Modelling A.I. in Economics

Short/Long Term Stocks: FOX Stock Forecast

Abstract

We evaluate Fox Corporation (Class B) prediction models with Modular Neural Network (CNN Layer) and Logistic Regression1,2,3,4 and conclude that the FOX 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 Buy FOX stock.


Keywords: FOX, Fox Corporation (Class B), 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. Fundemental Analysis with Algorithmic Trading
  3. How useful are statistical predictions?

FOX Target Price Prediction Modeling Methodology

We consider Fox Corporation (Class B) Stock Decision Process with Logistic Regression where A is the set of discrete actions of FOX 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(Logistic Regression)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 (CNN Layer)) X S(n):→ (n+1 year) r s rs

n:Time series to forecast

p:Price signals of FOX 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?

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

Sample Set: Neural Network
Stock/Index: FOX Fox Corporation (Class B)
Time series to forecast n: 05 Sep 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Buy FOX 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 Corporation (Class B) assigned short-term B1 & long-term B3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Logistic Regression1,2,3,4 and conclude that the FOX 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 Buy FOX stock.

Financial State Forecast for FOX Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B3
Operational Risk 7636
Market Risk8731
Technical Analysis5256
Fundamental Analysis5881
Risk Unsystematic3035

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 574 signals.

References

  1. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
  2. Miller A. 2002. Subset Selection in Regression. New York: CRC Press
  3. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
  4. Farrell MH, Liang T, Misra S. 2018. Deep neural networks for estimation and inference: application to causal effects and other semiparametric estimands. arXiv:1809.09953 [econ.EM]
  5. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
  6. C. Szepesvári. Algorithms for Reinforcement Learning. Synthesis Lectures on Artificial Intelligence and Machine Learning. Morgan & Claypool Publishers, 2010
  7. Firth JR. 1957. A synopsis of linguistic theory 1930–1955. In Studies in Linguistic Analysis (Special Volume of the Philological Society), ed. JR Firth, pp. 1–32. Oxford, UK: Blackwell
Frequently Asked QuestionsQ: What is the prediction methodology for FOX stock?
A: FOX stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Logistic Regression
Q: Is FOX stock a buy or sell?
A: The dominant strategy among neural network is to Buy FOX Stock.
Q: Is Fox Corporation (Class B) stock a good investment?
A: The consensus rating for Fox Corporation (Class B) is Buy and assigned short-term B1 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of FOX stock?
A: The consensus rating for FOX is Buy.
Q: What is the prediction period for FOX stock?
A: The prediction period for FOX is (n+1 year)

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