What are the most successful trading algorithms? (OGE Stock Forecast)

ZXhang, Yoshua X; Haxo, Yann M; Mat , Ying X

Abstract

We evaluate OG&E prediction models with Multi-Instance Learning (ML) and Chi-Square^1,2,3,4 and conclude that the OGE 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 OGE stock.

Keywords: OGE, OG&E, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

Is now good time to invest?
Probability Distribution
Probability Distribution

OGE Target Price Prediction Modeling Methodology

We consider OG&E Stock Decision Process with Chi-Square where A is the set of discrete actions of OGE 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=

\begin{matrix} p_{a 1} & p_{a 2} & \dots & p_{1 n} \\ ⋮ \\ p_{j 1} & p_{j 2} & \dots & p_{j n} \\ ⋮ \\ p_{k 1} & p_{k 2} & \dots & p_{k n} \\ ⋮ \\ p_{n 1} & p_{n 2} & \dots & p_{n n} \end{matrix}

X R(Multi-Instance Learning (ML)) X S(n):→ (n+6 month)

\vec{S} = (s_{1}, s_{2}, s_{3})

n:Time series to forecast

p:Price signals of OGE 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?

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

Sample Set: Neural Network
Stock/Index: OGE OG&E
Time series to forecast n: 04 Sep 2022 for (n+6 month)

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

OG&E assigned short-term Caa2 & long-term B2 forecasted stock rating. We evaluate the prediction models Multi-Instance Learning (ML) with Chi-Square^1,2,3,4 and conclude that the OGE 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 OGE stock.

Financial State Forecast for OGE Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Caa2	B2
Operational Risk	66	61
Market Risk	33	38
Technical Analysis	32	55
Fundamental Analysis	53	63
Risk Unsystematic	38	50

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 539 signals.

References

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R. Rockafellar and S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7):1443 – 1471, 2002
Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
Hastie T, Tibshirani R, Wainwright M. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. New York: CRC Press
Doudchenko N, Imbens GW. 2016. Balancing, regression, difference-in-differences and synthetic control methods: a synthesis. NBER Work. Pap. 22791
Semenova V, Goldman M, Chernozhukov V, Taddy M. 2018. Orthogonal ML for demand estimation: high dimensional causal inference in dynamic panels. arXiv:1712.09988 [stat.ML]
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Frequently Asked Questions

Q: What is the prediction methodology for OGE stock?
A: OGE stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Chi-Square
Q: Is OGE stock a buy or sell?
A: The dominant strategy among neural network is to Hold OGE Stock.
Q: Is OG&E stock a good investment?
A: The consensus rating for OG&E is Hold and assigned short-term Caa2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of OGE stock?
A: The consensus rating for OGE is Hold.
Q: What is the prediction period for OGE stock?
A: The prediction period for OGE is (n+6 month)