Is FTSE MIB Index Stock Buy or Sell? (Stock Forecast)


Abstract

We evaluate FTSE MIB Index prediction models with Modular Neural Network (CNN Layer) and Lasso Regression1,2,3,4 and conclude that the FTSE MIB Index stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell FTSE MIB Index stock.


Keywords: FTSE MIB Index, FTSE MIB Index, 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. Prediction Modeling
  3. Is it better to buy and sell or hold?

FTSE MIB Index Target Price Prediction Modeling Methodology

We consider FTSE MIB Index Stock Decision Process with Lasso Regression where A is the set of discrete actions of FTSE MIB 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(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(Modular Neural Network (CNN Layer)) X S(n):→ (n+8 weeks) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of FTSE MIB Index stock

j:Nash equilibria

k:Dominated move

a:Best response for target price

 

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FTSE MIB Index Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: FTSE MIB Index FTSE MIB Index
Time series to forecast n: 04 Sep 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell FTSE MIB 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

FTSE MIB Index assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Lasso Regression1,2,3,4 and conclude that the FTSE MIB Index stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell FTSE MIB Index stock.

Financial State Forecast for FTSE MIB Index Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 6469
Market Risk4966
Technical Analysis4556
Fundamental Analysis4257
Risk Unsystematic6938

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 499 signals.

References

  1. Allen, P. G. (1994), "Economic forecasting in agriculture," International Journal of Forecasting, 10, 81–135.
  2. P. Artzner, F. Delbaen, J. Eber, and D. Heath. Coherent measures of risk. Journal of Mathematical Finance, 9(3):203–228, 1999
  3. A. Tamar, D. Di Castro, and S. Mannor. Policy gradients with variance related risk criteria. In Proceedings of the Twenty-Ninth International Conference on Machine Learning, pages 387–396, 2012.
  4. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
  5. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
  6. R. Sutton, D. McAllester, S. Singh, and Y. Mansour. Policy gradient methods for reinforcement learning with function approximation. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1057–1063, 2000
  7. Canova, F. B. E. Hansen (1995), "Are seasonal patterns constant over time? A test for seasonal stability," Journal of Business and Economic Statistics, 13, 237–252.
Frequently Asked QuestionsQ: What is the prediction methodology for FTSE MIB Index stock?
A: FTSE MIB Index stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Lasso Regression
Q: Is FTSE MIB Index stock a buy or sell?
A: The dominant strategy among neural network is to Sell FTSE MIB Index Stock.
Q: Is FTSE MIB Index stock a good investment?
A: The consensus rating for FTSE MIB Index is Sell and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of FTSE MIB Index stock?
A: The consensus rating for FTSE MIB Index is Sell.
Q: What is the prediction period for FTSE MIB Index stock?
A: The prediction period for FTSE MIB Index is (n+8 weeks)

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