Modelling A.I. in Economics

HAIN Options & Futures Prediction

This study aims to predict the direction of stock prices by integrating time-varying effective transfer entropy (ETE) and various machine learning algorithms. At first, we explore that the ETE based on 3 and 6 months moving windows can be regarded as the market explanatory variable by analyzing the association between the financial crises and Granger-causal relationships among the stocks. We evaluate Hain Celestial Group prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Multiple Regression1,2,3,4 and conclude that the HAIN 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 HAIN stock.


Keywords: HAIN, Hain Celestial Group, 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. Technical Analysis with Algorithmic Trading
  3. Investment Risk

HAIN Target Price Prediction Modeling Methodology

Security indices are the main tools for evaluation of the status of financial markets. Moreover, a main part of the economy of any country is constituted of investment in stock markets. Therefore, investors could maximize the return of investment if it becomes possible to predict the future trend of stock market with appropriate methods. The nonlinearity and nonstationarity of financial series make their prediction complicated. This study seeks to evaluate the prediction power of machine-learning models in a stock market. We consider Hain Celestial Group Stock Decision Process with Multiple Regression where A is the set of discrete actions of HAIN 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 (Social Media Sentiment Analysis)) X S(n):→ (n+8 weeks) e x rx

n:Time series to forecast

p:Price signals of HAIN 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?

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

Sample Set: Neural Network
Stock/Index: HAIN Hain Celestial Group
Time series to forecast n: 05 Oct 2022 for (n+8 weeks)

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

Hain Celestial Group assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Multiple Regression1,2,3,4 and conclude that the HAIN 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 HAIN stock.

Financial State Forecast for HAIN Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B1
Operational Risk 5188
Market Risk7064
Technical Analysis8134
Fundamental Analysis3161
Risk Unsystematic6057

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 640 signals.

References

  1. Bessler, D. A. R. A. Babula, (1987), "Forecasting wheat exports: Do exchange rates matter?" Journal of Business and Economic Statistics, 5, 397–406.
  2. N. B ̈auerle and J. Ott. Markov decision processes with average-value-at-risk criteria. Mathematical Methods of Operations Research, 74(3):361–379, 2011
  3. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
  4. Imbens GW, Rubin DB. 2015. Causal Inference in Statistics, Social, and Biomedical Sciences. Cambridge, UK: Cambridge Univ. Press
  5. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
  6. Semenova V, Goldman M, Chernozhukov V, Taddy M. 2018. Orthogonal ML for demand estimation: high dimensional causal inference in dynamic panels. arXiv:1712.09988 [stat.ML]
  7. Abadie A, Diamond A, Hainmueller J. 2010. Synthetic control methods for comparative case studies: estimat- ing the effect of California's tobacco control program. J. Am. Stat. Assoc. 105:493–505
Frequently Asked QuestionsQ: What is the prediction methodology for HAIN stock?
A: HAIN stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Multiple Regression
Q: Is HAIN stock a buy or sell?
A: The dominant strategy among neural network is to Buy HAIN Stock.
Q: Is Hain Celestial Group stock a good investment?
A: The consensus rating for Hain Celestial Group is Buy and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of HAIN stock?
A: The consensus rating for HAIN is Buy.
Q: What is the prediction period for HAIN stock?
A: The prediction period for HAIN is (n+8 weeks)

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