Is now good time to invest? (SMI Index Stock Forecast)


Abstract

We evaluate SMI Index prediction models with Speculation and Polynomial Regression1,2,3,4 and conclude that the SMI Index 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 SellBuy SMI Index stock.


Keywords: SMI Index, SMI 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. Dominated Move
  3. Which neural network is best for prediction?

SMI Index Target Price Prediction Modeling Methodology

We consider SMI Index Stock Decision Process with Polynomial Regression where A is the set of discrete actions of SMI 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(Polynomial 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(Speculation) X S(n):→ (n+6 month) e x rx

n:Time series to forecast

p:Price signals of SMI Index 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?

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

Sample Set: Neural Network
Stock/Index: SMI Index SMI Index
Time series to forecast n: 01 Sep 2022 for (n+6 month)

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

SMI Index assigned short-term B2 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Speculation with Polynomial Regression1,2,3,4 and conclude that the SMI Index 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 SellBuy SMI Index stock.

Financial State Forecast for SMI Index Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba1
Operational Risk 6852
Market Risk3974
Technical Analysis5985
Fundamental Analysis4271
Risk Unsystematic7268

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 667 signals.

References

  1. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  2. Zubizarreta JR. 2015. Stable weights that balance covariates for estimation with incomplete outcome data. J. Am. Stat. Assoc. 110:910–22
  3. 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.
  4. Bamler R, Mandt S. 2017. Dynamic word embeddings via skip-gram filtering. In Proceedings of the 34th Inter- national Conference on Machine Learning, pp. 380–89. La Jolla, CA: Int. Mach. Learn. Soc.
  5. Sutton RS, Barto AG. 1998. Reinforcement Learning: An Introduction. Cambridge, MA: MIT Press
  6. F. A. Oliehoek, M. T. J. Spaan, and N. A. Vlassis. Optimal and approximate q-value functions for decentralized pomdps. J. Artif. Intell. Res. (JAIR), 32:289–353, 2008
  7. V. Borkar and R. Jain. Risk-constrained Markov decision processes. IEEE Transaction on Automatic Control, 2014
Frequently Asked QuestionsQ: What is the prediction methodology for SMI Index stock?
A: SMI Index stock prediction methodology: We evaluate the prediction models Speculation and Polynomial Regression
Q: Is SMI Index stock a buy or sell?
A: The dominant strategy among neural network is to SellBuy SMI Index Stock.
Q: Is SMI Index stock a good investment?
A: The consensus rating for SMI Index is SellBuy and assigned short-term B2 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of SMI Index stock?
A: The consensus rating for SMI Index is SellBuy.
Q: What is the prediction period for SMI Index stock?
A: The prediction period for SMI Index is (n+6 month)

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