Modelling A.I. in Economics

How do you know when a stock will go up or down? (CNX Stock Forecast) (Forecast)

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 evaluate CNX Resources prediction models with Supervised Machine Learning (ML) and Ridge Regression1,2,3,4 and conclude that the CNX 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 Sell CNX stock.


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

Key Points

  1. Operational Risk
  2. Can machine learning predict?
  3. Trading Interaction

CNX 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 CNX Resources Stock Decision Process with Ridge Regression where A is the set of discrete actions of CNX 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(Ridge 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+8 weeks) i = 1 n r i

n:Time series to forecast

p:Price signals of CNX 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?

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

Sample Set: Neural Network
Stock/Index: CNX CNX Resources
Time series to forecast n: 22 Oct 2022 for (n+8 weeks)

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

CNX Resources assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Supervised Machine Learning (ML) with Ridge Regression1,2,3,4 and conclude that the CNX 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 Sell CNX stock.

Financial State Forecast for CNX Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 5050
Market Risk6135
Technical Analysis5243
Fundamental Analysis4246
Risk Unsystematic7069

Prediction Confidence Score

Trust metric by Neural Network: 80 out of 100 with 454 signals.

References

  1. S. J. Russell and A. Zimdars. Q-decomposition for reinforcement learning agents. In Machine Learning, Proceedings of the Twentieth International Conference (ICML 2003), August 21-24, 2003, Washington, DC, USA, pages 656–663, 2003.
  2. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
  3. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  4. L. Prashanth and M. Ghavamzadeh. Actor-critic algorithms for risk-sensitive MDPs. In Proceedings of Advances in Neural Information Processing Systems 26, pages 252–260, 2013.
  5. K. Boda, J. Filar, Y. Lin, and L. Spanjers. Stochastic target hitting time and the problem of early retirement. Automatic Control, IEEE Transactions on, 49(3):409–419, 2004
  6. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
  7. C. Claus and C. Boutilier. The dynamics of reinforcement learning in cooperative multiagent systems. In Proceedings of the Fifteenth National Conference on Artificial Intelligence and Tenth Innovative Applications of Artificial Intelligence Conference, AAAI 98, IAAI 98, July 26-30, 1998, Madison, Wisconsin, USA., pages 746–752, 1998.
Frequently Asked QuestionsQ: What is the prediction methodology for CNX stock?
A: CNX stock prediction methodology: We evaluate the prediction models Supervised Machine Learning (ML) and Ridge Regression
Q: Is CNX stock a buy or sell?
A: The dominant strategy among neural network is to Sell CNX Stock.
Q: Is CNX Resources stock a good investment?
A: The consensus rating for CNX Resources is Sell and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of CNX stock?
A: The consensus rating for CNX is Sell.
Q: What is the prediction period for CNX stock?
A: The prediction period for CNX is (n+8 weeks)

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