UNP Target Price Prediction


Stock market prediction is a major exertion in the field of finance and establishing businesses. Stock market is totally uncertain as the prices of stocks keep fluctuating on a daily basis because of numerous factors that influence it. One of the traditional ways of predicting stock prices was by using only historical data. But with time it was observed that other factors such as peoples' sentiments and other news events occurring in and around the country affect the stock market, for e.g. national elections, natural calamity etc. We evaluate Union Pacific prediction models with Modular Neural Network (CNN Layer) and Statistical Hypothesis Testing1,2,3,4 and conclude that the UNP stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy UNP stock.


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

Key Points

  1. What is statistical models in machine learning?
  2. Trading Interaction
  3. Can stock prices be predicted?

UNP Target Price Prediction Modeling Methodology

With the up-gradation of technology and exploration of new machine learning models, the stock market data analysis has gained attention as these models provide a platform for businessman and traders to choose more profitable stocks. As these data are in large volumes and highly complex so a need of more efficient machine learning model for daily predictions is always looked upon. We consider Union Pacific Stock Decision Process with Statistical Hypothesis Testing where A is the set of discrete actions of UNP 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(Statistical Hypothesis Testing)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 (CNN Layer)) X S(n):→ (n+3 month) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of UNP 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?

UNP Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: UNP Union Pacific
Time series to forecast n: 20 Sep 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy UNP 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

Union Pacific assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Statistical Hypothesis Testing1,2,3,4 and conclude that the UNP stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Buy UNP stock.

Financial State Forecast for UNP Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B1
Operational Risk 5634
Market Risk7667
Technical Analysis5337
Fundamental Analysis4164
Risk Unsystematic7482

Prediction Confidence Score

Trust metric by Neural Network: 76 out of 100 with 656 signals.

References

  1. M. Ono, M. Pavone, Y. Kuwata, and J. Balaram. Chance-constrained dynamic programming with application to risk-aware robotic space exploration. Autonomous Robots, 39(4):555–571, 2015
  2. M. L. Littman. Markov games as a framework for multi-agent reinforcement learning. In Ma- chine Learning, Proceedings of the Eleventh International Conference, Rutgers University, New Brunswick, NJ, USA, July 10-13, 1994, pages 157–163, 1994
  3. 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
  4. M. J. Hausknecht and P. Stone. Deep recurrent Q-learning for partially observable MDPs. CoRR, abs/1507.06527, 2015
  5. M. Ono, M. Pavone, Y. Kuwata, and J. Balaram. Chance-constrained dynamic programming with application to risk-aware robotic space exploration. Autonomous Robots, 39(4):555–571, 2015
  6. Athey S, Imbens GW. 2017b. The state of applied econometrics: causality and policy evaluation. J. Econ. Perspect. 31:3–32
  7. Artis, M. J. W. Zhang (1990), "BVAR forecasts for the G-7," International Journal of Forecasting, 6, 349–362.
Frequently Asked QuestionsQ: What is the prediction methodology for UNP stock?
A: UNP stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Statistical Hypothesis Testing
Q: Is UNP stock a buy or sell?
A: The dominant strategy among neural network is to Buy UNP Stock.
Q: Is Union Pacific stock a good investment?
A: The consensus rating for Union Pacific is Buy and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of UNP stock?
A: The consensus rating for UNP is Buy.
Q: What is the prediction period for UNP stock?
A: The prediction period for UNP is (n+3 month)

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