Modelling A.I. in Economics

Buy, sell or hold: VOW3.DE Stock Forecast

This paper surveys machine learning techniques for stock market prediction. The prediction of stock markets is regarded as a challenging task of financial time series prediction. We evaluate Volkswagen Group prediction models with Modular Neural Network (Financial Sentiment Analysis) and Multiple Regression1,2,3,4 and conclude that the VOW3.DE 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 Hold VOW3.DE stock.


Keywords: VOW3.DE, Volkswagen Group, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. What statistical methods are used to analyze data?
  2. Market Signals
  3. Market Risk

VOW3.DE Target Price Prediction Modeling Methodology

As stock data is characterized by highly noisy and non-stationary, stock price prediction is regarded as a knotty problem. In this paper, we propose new two-stage ensemble models by combining empirical mode decomposition (EMD) (or variational mode decomposition (VMD)), extreme learning machine (ELM) and improved harmony search (IHS) algorithm for stock price prediction, which are respectively named EMD–ELM–IHS and VMD–ELM–IHS. We consider Volkswagen Group Stock Decision Process with Multiple Regression where A is the set of discrete actions of VOW3.DE 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(Modular Neural Network (Financial Sentiment Analysis)) X S(n):→ (n+8 weeks) e x rx

n:Time series to forecast

p:Price signals of VOW3.DE 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?

VOW3.DE Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: VOW3.DE Volkswagen Group
Time series to forecast n: 16 Oct 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold VOW3.DE 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

Volkswagen Group assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) with Multiple Regression1,2,3,4 and conclude that the VOW3.DE 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 Hold VOW3.DE stock.

Financial State Forecast for VOW3.DE Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Operational Risk 4151
Market Risk3064
Technical Analysis5648
Fundamental Analysis5883
Risk Unsystematic8772

Prediction Confidence Score

Trust metric by Neural Network: 78 out of 100 with 831 signals.

References

  1. F. A. Oliehoek and C. Amato. A Concise Introduction to Decentralized POMDPs. SpringerBriefs in Intelligent Systems. Springer, 2016
  2. Mnih A, Hinton GE. 2007. Three new graphical models for statistical language modelling. In International Conference on Machine Learning, pp. 641–48. La Jolla, CA: Int. Mach. Learn. Soc.
  3. A. K. Agogino and K. Tumer. Analyzing and visualizing multiagent rewards in dynamic and stochastic environments. Journal of Autonomous Agents and Multi-Agent Systems, 17(2):320–338, 2008
  4. Mnih A, Hinton GE. 2007. Three new graphical models for statistical language modelling. In International Conference on Machine Learning, pp. 641–48. La Jolla, CA: Int. Mach. Learn. Soc.
  5. Bai J, Ng S. 2002. Determining the number of factors in approximate factor models. Econometrica 70:191–221
  6. Bai J, Ng S. 2002. Determining the number of factors in approximate factor models. Econometrica 70:191–221
  7. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
Frequently Asked QuestionsQ: What is the prediction methodology for VOW3.DE stock?
A: VOW3.DE stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Multiple Regression
Q: Is VOW3.DE stock a buy or sell?
A: The dominant strategy among neural network is to Hold VOW3.DE Stock.
Q: Is Volkswagen Group stock a good investment?
A: The consensus rating for Volkswagen Group is Hold and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of VOW3.DE stock?
A: The consensus rating for VOW3.DE is Hold.
Q: What is the prediction period for VOW3.DE stock?
A: The prediction period for VOW3.DE is (n+8 weeks)



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