## Abstract

**We evaluate US Small Cap 2000 Index prediction models with Bollinger Bands %B and Sign Test ^{1,2,3,4} and conclude that the US Small Cap 2000 Index stock is predictable in the short/long term. **

**According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold US Small Cap 2000 Index stock.**

**US Small Cap 2000 Index, US Small Cap 2000 Index, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.**

*Keywords:*## Key Points

- Trading Signals
- Stock Forecast Based On a Predictive Algorithm
- What are the most successful trading algorithms?

## US Small Cap 2000 Index Target Price Prediction Modeling Methodology

We consider US Small Cap 2000 Index Stock Decision Process with Sign Test where A is the set of discrete actions of US Small Cap 2000 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(Sign Test)

^{5,6,7}= $\begin{array}{cccc}{p}_{\mathrm{a}1}& {p}_{\mathrm{a}2}& \dots & {p}_{1n}\\ & \vdots \\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & \vdots \\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & \vdots \\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Bollinger Bands %B) X S(n):→ (n+1 year) $\sum _{i=1}^{n}\left({s}_{i}\right)$

n:Time series to forecast

p:Price signals of US Small Cap 2000 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?

## US Small Cap 2000 Index Stock Forecast (Buy or Sell) for (n+1 year)

**Sample Set:**Neural Network

**Stock/Index:**US Small Cap 2000 Index US Small Cap 2000 Index

**Time series to forecast n: 01 Sep 2022**for (n+1 year)

**According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold US Small Cap 2000 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

US Small Cap 2000 Index assigned short-term B2 & long-term Caa1 forecasted stock rating.** We evaluate the prediction models Bollinger Bands %B with Sign Test ^{1,2,3,4} and conclude that the US Small Cap 2000 Index stock is predictable in the short/long term.**

**According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold US Small Cap 2000 Index stock.**

### Financial State Forecast for US Small Cap 2000 Index Stock Options & Futures

Rating | Short-Term | Long-Term Senior |
---|---|---|

Outlook* | B2 | Caa1 |

Operational Risk | 56 | 32 |

Market Risk | 67 | 40 |

Technical Analysis | 52 | 35 |

Fundamental Analysis | 37 | 40 |

Risk Unsystematic | 62 | 45 |

### Prediction Confidence Score

## References

- Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
- Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
- Batchelor, R. P. Dua (1993), "Survey vs ARCH measures of inflation uncertainty," Oxford Bulletin of Economics Statistics, 55, 341–353.
- S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
- Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
- T. Shardlow and A. Stuart. A perturbation theory for ergodic Markov chains and application to numerical approximations. SIAM journal on numerical analysis, 37(4):1120–1137, 2000
- Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.

## Frequently Asked Questions

Q: What is the prediction methodology for US Small Cap 2000 Index stock?A: US Small Cap 2000 Index stock prediction methodology: We evaluate the prediction models Bollinger Bands %B and Sign Test

Q: Is US Small Cap 2000 Index stock a buy or sell?

A: The dominant strategy among neural network is to Hold US Small Cap 2000 Index Stock.

Q: Is US Small Cap 2000 Index stock a good investment?

A: The consensus rating for US Small Cap 2000 Index is Hold and assigned short-term B2 & long-term Caa1 forecasted stock rating.

Q: What is the consensus rating of US Small Cap 2000 Index stock?

A: The consensus rating for US Small Cap 2000 Index is Hold.

Q: What is the prediction period for US Small Cap 2000 Index stock?

A: The prediction period for US Small Cap 2000 Index is (n+1 year)

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