Modelling A.I. in Economics

TRIP Stock Price Prediction

Market systems are so complex that they overwhelm the ability of any individual to predict. But it is crucial for the investors to predict stock market price to generate notable profit. We have taken into factors such as Commodity Prices (crude oil, gold, silver), Market History, and Foreign exchange rate (FEX) that influence the stock trend. We evaluate TripAdvisor prediction models with Multi-Instance Learning (ML) and Chi-Square1,2,3,4 and conclude that the TRIP 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 TRIP stock.


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

Key Points

  1. Fundemental Analysis with Algorithmic Trading
  2. Is Target price a good indicator?
  3. Can stock prices be predicted?

TRIP Target Price Prediction Modeling Methodology

This paper studies the possibilities of making prediction of stock market prices using historical data and machine learning algorithms. We consider TripAdvisor Stock Decision Process with Chi-Square where A is the set of discrete actions of TRIP 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(Chi-Square)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-Instance Learning (ML)) X S(n):→ (n+6 month) e x rx

n:Time series to forecast

p:Price signals of TRIP 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?

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

Sample Set: Neural Network
Stock/Index: TRIP TripAdvisor
Time series to forecast n: 24 Sep 2022 for (n+6 month)

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

TripAdvisor assigned short-term B1 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Multi-Instance Learning (ML) with Chi-Square1,2,3,4 and conclude that the TRIP 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 TRIP stock.

Financial State Forecast for TRIP Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba3
Operational Risk 4378
Market Risk5052
Technical Analysis6367
Fundamental Analysis5749
Risk Unsystematic8985

Prediction Confidence Score

Trust metric by Neural Network: 73 out of 100 with 683 signals.

References

  1. M. Petrik and D. Subramanian. An approximate solution method for large risk-averse Markov decision processes. In Proceedings of the 28th International Conference on Uncertainty in Artificial Intelligence, 2012.
  2. Belloni A, Chernozhukov V, Hansen C. 2014. High-dimensional methods and inference on structural and treatment effects. J. Econ. Perspect. 28:29–50
  3. Hartigan JA, Wong MA. 1979. Algorithm as 136: a k-means clustering algorithm. J. R. Stat. Soc. Ser. C 28:100–8
  4. 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
  5. Bertsimas D, King A, Mazumder R. 2016. Best subset selection via a modern optimization lens. Ann. Stat. 44:813–52
  6. Athey S. 2017. Beyond prediction: using big data for policy problems. Science 355:483–85
  7. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
Frequently Asked QuestionsQ: What is the prediction methodology for TRIP stock?
A: TRIP stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Chi-Square
Q: Is TRIP stock a buy or sell?
A: The dominant strategy among neural network is to Hold TRIP Stock.
Q: Is TripAdvisor stock a good investment?
A: The consensus rating for TripAdvisor is Hold and assigned short-term B1 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of TRIP stock?
A: The consensus rating for TRIP is Hold.
Q: What is the prediction period for TRIP stock?
A: The prediction period for TRIP is (n+6 month)

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