## Abstract

**We evaluate MOEX Russia Index prediction models with Multi-Instance Learning (ML) and Wilcoxon Sign-Rank Test ^{1,2,3,4} and conclude that the MOEX Russia 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 Hold MOEX Russia Index stock.**

**MOEX Russia Index, MOEX Russia Index, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.**

*Keywords:*## Key Points

- Trust metric by Neural Network
- Can machine learning predict?
- Dominated Move

## MOEX Russia Index Target Price Prediction Modeling Methodology

We consider MOEX Russia Index Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of MOEX Russia 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 Î³ ∈ [0, 1] is a move factor for expectation.^{1,2,3,4}

F(Wilcoxon Sign-Rank Test)

^{5,6,7}= $\begin{array}{cccc}{p}_{\mathrm{a}1}& {p}_{\mathrm{a}2}& \dots & {p}_{1n}\\ & \vdots \\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & \vdots \\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & \vdots \\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Multi-Instance Learning (ML)) X S(n):→ (n+8 weeks) $\sum _{i=1}^{n}\left({a}_{i}\right)$

n:Time series to forecast

p:Price signals of MOEX Russia Index stock

j:Nash equilibria

k:Dominated move

a:Best response for target price

How do AC Investment Research machine learning (predictive) algorithms actually work?

## MOEX Russia Index Stock Forecast (Buy or Sell) for (n+8 weeks)

**Sample Set:**Neural Network

**Stock/Index:**MOEX Russia Index MOEX Russia Index

**Time series to forecast n: 03 Sep 2022**for (n+8 weeks)

**According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold MOEX Russia 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

MOEX Russia Index assigned short-term Ba3 & long-term B1 forecasted stock rating.** We evaluate the prediction models Multi-Instance Learning (ML) with Wilcoxon Sign-Rank Test ^{1,2,3,4} and conclude that the MOEX Russia 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 Hold MOEX Russia Index stock.**

### Financial State Forecast for MOEX Russia Index Stock Options & Futures

Rating | Short-Term | Long-Term Senior |
---|---|---|

Outlook* | Ba3 | B1 |

Operational Risk | 62 | 54 |

Market Risk | 57 | 82 |

Technical Analysis | 55 | 35 |

Fundamental Analysis | 63 | 68 |

Risk Unsystematic | 77 | 43 |

### Prediction Confidence Score

## References

- Banerjee, A., J. J. Dolado, J. W. Galbraith, D. F. Hendry (1993), Co-integration, Error-correction, and the Econometric Analysis of Non-stationary Data. Oxford: Oxford University Press.
- Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
- 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.
- CandÃ¨s E, Tao T. 2007. The Dantzig selector: statistical estimation when p is much larger than n. Ann. Stat. 35:2313–51
- R. Sutton and A. Barto. Reinforcement Learning. The MIT Press, 1998
- Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
- Thompson WR. 1933. On the likelihood that one unknown probability exceeds another in view of the evidence of two samples. Biometrika 25:285–94

## Frequently Asked Questions

Q: What is the prediction methodology for MOEX Russia Index stock?A: MOEX Russia Index stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Wilcoxon Sign-Rank Test

Q: Is MOEX Russia Index stock a buy or sell?

A: The dominant strategy among neural network is to Hold MOEX Russia Index Stock.

Q: Is MOEX Russia Index stock a good investment?

A: The consensus rating for MOEX Russia Index is Hold and assigned short-term Ba3 & long-term B1 forecasted stock rating.

Q: What is the consensus rating of MOEX Russia Index stock?

A: The consensus rating for MOEX Russia Index is Hold.

Q: What is the prediction period for MOEX Russia Index stock?

A: The prediction period for MOEX Russia Index is (n+8 weeks)