Modelling A.I. in Economics

Is DTE Stock Buy or Sell? (Stock Forecast)

Social media comments have in the past had an instantaneous effect on stock markets. This paper investigates the sentiments expressed on the social media platform Twitter and their pr edictive impact on the Stock Market. We evaluate DTE prediction models with Ensemble Learning (ML) and Lasso Regression1,2,3,4 and conclude that the DTE stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold DTE stock.


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

Key Points

  1. Is now good time to invest?
  2. Can neural networks predict stock market?
  3. Nash Equilibria

DTE Target Price Prediction Modeling Methodology

In the finance world stock trading is one of the most important activities. Stock market prediction is an act of trying to determine the future value of a stock other financial instrument traded on a financial exchange. This paper explains the prediction of a stock using Machine Learning. The technical and fundamental or the time series analysis is used by the most of the stockbrokers while making the stock predictions. We consider DTE Stock Decision Process with Lasso Regression where A is the set of discrete actions of DTE 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= 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(Ensemble Learning (ML)) X S(n):→ (n+6 month) r s rs

n:Time series to forecast

p:Price signals of DTE 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?

DTE Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: DTE DTE
Time series to forecast n: 11 Sep 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold DTE 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

DTE assigned short-term Ba3 & long-term B3 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Lasso Regression1,2,3,4 and conclude that the DTE stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold DTE stock.

Financial State Forecast for DTE Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3B3
Operational Risk 5036
Market Risk7341
Technical Analysis6743
Fundamental Analysis6848
Risk Unsystematic6665

Prediction Confidence Score

Trust metric by Neural Network: 72 out of 100 with 715 signals.

References

  1. F. A. Oliehoek and C. Amato. A Concise Introduction to Decentralized POMDPs. SpringerBriefs in Intelligent Systems. Springer, 2016
  2. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
  3. Abadie A, Diamond A, Hainmueller J. 2010. Synthetic control methods for comparative case studies: estimat- ing the effect of California's tobacco control program. J. Am. Stat. Assoc. 105:493–505
  4. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
  5. Bai J, Ng S. 2017. Principal components and regularized estimation of factor models. arXiv:1708.08137 [stat.ME]
  6. Mikolov T, Yih W, Zweig G. 2013c. Linguistic regularities in continuous space word representations. In Pro- ceedings of the 2013 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, pp. 746–51. New York: Assoc. Comput. Linguist.
  7. Van der Vaart AW. 2000. Asymptotic Statistics. Cambridge, UK: Cambridge Univ. Press
Frequently Asked QuestionsQ: What is the prediction methodology for DTE stock?
A: DTE stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Lasso Regression
Q: Is DTE stock a buy or sell?
A: The dominant strategy among neural network is to Hold DTE Stock.
Q: Is DTE stock a good investment?
A: The consensus rating for DTE is Hold and assigned short-term Ba3 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of DTE stock?
A: The consensus rating for DTE is Hold.
Q: What is the prediction period for DTE stock?
A: The prediction period for DTE is (n+6 month)

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