Modelling A.I. in Economics

SNX Target Price Prediction

Financial markets are fascinating if you can predict them. Also, the traders acting on financial markets produce a vast amount of information to analyse the consequences of investing according to the current market trends. Stock Market prediction is the technique to determine whether stock value will go up or down as it plays an active role in the financial gain of nation's economic status. We evaluate TD Synnex prediction models with Supervised Machine Learning (ML) and Logistic Regression1,2,3,4 and conclude that the SNX 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 Hold SNX stock.


Keywords: SNX, TD Synnex, 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. Dominated Move
  3. What is prediction in deep learning?

SNX Target Price Prediction Modeling Methodology

Finance is one of the pioneering industries that started using Machine Learning (ML), a subset of Artificial Intelligence (AI) in the early 80s for market prediction. Since then, major firms and hedge funds have adopted machine learning for stock prediction, portfolio optimization, credit lending, stock betting, etc. In this paper, we survey all the different approaches of machine learning that can be incorporated in applied finance. We consider TD Synnex Stock Decision Process with Logistic Regression where A is the set of discrete actions of SNX 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(Supervised Machine Learning (ML)) X S(n):→ (n+4 weeks) e x rx

n:Time series to forecast

p:Price signals of SNX 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?

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

Sample Set: Neural Network
Stock/Index: SNX TD Synnex
Time series to forecast n: 25 Sep 2022 for (n+4 weeks)

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

TD Synnex assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Supervised Machine Learning (ML) with Logistic Regression1,2,3,4 and conclude that the SNX 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 Hold SNX stock.

Financial State Forecast for SNX Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3B1
Operational Risk 7969
Market Risk5183
Technical Analysis7831
Fundamental Analysis8739
Risk Unsystematic3975

Prediction Confidence Score

Trust metric by Neural Network: 85 out of 100 with 843 signals.

References

  1. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
  2. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
  3. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
  4. D. Bertsekas. Dynamic programming and optimal control. Athena Scientific, 1995.
  5. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
  6. T. Morimura, M. Sugiyama, M. Kashima, H. Hachiya, and T. Tanaka. Nonparametric return distribution ap- proximation for reinforcement learning. In Proceedings of the 27th International Conference on Machine Learning, pages 799–806, 2010
  7. Dimakopoulou M, Athey S, Imbens G. 2017. Estimation considerations in contextual bandits. arXiv:1711.07077 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for SNX stock?
A: SNX stock prediction methodology: We evaluate the prediction models Supervised Machine Learning (ML) and Logistic Regression
Q: Is SNX stock a buy or sell?
A: The dominant strategy among neural network is to Hold SNX Stock.
Q: Is TD Synnex stock a good investment?
A: The consensus rating for TD Synnex is Hold and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of SNX stock?
A: The consensus rating for SNX is Hold.
Q: What is the prediction period for SNX stock?
A: The prediction period for SNX is (n+4 weeks)

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