Modelling A.I. in Economics

Buy, Sell, or Hold? (PGNY Stock Forecast) (Forecast)

This paper examines the theory and practice of regression techniques for prediction of stock price trend by using a transformed data set in ordinal data format. The original pretransformed data source contains data of heterogeneous data types used for handling of currency values and financial ratios. The data formats in currency values and financial ratios provide a process for computation of stock prices. The transformed data set contains only a standardized ordinal data type which provides a process to measure rankings of stock price trends. We evaluate Progyny prediction models with Supervised Machine Learning (ML) and Multiple Regression1,2,3,4 and conclude that the PGNY stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Sell PGNY stock.


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

Key Points

  1. How do you know when a stock will go up or down?
  2. Trust metric by Neural Network
  3. What are the most successful trading algorithms?

PGNY Target Price Prediction Modeling Methodology

Nowadays, the stock market's prediction is a topic that attracted researchers in the world. Stock market prediction is a process that requires a comprehensive understanding of the data stock movement and analysis it accurately. Therefore, it needs intelligent methods to deal with this task to ensure that the prediction is as correct as possible, which will return profitable benefits to investors. The main goal of this article is the employment of effective machine learning techniques to build a strong model for stock market prediction. We consider Progyny Stock Decision Process with Multiple Regression where A is the set of discrete actions of PGNY 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(Multiple 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(Supervised Machine Learning (ML)) X S(n):→ (n+3 month) i = 1 n r i

n:Time series to forecast

p:Price signals of PGNY 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?

PGNY Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: PGNY Progyny
Time series to forecast n: 19 Oct 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Sell PGNY 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

Progyny assigned short-term B1 & long-term B2 forecasted stock rating. We evaluate the prediction models Supervised Machine Learning (ML) with Multiple Regression1,2,3,4 and conclude that the PGNY stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Sell PGNY stock.

Financial State Forecast for PGNY Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B2
Operational Risk 5842
Market Risk7549
Technical Analysis7076
Fundamental Analysis3252
Risk Unsystematic7637

Prediction Confidence Score

Trust metric by Neural Network: 91 out of 100 with 857 signals.

References

  1. J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
  2. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
  3. Hartigan JA, Wong MA. 1979. Algorithm as 136: a k-means clustering algorithm. J. R. Stat. Soc. Ser. C 28:100–8
  4. M. J. Hausknecht and P. Stone. Deep recurrent Q-learning for partially observable MDPs. CoRR, abs/1507.06527, 2015
  5. Firth JR. 1957. A synopsis of linguistic theory 1930–1955. In Studies in Linguistic Analysis (Special Volume of the Philological Society), ed. JR Firth, pp. 1–32. Oxford, UK: Blackwell
  6. A. Eck, L. Soh, S. Devlin, and D. Kudenko. Potential-based reward shaping for finite horizon online POMDP planning. Autonomous Agents and Multi-Agent Systems, 30(3):403–445, 2016
  7. Farrell MH, Liang T, Misra S. 2018. Deep neural networks for estimation and inference: application to causal effects and other semiparametric estimands. arXiv:1809.09953 [econ.EM]
Frequently Asked QuestionsQ: What is the prediction methodology for PGNY stock?
A: PGNY stock prediction methodology: We evaluate the prediction models Supervised Machine Learning (ML) and Multiple Regression
Q: Is PGNY stock a buy or sell?
A: The dominant strategy among neural network is to Sell PGNY Stock.
Q: Is Progyny stock a good investment?
A: The consensus rating for Progyny is Sell and assigned short-term B1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of PGNY stock?
A: The consensus rating for PGNY is Sell.
Q: What is the prediction period for PGNY stock?
A: The prediction period for PGNY is (n+3 month)

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