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

Abstract

We evaluate H&R Block prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Statistical Hypothesis Testing^1,2,3,4 and conclude that the HRB 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 Sell HRB stock.

Keywords: HRB, H&R Block, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

1. Short/Long Term Stocks
2. How do predictive algorithms actually work?
3. Can stock prices be predicted?

HRB Target Price Prediction Modeling Methodology

We consider H&R Block Stock Decision Process with Statistical Hypothesis Testing where A is the set of discrete actions of HRB 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= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Modular Neural Network (Social Media Sentiment Analysis)) X S(n):→ (n+6 month) $\begin{array}{l}\int e^x\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of HRB 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?

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

Sample Set: Neural Network
Stock/Index: HRB H&R Block
Time series to forecast n: 08 Sep 2022 for (n+6 month)

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

H&R Block assigned short-term Ba3 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Statistical Hypothesis Testing^1,2,3,4 and conclude that the HRB 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 Sell HRB stock.

Financial State Forecast for HRB Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba3	B2
Operational Risk	66	32
Market Risk	86	59
Technical Analysis	49	75
Fundamental Analysis	81	45
Risk Unsystematic	37	58

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 744 signals.

References

1. Andrews, D. W. K. W. Ploberger (1994), "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383–1414.
2. J. Peters, S. Vijayakumar, and S. Schaal. Natural actor-critic. In Proceedings of the Sixteenth European Conference on Machine Learning, pages 280–291, 2005.
3. M. Babes, E. M. de Cote, and M. L. Littman. Social reward shaping in the prisoner's dilemma. In 7th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2008), Estoril, Portugal, May 12-16, 2008, Volume 3, pages 1389–1392, 2008.
4. Harris ZS. 1954. Distributional structure. Word 10:146–62
5. L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
6. Bengio Y, Ducharme R, Vincent P, Janvin C. 2003. A neural probabilistic language model. J. Mach. Learn. Res. 3:1137–55
7. K. Tuyls and G. Weiss. Multiagent learning: Basics, challenges, and prospects. AI Magazine, 33(3): 41–52, 2012

Frequently Asked Questions

Q: What is the prediction methodology for HRB stock?
A: HRB stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Statistical Hypothesis Testing
Q: Is HRB stock a buy or sell?
A: The dominant strategy among neural network is to Sell HRB Stock.
Q: Is H&R Block stock a good investment?
A: The consensus rating for H&R Block is Sell and assigned short-term Ba3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of HRB stock?
A: The consensus rating for HRB is Sell.
Q: What is the prediction period for HRB stock?
A: The prediction period for HRB is (n+6 month)

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