How Do You Pick a Stock? (IPGP Stock Forecast)

ZXhang, Yoshua X; Haxo, Yann M; Mat , Ying X

Abstract

We evaluate IPG Photonics prediction models with Transductive Learning (ML) and Chi-Square^1,2,3,4 and conclude that the IPGP 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 Hold IPGP stock.

Keywords: IPGP, IPG Photonics, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

What are main components of Markov decision process?
What is a prediction confidence?
Probability Distribution

IPGP Target Price Prediction Modeling Methodology

We consider IPG Photonics Stock Decision Process with Chi-Square where A is the set of discrete actions of IPGP 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(Chi-Square)^5,6,7=

\begin{matrix} p_{a 1} & p_{a 2} & \dots & p_{1 n} \\ ⋮ \\ p_{j 1} & p_{j 2} & \dots & p_{j n} \\ ⋮ \\ p_{k 1} & p_{k 2} & \dots & p_{k n} \\ ⋮ \\ p_{n 1} & p_{n 2} & \dots & p_{n n} \end{matrix}

X R(Transductive Learning (ML)) X S(n):→ (n+16 weeks)

\vec{R} = (r_{1}, r_{2}, r_{3})

n:Time series to forecast

p:Price signals of IPGP 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?

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

Sample Set: Neural Network
Stock/Index: IPGP IPG Photonics
Time series to forecast n: 05 Sep 2022 for (n+16 weeks)

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

IPG Photonics assigned short-term Ba1 & long-term B1 forecasted stock rating. We evaluate the prediction models Transductive Learning (ML) with Chi-Square^1,2,3,4 and conclude that the IPGP 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 Hold IPGP stock.

Financial State Forecast for IPGP Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	B1
Operational Risk	77	48
Market Risk	88	82
Technical Analysis	71	45
Fundamental Analysis	33	58
Risk Unsystematic	89	61

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 705 signals.

References

Zubizarreta JR. 2015. Stable weights that balance covariates for estimation with incomplete outcome data. J. Am. Stat. Assoc. 110:910–22
J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
Knox SW. 2018. Machine Learning: A Concise Introduction. Hoboken, NJ: Wiley
Y. Le Tallec. Robust, risk-sensitive, and data-driven control of Markov decision processes. PhD thesis, Massachusetts Institute of Technology, 2007.
Y. Chow and M. Ghavamzadeh. Algorithms for CVaR optimization in MDPs. In Advances in Neural Infor- mation Processing Systems, pages 3509–3517, 2014.
E. Altman. Constrained Markov decision processes, volume 7. CRC Press, 1999
Breusch, T. S. (1978), "Testing for autocorrelation in dynamic linear models," Australian Economic Papers, 17, 334–355.

Frequently Asked Questions

Q: What is the prediction methodology for IPGP stock?
A: IPGP stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Chi-Square
Q: Is IPGP stock a buy or sell?
A: The dominant strategy among neural network is to Hold IPGP Stock.
Q: Is IPG Photonics stock a good investment?
A: The consensus rating for IPG Photonics is Hold and assigned short-term Ba1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of IPGP stock?
A: The consensus rating for IPGP is Hold.
Q: What is the prediction period for IPGP stock?
A: The prediction period for IPGP is (n+16 weeks)