SET Index Target Price Forecast

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.

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

Key Points

1. Can statistics predict the future?
2. Stock Rating
3. 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 γ ∈ [0, 1] is a move factor for expectation.^1,2,3,4

F(Pearson Correlation)^5,6,7= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ 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

Trust metric by Neural Network: 72 out of 100 with 469 signals.

References

1. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
2. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
3. Artis, M. J. W. Zhang (1990), "BVAR forecasts for the G-7," International Journal of Forecasting, 6, 349–362.
4. 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
5. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
6. M. Puterman. Markov Decision Processes: Discrete Stochastic Dynamic Programming. Wiley, New York, 1994.
7. 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)

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