Is now good time to invest? (BA Stock Forecast)


Abstract

We evaluate BAE Systems prediction models with Multi-Instance Learning (ML) and ElasticNet Regression1,2,3,4 and conclude that the BA stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Sell BA stock.


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

Key Points

  1. What is statistical models in machine learning?
  2. Is now good time to invest?
  3. Trust metric by Neural Network

BA Target Price Prediction Modeling Methodology

We consider BAE Systems Stock Decision Process with ElasticNet Regression where A is the set of discrete actions of BA 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(ElasticNet 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(Multi-Instance Learning (ML)) X S(n):→ (n+16 weeks) e x rx

n:Time series to forecast

p:Price signals of BA 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?

BA Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: BA BAE Systems
Time series to forecast n: 05 Sep 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Sell BA 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

BAE Systems assigned short-term B3 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Multi-Instance Learning (ML) with ElasticNet Regression1,2,3,4 and conclude that the BA stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Sell BA stock.

Financial State Forecast for BA Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3Ba3
Operational Risk 7330
Market Risk3067
Technical Analysis7166
Fundamental Analysis3166
Risk Unsystematic5178

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 521 signals.

References

  1. R. Sutton and A. Barto. Reinforcement Learning. The MIT Press, 1998
  2. Krizhevsky A, Sutskever I, Hinton GE. 2012. Imagenet classification with deep convolutional neural networks. In Advances in Neural Information Processing Systems, Vol. 25, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 1097–105. San Diego, CA: Neural Inf. Process. Syst. Found.
  3. 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
  4. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  5. Wooldridge JM. 2010. Econometric Analysis of Cross Section and Panel Data. Cambridge, MA: MIT Press
  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. A. Eck, L. Soh, S. Devlin, and D. Kudenko. Potential-based reward shaping for finite horizon online POMDP planning. Autonomous Agents and Multi-Agent Systems, 30(3):403–445, 2016
Frequently Asked QuestionsQ: What is the prediction methodology for BA stock?
A: BA stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and ElasticNet Regression
Q: Is BA stock a buy or sell?
A: The dominant strategy among neural network is to Sell BA Stock.
Q: Is BAE Systems stock a good investment?
A: The consensus rating for BAE Systems is Sell and assigned short-term B3 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of BA stock?
A: The consensus rating for BA is Sell.
Q: What is the prediction period for BA stock?
A: The prediction period for BA is (n+16 weeks)

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