Abstract
We evaluate Aflac prediction models with Transfer Learning (ML) and Lasso Regression1,2,3,4 and conclude that the AFL stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy AFL stock.
Keywords: AFL, Aflac, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.
Key Points
- What are the most successful trading algorithms?
- Short/Long Term Stocks
- Prediction Modeling
AFL Target Price Prediction Modeling Methodology
We consider Aflac Stock Decision Process with Lasso Regression where A is the set of discrete actions of AFL 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(Lasso Regression)5,6,7= X R(Transfer Learning (ML)) X S(n):→ (n+3 month)
n:Time series to forecast
p:Price signals of AFL 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?
AFL Stock Forecast (Buy or Sell) for (n+3 month)
Sample Set: Neural NetworkStock/Index: AFL Aflac
Time series to forecast n: 07 Sep 2022 for (n+3 month)
According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy AFL 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
Aflac assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Transfer Learning (ML) with Lasso Regression1,2,3,4 and conclude that the AFL stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy AFL stock.
Financial State Forecast for AFL Stock Options & Futures
| Rating | Short-Term | Long-Term Senior |
|---|---|---|
| Outlook* | Ba3 | B1 |
| Operational Risk | 58 | 71 |
| Market Risk | 77 | 54 |
| Technical Analysis | 72 | 82 |
| Fundamental Analysis | 74 | 31 |
| Risk Unsystematic | 52 | 66 |
Prediction Confidence Score
References
- Chamberlain G. 2000. Econometrics and decision theory. J. Econom. 95:255–83
- Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71
- N. B ̈auerle and A. Mundt. Dynamic mean-risk optimization in a binomial model. Mathematical Methods of Operations Research, 70(2):219–239, 2009.
- A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
- Athey S, Tibshirani J, Wager S. 2016b. Generalized random forests. arXiv:1610.01271 [stat.ME]
- P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002
- J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
Frequently Asked Questions
Q: What is the prediction methodology for AFL stock?A: AFL stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Lasso Regression
Q: Is AFL stock a buy or sell?
A: The dominant strategy among neural network is to Buy AFL Stock.
Q: Is Aflac stock a good investment?
A: The consensus rating for Aflac is Buy and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of AFL stock?
A: The consensus rating for AFL is Buy.
Q: What is the prediction period for AFL stock?
A: The prediction period for AFL is (n+3 month)