When to Sell and When to Hold PSI Index Stock


Abstract

We evaluate PSI Index prediction models with Modular Neural Network (Speculative Sentiment Analysis) and Logistic Regression1,2,3,4 and conclude that the PSI 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 Hold PSI Index stock.


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

Key Points

  1. Technical Analysis with Algorithmic Trading
  2. How do you pick a stock?
  3. Investment Risk

PSI Index Target Price Prediction Modeling Methodology

We consider PSI Index Stock Decision Process with Logistic Regression where A is the set of discrete actions of PSI 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(Logistic Regression)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 (Speculative Sentiment Analysis)) X S(n):→ (n+6 month) i = 1 n a i

n:Time series to forecast

p:Price signals of PSI 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?

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

Sample Set: Neural Network
Stock/Index: PSI Index PSI Index
Time series to forecast n: 05 Sep 2022 for (n+6 month)

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

PSI Index assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) with Logistic Regression1,2,3,4 and conclude that the PSI 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 Hold PSI Index stock.

Financial State Forecast for PSI Index Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Operational Risk 3988
Market Risk5668
Technical Analysis7347
Fundamental Analysis4976
Risk Unsystematic7147

Prediction Confidence Score

Trust metric by Neural Network: 82 out of 100 with 464 signals.

References

  1. Mikolov T, Chen K, Corrado GS, Dean J. 2013a. Efficient estimation of word representations in vector space. arXiv:1301.3781 [cs.CL]
  2. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
  3. 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.
  4. Bertsimas D, King A, Mazumder R. 2016. Best subset selection via a modern optimization lens. Ann. Stat. 44:813–52
  5. Hartford J, Lewis G, Taddy M. 2016. Counterfactual prediction with deep instrumental variables networks. arXiv:1612.09596 [stat.AP]
  6. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
  7. Imbens GW, Lemieux T. 2008. Regression discontinuity designs: a guide to practice. J. Econom. 142:615–35
Frequently Asked QuestionsQ: What is the prediction methodology for PSI Index stock?
A: PSI Index stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Logistic Regression
Q: Is PSI Index stock a buy or sell?
A: The dominant strategy among neural network is to Hold PSI Index Stock.
Q: Is PSI Index stock a good investment?
A: The consensus rating for PSI Index is Hold and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of PSI Index stock?
A: The consensus rating for PSI Index is Hold.
Q: What is the prediction period for PSI Index stock?
A: The prediction period for PSI Index is (n+6 month)

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