Modelling A.I. in Economics

What are buy sell or hold recommendations? (Tadawul All Share Index Stock Forecast)

With technological advancements, big data can be easily generated and collected in many applications. Embedded in these big data are useful information and knowledge that can be discovered by machine learning and data mining models, techniques or algorithms. We evaluate Tadawul All Share Index prediction models with Multi-Task Learning (ML) and Beta1,2,3,4 and conclude that the Tadawul All Share 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 Tadawul All Share Index stock.


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

Key Points

  1. Trust metric by Neural Network
  2. Technical Analysis with Algorithmic Trading
  3. What is the best way to predict stock prices?

Tadawul All Share Index Target Price Prediction Modeling Methodology

Stock market forecasting is considered to be a challenging topic among time series forecasting. This study proposes a novel two-stage ensemble machine learning model named SVR-ENANFIS for stock price prediction by combining features of support vector regression (SVR) and ensemble adaptive neuro fuzzy inference system (ENANFIS). We consider Tadawul All Share Index Stock Decision Process with Beta where A is the set of discrete actions of Tadawul All Share 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(Beta)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) i = 1 n a i

n:Time series to forecast

p:Price signals of Tadawul All Share 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?

Tadawul All Share Index Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: Tadawul All Share Index Tadawul All Share Index
Time series to forecast n: 24 Sep 2022 for (n+16 weeks)

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

Tadawul All Share Index assigned short-term B1 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with Beta1,2,3,4 and conclude that the Tadawul All Share 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 Tadawul All Share Index stock.

Financial State Forecast for Tadawul All Share Index Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba1
Operational Risk 4287
Market Risk8878
Technical Analysis7237
Fundamental Analysis3570
Risk Unsystematic6479

Prediction Confidence Score

Trust metric by Neural Network: 80 out of 100 with 608 signals.

References

  1. J. Ott. A Markov decision model for a surveillance application and risk-sensitive Markov decision processes. PhD thesis, Karlsruhe Institute of Technology, 2010.
  2. Ruiz FJ, Athey S, Blei DM. 2017. SHOPPER: a probabilistic model of consumer choice with substitutes and complements. arXiv:1711.03560 [stat.ML]
  3. Zeileis A, Hothorn T, Hornik K. 2008. Model-based recursive partitioning. J. Comput. Graph. Stat. 17:492–514 Zhou Z, Athey S, Wager S. 2018. Offline multi-action policy learning: generalization and optimization. arXiv:1810.04778 [stat.ML]
  4. Chernozhukov V, Demirer M, Duflo E, Fernandez-Val I. 2018b. Generic machine learning inference on heteroge- nous treatment effects in randomized experiments. NBER Work. Pap. 24678
  5. M. J. Hausknecht and P. Stone. Deep recurrent Q-learning for partially observable MDPs. CoRR, abs/1507.06527, 2015
  6. Athey S. 2019. The impact of machine learning on economics. In The Economics of Artificial Intelligence: An Agenda, ed. AK Agrawal, J Gans, A Goldfarb. Chicago: Univ. Chicago Press. In press
  7. Chen, C. L. Liu (1993), "Joint estimation of model parameters and outlier effects in time series," Journal of the American Statistical Association, 88, 284–297.
Frequently Asked QuestionsQ: What is the prediction methodology for Tadawul All Share Index stock?
A: Tadawul All Share Index stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Beta
Q: Is Tadawul All Share Index stock a buy or sell?
A: The dominant strategy among neural network is to Hold Tadawul All Share Index Stock.
Q: Is Tadawul All Share Index stock a good investment?
A: The consensus rating for Tadawul All Share Index is Hold and assigned short-term B1 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of Tadawul All Share Index stock?
A: The consensus rating for Tadawul All Share Index is Hold.
Q: What is the prediction period for Tadawul All Share Index stock?
A: The prediction period for Tadawul All Share Index is (n+16 weeks)



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