With the advent of machine learning, numerous approaches have been proposed to forecast stock prices. Various models have been developed to date such as Recurrent Neural Networks, Long Short-Term Memory, Convolutional Neural Network sliding window, etc., but were not accurate enough. Here, the aim is to predict the price of a stock and compare the results obtained using three major algorithms namely Kalman filters, XGBoost and ARIMA. We evaluate Ameren prediction models with Modular Neural Network (CNN Layer) and Independent T-Test1,2,3,4 and conclude that the AEE stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy AEE stock.
Keywords: AEE, Ameren, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.
Key Points
- Can we predict stock market using machine learning?
- What statistical methods are used to analyze data?
- How useful are statistical predictions?
AEE Target Price Prediction Modeling Methodology
Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on an exchange. The successful prediction of a stock's future price could yield significant profit. This paper will showcase how to perform stock prediction using Machine Learning algorithms. We consider Ameren Stock Decision Process with Independent T-Test where A is the set of discrete actions of AEE 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(Independent T-Test)5,6,7= X R(Modular Neural Network (CNN Layer)) X S(n):→ (n+3 month)
n:Time series to forecast
p:Price signals of AEE stock
j:Nash equilibria
k:Dominated move
a:Best response for target price
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How do AC Investment Research machine learning (predictive) algorithms actually work?
AEE Stock Forecast (Buy or Sell) for (n+3 month)
Sample Set: Neural NetworkStock/Index: AEE Ameren
Time series to forecast n: 16 Sep 2022 for (n+3 month)
According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy AEE 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
Ameren assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Independent T-Test1,2,3,4 and conclude that the AEE stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy AEE stock.
Financial State Forecast for AEE Stock Options & Futures
Rating | Short-Term | Long-Term Senior |
---|---|---|
Outlook* | B1 | B1 |
Operational Risk | 52 | 39 |
Market Risk | 53 | 66 |
Technical Analysis | 57 | 67 |
Fundamental Analysis | 68 | 65 |
Risk Unsystematic | 67 | 63 |
Prediction Confidence Score
References
- LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
- J. Ott. A Markov decision model for a surveillance application and risk-sensitive Markov decision processes. PhD thesis, Karlsruhe Institute of Technology, 2010.
- J. G. Schneider, W. Wong, A. W. Moore, and M. A. Riedmiller. Distributed value functions. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 371–378, 1999.
- Chen X. 2007. Large sample sieve estimation of semi-nonparametric models. In Handbook of Econometrics, Vol. 6B, ed. JJ Heckman, EE Learner, pp. 5549–632. Amsterdam: Elsevier
- White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
- Byron, R. P. O. Ashenfelter (1995), "Predicting the quality of an unborn grange," Economic Record, 71, 40–53.
- N. B ̈auerle and A. Mundt. Dynamic mean-risk optimization in a binomial model. Mathematical Methods of Operations Research, 70(2):219–239, 2009.
Frequently Asked Questions
Q: What is the prediction methodology for AEE stock?A: AEE stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Independent T-Test
Q: Is AEE stock a buy or sell?
A: The dominant strategy among neural network is to Buy AEE Stock.
Q: Is Ameren stock a good investment?
A: The consensus rating for Ameren is Buy and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of AEE stock?
A: The consensus rating for AEE is Buy.
Q: What is the prediction period for AEE stock?
A: The prediction period for AEE is (n+3 month)
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