Modelling A.I. in Economics

Is CASY stock expected to rise? (Forecast)

Abstract

We evaluate Casey's General Stores prediction models with Modular Neural Network (News Feed Sentiment Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the CASY 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 Hold CASY stock.


Keywords: CASY, Casey's General Stores, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Probability Distribution
  2. Buy, Sell and Hold Signals
  3. Trust metric by Neural Network

CASY Target Price Prediction Modeling Methodology

We consider Casey's General Stores Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of CASY 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(Wilcoxon Rank-Sum Test)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 (News Feed Sentiment Analysis)) X S(n):→ (n+4 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of CASY 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?

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

Sample Set: Neural Network
Stock/Index: CASY Casey's General Stores
Time series to forecast n: 02 Sep 2022 for (n+4 weeks)

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

Casey's General Stores assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the CASY 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 Hold CASY stock.

Financial State Forecast for CASY Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Operational Risk 6850
Market Risk4082
Technical Analysis4446
Fundamental Analysis5450
Risk Unsystematic5477

Prediction Confidence Score

Trust metric by Neural Network: 82 out of 100 with 613 signals.

References

  1. Breiman L. 1996. Bagging predictors. Mach. Learn. 24:123–40
  2. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
  3. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
  4. A. Tamar and S. Mannor. Variance adjusted actor critic algorithms. arXiv preprint arXiv:1310.3697, 2013.
  5. V. Mnih, K. Kavukcuoglu, D. Silver, A. Rusu, J. Veness, M. Bellemare, A. Graves, M. Riedmiller, A. Fidjeland, G. Ostrovski, S. Petersen, C. Beattie, A. Sadik, I. Antonoglou, H. King, D. Kumaran, D. Wierstra, S. Legg, and D. Hassabis. Human-level control through deep reinforcement learning. Nature, 518(7540):529–533, 02 2015.
  6. Ashley, R. (1983), "On the usefulness of macroeconomic forecasts as inputs to forecasting models," Journal of Forecasting, 2, 211–223.
  7. T. Shardlow and A. Stuart. A perturbation theory for ergodic Markov chains and application to numerical approximations. SIAM journal on numerical analysis, 37(4):1120–1137, 2000
Frequently Asked QuestionsQ: What is the prediction methodology for CASY stock?
A: CASY stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Wilcoxon Rank-Sum Test
Q: Is CASY stock a buy or sell?
A: The dominant strategy among neural network is to Hold CASY Stock.
Q: Is Casey's General Stores stock a good investment?
A: The consensus rating for Casey's General Stores is Hold and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of CASY stock?
A: The consensus rating for CASY is Hold.
Q: What is the prediction period for CASY stock?
A: The prediction period for CASY is (n+4 weeks)

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