## Abstract

**We evaluate SET Index prediction models with Multi-Instance Learning (ML) and Pearson Correlation ^{1,2,3,4} and conclude that the SET Index 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 Sell SET Index stock.**

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

*Keywords:*## Key Points

- Can statistics predict the future?
- Stock Rating
- How do you decide buy or sell a stock?

## SET Index Target Price Prediction Modeling Methodology

We consider SET Index Stock Decision Process with Pearson Correlation where A is the set of discrete actions of SET 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 Î³ ∈ [0, 1] is a move factor for expectation.^{1,2,3,4}

F(Pearson Correlation)

^{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(Multi-Instance Learning (ML)) X S(n):→ (n+3 month) $\overrightarrow{R}=\left({r}_{1},{r}_{2},{r}_{3}\right)$

n:Time series to forecast

p:Price signals of SET 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?

## SET Index Stock Forecast (Buy or Sell) for (n+3 month)

**Sample Set:**Neural Network

**Stock/Index:**SET Index SET Index

**Time series to forecast n: 04 Sep 2022**for (n+3 month)

**According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Sell SET 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

SET Index assigned short-term B1 & long-term Ba2 forecasted stock rating.** We evaluate the prediction models Multi-Instance Learning (ML) with Pearson Correlation ^{1,2,3,4} and conclude that the SET Index 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 Sell SET Index stock.**

### Financial State Forecast for SET Index Stock Options & Futures

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

Outlook* | B1 | Ba2 |

Operational Risk | 61 | 65 |

Market Risk | 33 | 86 |

Technical Analysis | 47 | 75 |

Fundamental Analysis | 88 | 31 |

Risk Unsystematic | 70 | 80 |

### Prediction Confidence Score

## References

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- Artis, M. J. W. Zhang (1990), "BVAR forecasts for the G-7," International Journal of Forecasting, 6, 349–362.
- Keane MP. 2013. Panel data discrete choice models of consumer demand. In The Oxford Handbook of Panel Data, ed. BH Baltagi, pp. 54–102. Oxford, UK: Oxford Univ. Press
- S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
- M. Puterman. Markov Decision Processes: Discrete Stochastic Dynamic Programming. Wiley, New York, 1994.
- Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.

## Frequently Asked Questions

Q: What is the prediction methodology for SET Index stock?A: SET Index stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Pearson Correlation

Q: Is SET Index stock a buy or sell?

A: The dominant strategy among neural network is to Sell SET Index Stock.

Q: Is SET Index stock a good investment?

A: The consensus rating for SET Index is Sell and assigned short-term B1 & long-term Ba2 forecasted stock rating.

Q: What is the consensus rating of SET Index stock?

A: The consensus rating for SET Index is Sell.

Q: What is the prediction period for SET Index stock?

A: The prediction period for SET Index is (n+3 month)