Modelling A.I. in Economics

When should you buy or sell a stock? (ADSK Stock Forecast)

Abstract

We evaluate Autodesk prediction models with Modular Neural Network (Emotional Trigger/Responses Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the ADSK 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 Sell ADSK stock.


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

Key Points

  1. Stock Forecast Based On a Predictive Algorithm
  2. Decision Making
  3. What is Markov decision process in reinforcement learning?

ADSK Target Price Prediction Modeling Methodology

We consider Autodesk Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of ADSK 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= 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 (Emotional Trigger/Responses Analysis)) X S(n):→ (n+16 weeks) i = 1 n r i

n:Time series to forecast

p:Price signals of ADSK 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?

ADSK Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: ADSK Autodesk
Time series to forecast n: 06 Sep 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Sell ADSK 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

Autodesk assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the ADSK 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 Sell ADSK stock.

Financial State Forecast for ADSK Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B1
Operational Risk 7082
Market Risk6451
Technical Analysis7168
Fundamental Analysis3135
Risk Unsystematic5762

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 487 signals.

References

  1. Bamler R, Mandt S. 2017. Dynamic word embeddings via skip-gram filtering. In Proceedings of the 34th Inter- national Conference on Machine Learning, pp. 380–89. La Jolla, CA: Int. Mach. Learn. Soc.
  2. J. Filar, D. Krass, and K. Ross. Percentile performance criteria for limiting average Markov decision pro- cesses. IEEE Transaction of Automatic Control, 40(1):2–10, 1995.
  3. Van der Vaart AW. 2000. Asymptotic Statistics. Cambridge, UK: Cambridge Univ. Press
  4. S. Bhatnagar. An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes. Systems & Control Letters, 59(12):760–766, 2010
  5. L. Panait and S. Luke. Cooperative multi-agent learning: The state of the art. Autonomous Agents and Multi-Agent Systems, 11(3):387–434, 2005.
  6. 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
  7. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
Frequently Asked QuestionsQ: What is the prediction methodology for ADSK stock?
A: ADSK stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and Wilcoxon Sign-Rank Test
Q: Is ADSK stock a buy or sell?
A: The dominant strategy among neural network is to Sell ADSK Stock.
Q: Is Autodesk stock a good investment?
A: The consensus rating for Autodesk is Sell and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of ADSK stock?
A: The consensus rating for ADSK is Sell.
Q: What is the prediction period for ADSK stock?
A: The prediction period for ADSK is (n+16 weeks)

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