Modelling A.I. in Economics

SEB Target Price Forecast (Forecast)

Abstract

We evaluate Seaboard prediction models with Inductive Learning (ML) and Pearson Correlation1,2,3,4 and conclude that the SEB 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 SEB stock.


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

Key Points

  1. What are main components of Markov decision process?
  2. What is prediction model?
  3. What is neural prediction?

SEB Target Price Prediction Modeling Methodology

We consider Seaboard Stock Decision Process with Pearson Correlation where A is the set of discrete actions of SEB 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(Inductive Learning (ML)) X S(n):→ (n+1 year) e x rx

n:Time series to forecast

p:Price signals of SEB 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?

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

Sample Set: Neural Network
Stock/Index: SEB Seaboard
Time series to forecast n: 09 Sep 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold SEB 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

Seaboard assigned short-term Baa2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Inductive Learning (ML) with Pearson Correlation1,2,3,4 and conclude that the SEB 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 SEB stock.

Financial State Forecast for SEB Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Baa2Ba3
Operational Risk 9048
Market Risk5652
Technical Analysis5459
Fundamental Analysis8182
Risk Unsystematic8380

Prediction Confidence Score

Trust metric by Neural Network: 85 out of 100 with 709 signals.

References

  1. D. Bertsekas. Nonlinear programming. Athena Scientific, 1999.
  2. Nie X, Wager S. 2019. Quasi-oracle estimation of heterogeneous treatment effects. arXiv:1712.04912 [stat.ML]
  3. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
  4. Matzkin RL. 2007. Nonparametric identification. In Handbook of Econometrics, Vol. 6B, ed. J Heckman, E Learner, pp. 5307–68. Amsterdam: Elsevier
  5. M. Puterman. Markov Decision Processes: Discrete Stochastic Dynamic Programming. Wiley, New York, 1994.
  6. C. Claus and C. Boutilier. The dynamics of reinforcement learning in cooperative multiagent systems. In Proceedings of the Fifteenth National Conference on Artificial Intelligence and Tenth Innovative Applications of Artificial Intelligence Conference, AAAI 98, IAAI 98, July 26-30, 1998, Madison, Wisconsin, USA., pages 746–752, 1998.
  7. S. Bhatnagar, R. Sutton, M. Ghavamzadeh, and M. Lee. Natural actor-critic algorithms. Automatica, 45(11): 2471–2482, 2009
Frequently Asked QuestionsQ: What is the prediction methodology for SEB stock?
A: SEB stock prediction methodology: We evaluate the prediction models Inductive Learning (ML) and Pearson Correlation
Q: Is SEB stock a buy or sell?
A: The dominant strategy among neural network is to Hold SEB Stock.
Q: Is Seaboard stock a good investment?
A: The consensus rating for Seaboard is Hold and assigned short-term Baa2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of SEB stock?
A: The consensus rating for SEB is Hold.
Q: What is the prediction period for SEB stock?
A: The prediction period for SEB is (n+1 year)

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