When to Sell and When to Hold Hang Seng Index Stock

Abstract

We evaluate Hang Seng Index prediction models with Deductive Inference (ML) and Beta^1,2,3,4 and conclude that the Hang Seng Index stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold Hang Seng Index stock.

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

Key Points

1. What are buy sell or hold recommendations?
2. Is Target price a good indicator?
3. Can neural networks predict stock market?

Hang Seng Index Target Price Prediction Modeling Methodology

We consider Hang Seng Index Stock Decision Process with Beta where A is the set of discrete actions of Hang Seng 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= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Deductive Inference (ML)) X S(n):→ (n+1 year) $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of Hang Seng 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?

Hang Seng Index Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: Hang Seng Index Hang Seng Index
Time series to forecast n: 05 Sep 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold Hang Seng 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

Hang Seng Index assigned short-term Baa2 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Deductive Inference (ML) with Beta^1,2,3,4 and conclude that the Hang Seng Index stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold Hang Seng Index stock.

Financial State Forecast for Hang Seng Index Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Baa2	Ba1
Operational Risk	80	59
Market Risk	89	71
Technical Analysis	88	88
Fundamental Analysis	69	75
Risk Unsystematic	65	66

Prediction Confidence Score

Trust metric by Neural Network: 72 out of 100 with 787 signals.

References

1. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
2. J. N. Foerster, Y. M. Assael, N. de Freitas, and S. Whiteson. Learning to communicate with deep multi-agent reinforcement learning. In Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain, pages 2137–2145, 2016.
3. Jiang N, Li L. 2016. Doubly robust off-policy value evaluation for reinforcement learning. In Proceedings of the 33rd International Conference on Machine Learning, pp. 652–61. La Jolla, CA: Int. Mach. Learn. Soc.
4. Barkan O. 2016. Bayesian neural word embedding. arXiv:1603.06571 [math.ST]
5. Belloni A, Chernozhukov V, Hansen C. 2014. High-dimensional methods and inference on structural and treatment effects. J. Econ. Perspect. 28:29–50
6. R. Sutton, D. McAllester, S. Singh, and Y. Mansour. Policy gradient methods for reinforcement learning with function approximation. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1057–1063, 2000
7. Bastani H, Bayati M. 2015. Online decision-making with high-dimensional covariates. Work. Pap., Univ. Penn./ Stanford Grad. School Bus., Philadelphia/Stanford, CA

Frequently Asked Questions

Q: What is the prediction methodology for Hang Seng Index stock?
A: Hang Seng Index stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Beta
Q: Is Hang Seng Index stock a buy or sell?
A: The dominant strategy among neural network is to Hold Hang Seng Index Stock.
Q: Is Hang Seng Index stock a good investment?
A: The consensus rating for Hang Seng Index is Hold and assigned short-term Baa2 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of Hang Seng Index stock?
A: The consensus rating for Hang Seng Index is Hold.
Q: What is the prediction period for Hang Seng Index stock?
A: The prediction period for Hang Seng Index is (n+1 year)

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