Predicting the future price of financial assets has always been an important research topic in the field of quantitative finance. This paper attempts to use the latest artificial intelligence technologies to design and implement a framework for financial asset price prediction. We evaluate TA 35 Index prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the TA 35 Index 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 Hold TA 35 Index stock.

Keywords: TA 35 Index, TA 35 Index, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

## Key Points

1. What is a prediction confidence?
2. Short/Long Term Stocks
3. Can machine learning predict?

## TA 35 Index Target Price Prediction Modeling Methodology

Stock prediction is a very hot topic in our life. However, in the early time, because of some reasons and the limitation of the device, only a few people had the access to the study. Thanks to the rapid development of science and technology, in recent years more and more people are devoted to the study of the prediction and it becomes easier and easier for us to make stock prediction by using different ways now, including machine learning, deep learning and so on. We consider TA 35 Index Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of TA 35 Index 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= $\begin{array}{cccc}{p}_{a1}& {p}_{a2}& \dots & {p}_{1n}\\ & ⋮\\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & ⋮\\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & ⋮\\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Modular Neural Network (Social Media Sentiment Analysis)) X S(n):→ (n+8 weeks) $\begin{array}{l}\int {e}^{x}\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of TA 35 Index 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?

## TA 35 Index Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: TA 35 Index TA 35 Index
Time series to forecast n: 23 Sep 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold TA 35 Index 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

TA 35 Index assigned short-term B3 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the TA 35 Index 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 Hold TA 35 Index stock.

### Financial State Forecast for TA 35 Index Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3Ba2
Operational Risk 5571
Market Risk3083
Technical Analysis4686
Fundamental Analysis7363
Risk Unsystematic3030

### Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 819 signals.

## References

1. F. A. Oliehoek, M. T. J. Spaan, and N. A. Vlassis. Optimal and approximate q-value functions for decentralized pomdps. J. Artif. Intell. Res. (JAIR), 32:289–353, 2008
2. P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002
3. F. A. Oliehoek and C. Amato. A Concise Introduction to Decentralized POMDPs. SpringerBriefs in Intelligent Systems. Springer, 2016
4. Clements, M. P. D. F. Hendry (1995), "Forecasting in cointegrated systems," Journal of Applied Econometrics, 10, 127–146.
5. Candès E, Tao T. 2007. The Dantzig selector: statistical estimation when p is much larger than n. Ann. Stat. 35:2313–51
6. Breiman L. 1993. Better subset selection using the non-negative garotte. Tech. Rep., Univ. Calif., Berkeley
7. Li L, Chen S, Kleban J, Gupta A. 2014. Counterfactual estimation and optimization of click metrics for search engines: a case study. In Proceedings of the 24th International Conference on the World Wide Web, pp. 929–34. New York: ACM
Frequently Asked QuestionsQ: What is the prediction methodology for TA 35 Index stock?
A: TA 35 Index stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Wilcoxon Sign-Rank Test
Q: Is TA 35 Index stock a buy or sell?
A: The dominant strategy among neural network is to Hold TA 35 Index Stock.
Q: Is TA 35 Index stock a good investment?
A: The consensus rating for TA 35 Index is Hold and assigned short-term B3 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of TA 35 Index stock?
A: The consensus rating for TA 35 Index is Hold.
Q: What is the prediction period for TA 35 Index stock?
A: The prediction period for TA 35 Index is (n+8 weeks)