Modelling A.I. in Economics

Symrise Stock Forecast, Price & Rating (SY1.DE)

How to predict stock price movements based on quantitative market data modeling is an attractive topic. In front of the market news and stock prices that are commonly believed as two important market data sources, how to extract and exploit the hidden information within the raw data and make both accurate and fast predictions simultaneously becomes a challenging problem. In this paper, we present the design and architecture of our trading signal mining platform that employs extreme learning machine (ELM) to make stock price prediction based on those two data sources concurrently. We evaluate Symrise prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Spearman Correlation1,2,3,4 and conclude that the SY1.DE 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 Sell SY1.DE stock.


Keywords: SY1.DE, Symrise, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Is it better to buy and sell or hold?
  2. How do you know when a stock will go up or down?
  3. Decision Making

SY1.DE Target Price Prediction Modeling Methodology

Recently, a lot of interesting work has been done in the area of applying Machine Learning Algorithms for analyzing price patterns and predicting stock prices and index changes. Most stock traders nowadays depend on Intelligent Trading Systems which help them in predicting prices based on various situations and conditions, thereby helping them in making instantaneous investment decisions. We consider Symrise Stock Decision Process with Spearman Correlation where A is the set of discrete actions of SY1.DE 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(Spearman Correlation)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 (Social Media Sentiment Analysis)) X S(n):→ (n+4 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of SY1.DE 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?

SY1.DE Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: SY1.DE Symrise
Time series to forecast n: 11 Sep 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Sell SY1.DE 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

Symrise assigned short-term Caa2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Spearman Correlation1,2,3,4 and conclude that the SY1.DE 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 Sell SY1.DE stock.

Financial State Forecast for SY1.DE Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Caa2Ba3
Operational Risk 3279
Market Risk5148
Technical Analysis4488
Fundamental Analysis4541
Risk Unsystematic5065

Prediction Confidence Score

Trust metric by Neural Network: 76 out of 100 with 583 signals.

References

  1. D. Bertsekas. Dynamic programming and optimal control. Athena Scientific, 1995.
  2. Chen X. 2007. Large sample sieve estimation of semi-nonparametric models. In Handbook of Econometrics, Vol. 6B, ed. JJ Heckman, EE Learner, pp. 5549–632. Amsterdam: Elsevier
  3. Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
  4. Athey S, Imbens GW. 2017a. The econometrics of randomized experiments. In Handbook of Economic Field Experiments, Vol. 1, ed. E Duflo, A Banerjee, pp. 73–140. Amsterdam: Elsevier
  5. M. L. Littman. Friend-or-foe q-learning in general-sum games. In Proceedings of the Eighteenth International Conference on Machine Learning (ICML 2001), Williams College, Williamstown, MA, USA, June 28 - July 1, 2001, pages 322–328, 2001
  6. R. Howard and J. Matheson. Risk sensitive Markov decision processes. Management Science, 18(7):356– 369, 1972
  7. Batchelor, R. P. Dua (1993), "Survey vs ARCH measures of inflation uncertainty," Oxford Bulletin of Economics Statistics, 55, 341–353.
Frequently Asked QuestionsQ: What is the prediction methodology for SY1.DE stock?
A: SY1.DE stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Spearman Correlation
Q: Is SY1.DE stock a buy or sell?
A: The dominant strategy among neural network is to Sell SY1.DE Stock.
Q: Is Symrise stock a good investment?
A: The consensus rating for Symrise is Sell and assigned short-term Caa2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of SY1.DE stock?
A: The consensus rating for SY1.DE is Sell.
Q: What is the prediction period for SY1.DE stock?
A: The prediction period for SY1.DE is (n+4 weeks)

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