Processing, pp. 1532–43. New York: Assoc. Comput. Linguist.
  4. Imbens G, Wooldridge J. 2009. Recent developments in the econometrics of program evaluation. J. Econ. Lit. 47:5–86
  5. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
  6. Bai J, Ng S. 2002. Determining the number of factors in approximate factor models. Econometrica 70:191–221
  7. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for ATX Index stock?
A: ATX Index stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Spearman Correlation
Q: Is ATX Index stock a buy or sell?
A: The dominant strategy among neural network is to Buy ATX Index Stock.
Q: Is ATX Index stock a good investment?
A: The consensus rating for ATX Index is Buy and assigned short-term B1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of ATX Index stock?
A: The consensus rating for ATX Index is Buy.
Q: What is the prediction period for ATX Index stock?
A: The prediction period for ATX Index is (n+4 weeks)

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