Modelling A.I. in Economics

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

As stock data is characterized by highly noisy and non-stationary, stock price prediction is regarded as a knotty problem. In this paper, we propose new two-stage ensemble models by combining empirical mode decomposition (EMD) (or variational mode decomposition (VMD)), extreme learning machine (ELM) and improved harmony search (IHS) algorithm for stock price prediction, which are respectively named EMD–ELM–IHS and VMD–ELM–IHS. We evaluate Science Applications Intl Corp prediction models with Modular Neural Network (News Feed Sentiment Analysis) and Spearman Correlation1,2,3,4 and conclude that the SAIC 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 Hold SAIC stock.


Keywords: SAIC, Science Applications Intl Corp, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Stock Forecast Based On a Predictive Algorithm
  2. Can machine learning predict?
  3. Investment Risk

SAIC Target Price Prediction Modeling Methodology

The nature of stock market movement has always been ambiguous for investors because of various influential factors. This study aims to significantly reduce the risk of trend prediction with machine learning and deep learning algorithms. We consider Science Applications Intl Corp Stock Decision Process with Spearman Correlation where A is the set of discrete actions of SAIC 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(Spearman Correlation)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 (News Feed Sentiment Analysis)) X S(n):→ (n+6 month) e x rx

n:Time series to forecast

p:Price signals of SAIC 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?

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

Sample Set: Neural Network
Stock/Index: SAIC Science Applications Intl Corp
Time series to forecast n: 11 Sep 2022 for (n+6 month)

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

Science Applications Intl Corp assigned short-term Caa2 & long-term B3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) with Spearman Correlation1,2,3,4 and conclude that the SAIC 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 Hold SAIC stock.

Financial State Forecast for SAIC Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Caa2B3
Operational Risk 4561
Market Risk4052
Technical Analysis5752
Fundamental Analysis3432
Risk Unsystematic3943

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 614 signals.

References

  1. V. Borkar. A sensitivity formula for the risk-sensitive cost and the actor-critic algorithm. Systems & Control Letters, 44:339–346, 2001
  2. Athey S, Imbens G, Wager S. 2016a. Efficient inference of average treatment effects in high dimensions via approximate residual balancing. arXiv:1604.07125 [math.ST]
  3. Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
  4. Sutton RS, Barto AG. 1998. Reinforcement Learning: An Introduction. Cambridge, MA: MIT Press
  5. E. Altman, K. Avrachenkov, and R. N ́u ̃nez-Queija. Perturbation analysis for denumerable Markov chains with application to queueing models. Advances in Applied Probability, pages 839–853, 2004
  6. 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.
  7. V. Borkar. A sensitivity formula for the risk-sensitive cost and the actor-critic algorithm. Systems & Control Letters, 44:339–346, 2001
Frequently Asked QuestionsQ: What is the prediction methodology for SAIC stock?
A: SAIC stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Spearman Correlation
Q: Is SAIC stock a buy or sell?
A: The dominant strategy among neural network is to Hold SAIC Stock.
Q: Is Science Applications Intl Corp stock a good investment?
A: The consensus rating for Science Applications Intl Corp is Hold and assigned short-term Caa2 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of SAIC stock?
A: The consensus rating for SAIC is Hold.
Q: What is the prediction period for SAIC stock?
A: The prediction period for SAIC is (n+6 month)

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