How do you decide buy or sell a stock? (MOEX Russia Index Stock Forecast)

Stock market is a promising financial investment that can generate great wealth. However, the volatile nature of the stock market makes it a very high risk investment. Thus, a lot of researchers have contributed their efforts to forecast the stock market pricing and average movement. Researchers have used various methods in computer science and economics in their quests to gain a piece of this volatile information and make great fortune out of the stock market investment. This paper investigates various techniques for the stock market prediction using artificial neural network (ANN). We evaluate MOEX Russia Index prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Pearson Correlation^1,2,3,4 and conclude that the MOEX Russia Index stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold MOEX Russia Index stock.

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

Key Points

1. Trust metric by Neural Network
2. Probability Distribution
3. Technical Analysis with Algorithmic Trading

MOEX Russia Index Target Price Prediction Modeling Methodology

This paper studies the possibilities of making prediction of stock market prices using historical data and machine learning algorithms. We consider MOEX Russia Index Stock Decision Process with Pearson Correlation where A is the set of discrete actions of MOEX Russia 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(Pearson Correlation)^5,6,7= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Modular Neural Network (Social Media Sentiment Analysis)) X S(n):→ (n+4 weeks) $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of MOEX Russia 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?

MOEX Russia Index Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: MOEX Russia Index MOEX Russia Index
Time series to forecast n: 26 Oct 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold MOEX Russia 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%

Adjusted IFRS* Prediction Methods for MOEX Russia Index

1. Lifetime expected credit losses are not recognised on a financial instrument simply because it was considered to have low credit risk in the previous reporting period and is not considered to have low credit risk at the reporting date. In such a case, an entity shall determine whether there has been a significant increase in credit risk since initial recognition and thus whether lifetime expected credit losses are required to be recognised in accordance with paragraph 5.5.3.
2. For the purpose of this Standard, reasonable and supportable information is that which is reasonably available at the reporting date without undue cost or effort, including information about past events, current conditions and forecasts of future economic conditions. Information that is available for financial reporting purposes is considered to be available without undue cost or effort.
3. For the purpose of recognising foreign exchange gains and losses under IAS 21, a financial asset measured at fair value through other comprehensive income in accordance with paragraph 4.1.2A is treated as a monetary item. Accordingly, such a financial asset is treated as an asset measured at amortised cost in the foreign currency. Exchange differences on the amortised cost are recognised in profit or loss and other changes in the carrying amount are recognised in accordance with paragraph 5.7.10.
4. An entity is not required to restate prior periods to reflect the application of these amendments. The entity may restate prior periods if, and only if, it is possible without the use of hindsight and the restated financial statements reflect all the requirements in this Standard. If an entity does not restate prior periods, the entity shall recognise any difference between the previous carrying amount and the carrying amount at the beginning of the annual reporting period that includes the date of initial application of these amendments in the opening retained earnings (or other component of equity, as appropriate) of the annual reporting period that includes the date of initial application of these amendments.

*International Financial Reporting Standards (IFRS) are a set of accounting rules for the financial statements of public companies that are intended to make them consistent, transparent, and easily comparable around the world.

Conclusions

MOEX Russia Index assigned short-term B3 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Pearson Correlation^1,2,3,4 and conclude that the MOEX Russia Index stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold MOEX Russia Index stock.

Financial State Forecast for MOEX Russia Index MOEX Russia Index Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B3	Ba2
Operational Risk	30	84
Market Risk	56	76
Technical Analysis	48	49
Fundamental Analysis	81	72
Risk Unsystematic	44	54

Prediction Confidence Score

Trust metric by Neural Network: 73 out of 100 with 638 signals.

References

1. Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
2. M. Sobel. The variance of discounted Markov decision processes. Applied Probability, pages 794–802, 1982
3. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
4. 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]
5. Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
6. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
7. Bengio Y, Schwenk H, Senécal JS, Morin F, Gauvain JL. 2006. Neural probabilistic language models. In Innovations in Machine Learning: Theory and Applications, ed. DE Holmes, pp. 137–86. Berlin: Springer

Frequently Asked Questions

Q: What is the prediction methodology for MOEX Russia Index stock?
A: MOEX Russia Index stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Pearson Correlation
Q: Is MOEX Russia Index stock a buy or sell?
A: The dominant strategy among neural network is to Hold MOEX Russia Index Stock.
Q: Is MOEX Russia Index stock a good investment?
A: The consensus rating for MOEX Russia Index is Hold and assigned short-term B3 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of MOEX Russia Index stock?
A: The consensus rating for MOEX Russia Index is Hold.
Q: What is the prediction period for MOEX Russia Index stock?
A: The prediction period for MOEX Russia Index is (n+4 weeks)

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