Modelling A.I. in Economics

Is PEAK Stock Buy or Sell? (Stock Forecast) (Forecast)

Stock price prediction has always been a challenging task for the researchers in financial domain. While the Efficient Market Hypothesis claims that it is impossible to predict stock prices accurately, there are work in the literature that have demonstrated that stock price movements can be forecasted with a reasonable degree of accuracy, if appropriate variables are chosen and suitable predictive models are built using those variables. In this work, we present a robust and accurate framework of stock price prediction using statistical, machine learning and deep learning methods We evaluate Healthpeak prediction models with Modular Neural Network (CNN Layer) and Logistic Regression1,2,3,4 and conclude that the PEAK 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 Hold PEAK stock.


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

Key Points

  1. Stock Rating
  2. Which neural network is best for prediction?
  3. Investment Risk

PEAK Target Price Prediction Modeling Methodology

Three networks are compared for low false alarm stock trend predictions. Short-term trends, particularly attractive for neural network analysis, can be used profitably in scenarios such as option trading, but only with significant risk. Therefore, we focus on limiting false alarms, which improves the risk/reward ratio by preventing losses. To predict stock trends, we exploit time delay, recurrent, and probabilistic neural networks (TDNN, RNN, and PNN, respectively), utilizing conjugate gradient and multistream extended Kalman filter training for TDNN and RNN. We consider Healthpeak Stock Decision Process with Logistic Regression where A is the set of discrete actions of PEAK 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(Logistic 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+16 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of PEAK 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?

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

Sample Set: Neural Network
Stock/Index: PEAK Healthpeak
Time series to forecast n: 25 Sep 2022 for (n+16 weeks)

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

Healthpeak assigned short-term B2 & long-term B3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Logistic Regression1,2,3,4 and conclude that the PEAK 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 Hold PEAK stock.

Financial State Forecast for PEAK Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B3
Operational Risk 3546
Market Risk8834
Technical Analysis7442
Fundamental Analysis4260
Risk Unsystematic4744

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 566 signals.

References

  1. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.
  2. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
  3. Keane MP. 2013. Panel data discrete choice models of consumer demand. In The Oxford Handbook of Panel Data, ed. BH Baltagi, pp. 54–102. Oxford, UK: Oxford Univ. Press
  4. Rumelhart DE, Hinton GE, Williams RJ. 1986. Learning representations by back-propagating errors. Nature 323:533–36
  5. Bertsimas D, King A, Mazumder R. 2016. Best subset selection via a modern optimization lens. Ann. Stat. 44:813–52
  6. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
  7. Ashley, R. (1983), "On the usefulness of macroeconomic forecasts as inputs to forecasting models," Journal of Forecasting, 2, 211–223.
Frequently Asked QuestionsQ: What is the prediction methodology for PEAK stock?
A: PEAK stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Logistic Regression
Q: Is PEAK stock a buy or sell?
A: The dominant strategy among neural network is to Hold PEAK Stock.
Q: Is Healthpeak stock a good investment?
A: The consensus rating for Healthpeak is Hold and assigned short-term B2 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of PEAK stock?
A: The consensus rating for PEAK is Hold.
Q: What is the prediction period for PEAK stock?
A: The prediction period for PEAK is (n+16 weeks)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.