Modelling A.I. in Economics

Buy, sell or hold: UNVR Stock Forecast

With technological advancements, big data can be easily generated and collected in many applications. Embedded in these big data are useful information and knowledge that can be discovered by machine learning and data mining models, techniques or algorithms. We evaluate Univar Solutions prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Chi-Square1,2,3,4 and conclude that the UNVR stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Buy UNVR stock.


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

Key Points

  1. How can neural networks improve predictions?
  2. Trading Signals
  3. Decision Making

UNVR Target Price Prediction Modeling Methodology

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions demonstrating that accurate modeling and designing of appropriate variables may lead to models using which stock prices and stock price movement patterns can be very accurately predicted. We consider Univar Solutions Stock Decision Process with Chi-Square where A is the set of discrete actions of UNVR 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(Chi-Square)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 (Social Media Sentiment Analysis)) X S(n):→ (n+8 weeks) i = 1 n r i

n:Time series to forecast

p:Price signals of UNVR 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?

UNVR Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: UNVR Univar Solutions
Time series to forecast n: 13 Oct 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Buy UNVR 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

Univar Solutions assigned short-term B3 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Chi-Square1,2,3,4 and conclude that the UNVR stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Buy UNVR stock.

Financial State Forecast for UNVR Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3Baa2
Operational Risk 6975
Market Risk3489
Technical Analysis6487
Fundamental Analysis4964
Risk Unsystematic3184

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 659 signals.

References

  1. Imbens G, Wooldridge J. 2009. Recent developments in the econometrics of program evaluation. J. Econ. Lit. 47:5–86
  2. Abadie A, Diamond A, Hainmueller J. 2015. Comparative politics and the synthetic control method. Am. J. Political Sci. 59:495–510
  3. Hastie T, Tibshirani R, Wainwright M. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. New York: CRC Press
  4. Mazumder R, Hastie T, Tibshirani R. 2010. Spectral regularization algorithms for learning large incomplete matrices. J. Mach. Learn. Res. 11:2287–322
  5. Robins J, Rotnitzky A. 1995. Semiparametric efficiency in multivariate regression models with missing data. J. Am. Stat. Assoc. 90:122–29
  6. Clements, M. P. D. F. Hendry (1995), "Forecasting in cointegrated systems," Journal of Applied Econometrics, 10, 127–146.
  7. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
Frequently Asked QuestionsQ: What is the prediction methodology for UNVR stock?
A: UNVR stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Chi-Square
Q: Is UNVR stock a buy or sell?
A: The dominant strategy among neural network is to Buy UNVR Stock.
Q: Is Univar Solutions stock a good investment?
A: The consensus rating for Univar Solutions is Buy and assigned short-term B3 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of UNVR stock?
A: The consensus rating for UNVR is Buy.
Q: What is the prediction period for UNVR stock?
A: The prediction period for UNVR is (n+8 weeks)

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