Taiwan Weighted Index Options & Futures Prediction


Abstract

We evaluate Taiwan Weighted Index prediction models with Multi-Task Learning (ML) and Linear Regression1,2,3,4 and conclude that the Taiwan Weighted Index stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold Taiwan Weighted Index stock.


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

Key Points

  1. Decision Making
  2. Decision Making
  3. What is statistical models in machine learning?

Taiwan Weighted Index Target Price Prediction Modeling Methodology

We consider Taiwan Weighted Index Stock Decision Process with Linear Regression where A is the set of discrete actions of Taiwan Weighted 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(Linear 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(Multi-Task Learning (ML)) X S(n):→ (n+16 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of Taiwan Weighted 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?

Taiwan Weighted Index Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: Taiwan Weighted Index Taiwan Weighted Index
Time series to forecast n: 03 Sep 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold Taiwan Weighted 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

Taiwan Weighted Index assigned short-term B1 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with Linear Regression1,2,3,4 and conclude that the Taiwan Weighted Index stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold Taiwan Weighted Index stock.

Financial State Forecast for Taiwan Weighted Index Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Baa2
Operational Risk 6649
Market Risk5286
Technical Analysis4788
Fundamental Analysis8685
Risk Unsystematic4556

Prediction Confidence Score

Trust metric by Neural Network: 93 out of 100 with 765 signals.

References

  1. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
  2. Gentzkow M, Kelly BT, Taddy M. 2017. Text as data. NBER Work. Pap. 23276
  3. Zou H, Hastie T. 2005. Regularization and variable selection via the elastic net. J. R. Stat. Soc. B 67:301–20
  4. Thompson WR. 1933. On the likelihood that one unknown probability exceeds another in view of the evidence of two samples. Biometrika 25:285–94
  5. Athey S, Tibshirani J, Wager S. 2016b. Generalized random forests. arXiv:1610.01271 [stat.ME]
  6. R. Williams. Simple statistical gradient-following algorithms for connectionist reinforcement learning. Ma- chine learning, 8(3-4):229–256, 1992
  7. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
Frequently Asked QuestionsQ: What is the prediction methodology for Taiwan Weighted Index stock?
A: Taiwan Weighted Index stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Linear Regression
Q: Is Taiwan Weighted Index stock a buy or sell?
A: The dominant strategy among neural network is to Hold Taiwan Weighted Index Stock.
Q: Is Taiwan Weighted Index stock a good investment?
A: The consensus rating for Taiwan Weighted Index is Hold and assigned short-term B1 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of Taiwan Weighted Index stock?
A: The consensus rating for Taiwan Weighted Index is Hold.
Q: What is the prediction period for Taiwan Weighted Index stock?
A: The prediction period for Taiwan Weighted Index is (n+16 weeks)

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