Modelling A.I. in Economics

Machine Learning stock prediction: FOXF Stock Prediction

Abstract

We evaluate Fox Factory prediction models with Modular Neural Network (DNN Layer) and Pearson Correlation1,2,3,4 and conclude that the FOXF 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 Sell FOXF stock.


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

Key Points

  1. Prediction Modeling
  2. What are main components of Markov decision process?
  3. Technical Analysis with Algorithmic Trading

FOXF Target Price Prediction Modeling Methodology

We consider Fox Factory Stock Decision Process with Pearson Correlation where A is the set of discrete actions of FOXF 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(Pearson 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 (DNN Layer)) X S(n):→ (n+1 year) i = 1 n a i

n:Time series to forecast

p:Price signals of FOXF 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?

FOXF Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: FOXF Fox Factory
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 Sell FOXF 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

Fox Factory assigned short-term Ba2 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Pearson Correlation1,2,3,4 and conclude that the FOXF 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 Sell FOXF stock.

Financial State Forecast for FOXF Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba2B1
Operational Risk 7658
Market Risk6254
Technical Analysis8078
Fundamental Analysis5336
Risk Unsystematic7777

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 543 signals.

References

  1. S. Proper and K. Tumer. Modeling difference rewards for multiagent learning (extended abstract). In Proceedings of the Eleventh International Joint Conference on Autonomous Agents and Multiagent Systems, Valencia, Spain, June 2012
  2. J. G. Schneider, W. Wong, A. W. Moore, and M. A. Riedmiller. Distributed value functions. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 371–378, 1999.
  3. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
  4. 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
  5. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
  6. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
  7. Robins J, Rotnitzky A. 1995. Semiparametric efficiency in multivariate regression models with missing data. J. Am. Stat. Assoc. 90:122–29
Frequently Asked QuestionsQ: What is the prediction methodology for FOXF stock?
A: FOXF stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Pearson Correlation
Q: Is FOXF stock a buy or sell?
A: The dominant strategy among neural network is to Sell FOXF Stock.
Q: Is Fox Factory stock a good investment?
A: The consensus rating for Fox Factory is Sell and assigned short-term Ba2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of FOXF stock?
A: The consensus rating for FOXF is Sell.
Q: What is the prediction period for FOXF stock?
A: The prediction period for FOXF is (n+1 year)

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