## Abstract

**We evaluate MOEX Russia Index prediction models with Inductive Learning (ML) and Wilcoxon Sign-Rank Test ^{1,2,3,4} and conclude that the MOEX Russia Index 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 MOEX Russia Index stock.**

**MOEX Russia Index, MOEX Russia Index, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.**

*Keywords:*## Key Points

- Can stock prices be predicted?
- What is a prediction confidence?
- Operational Risk

## MOEX Russia Index Target Price Prediction Modeling Methodology

We consider MOEX Russia Index Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of MOEX Russia 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(Wilcoxon Sign-Rank Test)

^{5,6,7}= $\begin{array}{cccc}{p}_{\mathrm{a}1}& {p}_{\mathrm{a}2}& \dots & {p}_{1n}\\ & \vdots \\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & \vdots \\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & \vdots \\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Inductive Learning (ML)) X S(n):→ (n+6 month) $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of MOEX Russia 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?

## MOEX Russia Index Stock Forecast (Buy or Sell) for (n+6 month)

**Sample Set:**Neural Network

**Stock/Index:**MOEX Russia Index MOEX Russia Index

**Time series to forecast n: 06 Sep 2022**for (n+6 month)

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

MOEX Russia Index assigned short-term B3 & long-term B1 forecasted stock rating.** We evaluate the prediction models Inductive Learning (ML) with Wilcoxon Sign-Rank Test ^{1,2,3,4} and conclude that the MOEX Russia Index 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 MOEX Russia Index stock.**

### Financial State Forecast for MOEX Russia Index Stock Options & Futures

Rating | Short-Term | Long-Term Senior |
---|---|---|

Outlook* | B3 | B1 |

Operational Risk | 37 | 71 |

Market Risk | 65 | 64 |

Technical Analysis | 48 | 48 |

Fundamental Analysis | 69 | 33 |

Risk Unsystematic | 40 | 64 |

### Prediction Confidence Score

## References

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- Bottou L. 2012. Stochastic gradient descent tricks. In Neural Networks: Tricks of the Trade, ed. G Montavon, G Orr, K-R Müller, pp. 421–36. Berlin: Springer
- Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
- Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
- Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]

## Frequently Asked Questions

Q: What is the prediction methodology for MOEX Russia Index stock?A: MOEX Russia Index stock prediction methodology: We evaluate the prediction models Inductive Learning (ML) and Wilcoxon Sign-Rank Test

Q: Is MOEX Russia Index stock a buy or sell?

A: The dominant strategy among neural network is to Sell MOEX Russia Index Stock.

Q: Is MOEX Russia Index stock a good investment?

A: The consensus rating for MOEX Russia Index is Sell and assigned short-term B3 & long-term B1 forecasted stock rating.

Q: What is the consensus rating of MOEX Russia Index stock?

A: The consensus rating for MOEX Russia Index is Sell.

Q: What is the prediction period for MOEX Russia Index stock?

A: The prediction period for MOEX Russia Index is (n+6 month)

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