Modelling A.I. in Economics

Tempur Sealy Stock Forecast & Analysis

Abstract

We evaluate Tempur Sealy prediction models with Deductive Inference (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the TPX stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold TPX stock.


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

Key Points

  1. Can neural networks predict stock market?
  2. How useful are statistical predictions?
  3. What is prediction model?

TPX Target Price Prediction Modeling Methodology

We consider Tempur Sealy Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of TPX 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= 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(Deductive Inference (ML)) X S(n):→ (n+6 month) r s rs

n:Time series to forecast

p:Price signals of TPX 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?

TPX Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: TPX Tempur Sealy
Time series to forecast n: 03 Sep 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold TPX 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

Tempur Sealy assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Deductive Inference (ML) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the TPX stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold TPX stock.

Financial State Forecast for TPX Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Operational Risk 6438
Market Risk8564
Technical Analysis3477
Fundamental Analysis7083
Risk Unsystematic3052

Prediction Confidence Score

Trust metric by Neural Network: 90 out of 100 with 764 signals.

References

  1. Artis, M. J. W. Zhang (1990), "BVAR forecasts for the G-7," International Journal of Forecasting, 6, 349–362.
  2. Zou H, Hastie T. 2005. Regularization and variable selection via the elastic net. J. R. Stat. Soc. B 67:301–20
  3. Hastie T, Tibshirani R, Wainwright M. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. New York: CRC Press
  4. V. Borkar and R. Jain. Risk-constrained Markov decision processes. IEEE Transaction on Automatic Control, 2014
  5. L. Panait and S. Luke. Cooperative multi-agent learning: The state of the art. Autonomous Agents and Multi-Agent Systems, 11(3):387–434, 2005.
  6. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  7. Athey S, Mobius MM, Pál J. 2017c. The impact of aggregators on internet news consumption. Unpublished manuscript, Grad. School Bus., Stanford Univ., Stanford, CA
Frequently Asked QuestionsQ: What is the prediction methodology for TPX stock?
A: TPX stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Wilcoxon Sign-Rank Test
Q: Is TPX stock a buy or sell?
A: The dominant strategy among neural network is to Hold TPX Stock.
Q: Is Tempur Sealy stock a good investment?
A: The consensus rating for Tempur Sealy is Hold and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of TPX stock?
A: The consensus rating for TPX is Hold.
Q: What is the prediction period for TPX stock?
A: The prediction period for TPX is (n+6 month)

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