Short/Long Term Stocks: RL Stock Forecast

Abstract

We evaluate Ralph Lauren Corporation prediction models with Ensemble Learning (ML) and Wilcoxon Sign-Rank Test^1,2,3,4 and conclude that the RL stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Buy RL stock.

Keywords: RL, Ralph Lauren Corporation, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

1. What are the most successful trading algorithms?
2. What are main components of Markov decision process?
3. Trading Signals

RL Target Price Prediction Modeling Methodology

We consider Ralph Lauren Corporation Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of RL 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(Wilcoxon Sign-Rank Test)^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(Ensemble Learning (ML)) X S(n):→ (n+4 weeks) $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of RL 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?

RL Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: RL Ralph Lauren Corporation
Time series to forecast n: 02 Sep 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Buy RL 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

Ralph Lauren Corporation assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Wilcoxon Sign-Rank Test^1,2,3,4 and conclude that the RL stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Buy RL stock.

Financial State Forecast for RL Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B1	B1
Operational Risk	81	65
Market Risk	75	46
Technical Analysis	43	86
Fundamental Analysis	51	58
Risk Unsystematic	61	41

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 802 signals.

References

1. Hartigan JA, Wong MA. 1979. Algorithm as 136: a k-means clustering algorithm. J. R. Stat. Soc. Ser. C 28:100–8
2. Christou, C., P. A. V. B. Swamy G. S. Tavlas (1996), "Modelling optimal strategies for the allocation of wealth in multicurrency investments," International Journal of Forecasting, 12, 483–493.
3. Miller A. 2002. Subset Selection in Regression. New York: CRC Press
4. A. Shapiro, W. Tekaya, J. da Costa, and M. Soares. Risk neutral and risk averse stochastic dual dynamic programming method. European journal of operational research, 224(2):375–391, 2013
5. Athey S, Bayati M, Imbens G, Zhaonan Q. 2019. Ensemble methods for causal effects in panel data settings. NBER Work. Pap. 25675
6. Athey S, Mobius MM, Pál J. 2017c. The impact of aggregators on internet news consumption. Unpublished manuscript, Grad. School Bus., Stanford Univ., Stanford, CA
7. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67

Frequently Asked Questions

Q: What is the prediction methodology for RL stock?
A: RL stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Wilcoxon Sign-Rank Test
Q: Is RL stock a buy or sell?
A: The dominant strategy among neural network is to Buy RL Stock.
Q: Is Ralph Lauren Corporation stock a good investment?
A: The consensus rating for Ralph Lauren Corporation is Buy and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of RL stock?
A: The consensus rating for RL is Buy.
Q: What is the prediction period for RL stock?
A: The prediction period for RL is (n+4 weeks)

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