Modelling A.I. in Economics

Should You Buy SMTC Right Now? (Stock Forecast) (Forecast)

In this paper, we propose a hybrid machine learning system based on Genetic Algor ithm (GA) and Support Vector Machines (SVM) for stock market prediction. A variety of indicators from the technical analysis field of study are used as input features. We also make use of the correlation between stock prices of different companies to forecast the price of a stock, making use of technical indicators of highly correlated stocks, not only the stock to be predicted. The genetic algorithm is used to select the set of most informative input features from among all the technical indicators. We evaluate Semtech prediction models with Transfer Learning (ML) and Paired T-Test1,2,3,4 and conclude that the SMTC stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell SMTC stock.


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

Key Points

  1. Is now good time to invest?
  2. What statistical methods are used to analyze data?
  3. Technical Analysis with Algorithmic Trading

SMTC Target Price Prediction Modeling Methodology

This paper surveys machine learning techniques for stock market prediction. The prediction of stock markets is regarded as a challenging task of financial time series prediction. We consider Semtech Stock Decision Process with Paired T-Test where A is the set of discrete actions of SMTC 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(Paired T-Test)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(Transfer Learning (ML)) X S(n):→ (n+8 weeks) i = 1 n r i

n:Time series to forecast

p:Price signals of SMTC 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?

SMTC Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: SMTC Semtech
Time series to forecast n: 25 Sep 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell SMTC 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

Semtech assigned short-term Ba3 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Transfer Learning (ML) with Paired T-Test1,2,3,4 and conclude that the SMTC stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell SMTC stock.

Financial State Forecast for SMTC Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba3
Operational Risk 5242
Market Risk5851
Technical Analysis8364
Fundamental Analysis8184
Risk Unsystematic6172

Prediction Confidence Score

Trust metric by Neural Network: 78 out of 100 with 487 signals.

References

  1. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
  2. Rosenbaum PR, Rubin DB. 1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70:41–55
  3. E. van der Pol and F. A. Oliehoek. Coordinated deep reinforcement learners for traffic light control. NIPS Workshop on Learning, Inference and Control of Multi-Agent Systems, 2016.
  4. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.
  5. F. A. Oliehoek and C. Amato. A Concise Introduction to Decentralized POMDPs. SpringerBriefs in Intelligent Systems. Springer, 2016
  6. J. Ott. A Markov decision model for a surveillance application and risk-sensitive Markov decision processes. PhD thesis, Karlsruhe Institute of Technology, 2010.
  7. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
Frequently Asked QuestionsQ: What is the prediction methodology for SMTC stock?
A: SMTC stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Paired T-Test
Q: Is SMTC stock a buy or sell?
A: The dominant strategy among neural network is to Sell SMTC Stock.
Q: Is Semtech stock a good investment?
A: The consensus rating for Semtech is Sell and assigned short-term Ba3 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of SMTC stock?
A: The consensus rating for SMTC is Sell.
Q: What is the prediction period for SMTC stock?
A: The prediction period for SMTC is (n+8 weeks)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.