Modelling A.I. in Economics

Is NLSN Stock Expected to Go Up? (Stock Forecast)

Accurate prediction of stock price movements is highly challenging and significant topic for investors. Investors need to understand that stock price data is the most essential information which is highly volatile, non-linear, and non-parametric and are affected by many uncertainties and interrelated economic and political factors across the globe. Artificial Neural Networks (ANN) have been found to be an efficient tool in modeling stock prices and quite a large number of studies have been done on it. We evaluate Nielsen Holdings prediction models with Modular Neural Network (Market News Sentiment Analysis) and Factor1,2,3,4 and conclude that the NLSN 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 NLSN stock.


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

Key Points

  1. How accurate is machine learning in stock market?
  2. What is the use of Markov decision process?
  3. Is Target price a good indicator?

NLSN Target Price Prediction Modeling Methodology

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We consider Nielsen Holdings Stock Decision Process with Factor where A is the set of discrete actions of NLSN 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(Factor)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 (Market News Sentiment Analysis)) X S(n):→ (n+8 weeks) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of NLSN 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?

NLSN Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: NLSN Nielsen Holdings
Time series to forecast n: 14 Sep 2022 for (n+8 weeks)

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

Nielsen Holdings assigned short-term Caa2 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Factor1,2,3,4 and conclude that the NLSN 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 NLSN stock.

Financial State Forecast for NLSN Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Caa2Baa2
Operational Risk 3689
Market Risk4384
Technical Analysis7356
Fundamental Analysis4171
Risk Unsystematic3688

Prediction Confidence Score

Trust metric by Neural Network: 73 out of 100 with 491 signals.

References

  1. C. Claus and C. Boutilier. The dynamics of reinforcement learning in cooperative multiagent systems. In Proceedings of the Fifteenth National Conference on Artificial Intelligence and Tenth Innovative Applications of Artificial Intelligence Conference, AAAI 98, IAAI 98, July 26-30, 1998, Madison, Wisconsin, USA., pages 746–752, 1998.
  2. Friedman JH. 2002. Stochastic gradient boosting. Comput. Stat. Data Anal. 38:367–78
  3. Athey S, Tibshirani J, Wager S. 2016b. Generalized random forests. arXiv:1610.01271 [stat.ME]
  4. Wu X, Kumar V, Quinlan JR, Ghosh J, Yang Q, et al. 2008. Top 10 algorithms in data mining. Knowl. Inform. Syst. 14:1–37
  5. D. White. Mean, variance, and probabilistic criteria in finite Markov decision processes: A review. Journal of Optimization Theory and Applications, 56(1):1–29, 1988.
  6. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
  7. A. Y. Ng, D. Harada, and S. J. Russell. Policy invariance under reward transformations: Theory and application to reward shaping. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 278–287, 1999.
Frequently Asked QuestionsQ: What is the prediction methodology for NLSN stock?
A: NLSN stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Factor
Q: Is NLSN stock a buy or sell?
A: The dominant strategy among neural network is to Sell NLSN Stock.
Q: Is Nielsen Holdings stock a good investment?
A: The consensus rating for Nielsen Holdings is Sell and assigned short-term Caa2 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of NLSN stock?
A: The consensus rating for NLSN is Sell.
Q: What is the prediction period for NLSN stock?
A: The prediction period for NLSN is (n+8 weeks)

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