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

Three networks are compared for low false alarm stock trend predictions. Short-term trends, particularly attractive for neural network analysis, can be used profitably in scenarios such as option trading, but only with significant risk. Therefore, we focus on limiting false alarms, which improves the risk/reward ratio by preventing losses. To predict stock trends, we exploit time delay, recurrent, and probabilistic neural networks (TDNN, RNN, and PNN, respectively), utilizing conjugate gradient and multistream extended Kalman filter training for TDNN and RNN. We evaluate UGI Corporation prediction models with Transfer Learning (ML) and Lasso Regression^1,2,3,4 and conclude that the UGI stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold UGI stock.

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

Key Points

1. Investment Risk
2. What are the most successful trading algorithms?
3. Fundemental Analysis with Algorithmic Trading

UGI Target Price Prediction Modeling Methodology

The categorization of high dimensional data present a fascinating challenge to machine learning models as frequent number of highly correlated dimensions or attributes can affect the accuracy of classification model. In this paper, the problem of high dimensionality of stock exchange is investigated to predict the market trends by applying the principal component analysis (PCA) with linear regression. PCA can help to improve the predictive performance of machine learning methods while reducing the redundancy among the data. We consider UGI Corporation Stock Decision Process with Lasso Regression where A is the set of discrete actions of UGI 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(Lasso Regression)^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(Transfer Learning (ML)) X S(n):→ (n+6 month) $\begin{array}{l}\int e^x\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of UGI 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?

UGI Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: UGI UGI Corporation
Time series to forecast n: 08 Oct 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold UGI 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

UGI Corporation assigned short-term Caa2 & long-term B2 forecasted stock rating. We evaluate the prediction models Transfer Learning (ML) with Lasso Regression^1,2,3,4 and conclude that the UGI stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold UGI stock.

Financial State Forecast for UGI Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Caa2	B2
Operational Risk	42	47
Market Risk	50	43
Technical Analysis	34	49
Fundamental Analysis	40	63
Risk Unsystematic	60	74

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 864 signals.

References

1. S. Proper and K. Tumer. Modeling difference rewards for multiagent learning (extended abstract). In Proceedings of the Eleventh International Joint Conference on Autonomous Agents and Multiagent Systems, Valencia, Spain, June 2012
2. Athey S, Imbens GW. 2017b. The state of applied econometrics: causality and policy evaluation. J. Econ. Perspect. 31:3–32
3. F. A. Oliehoek, M. T. J. Spaan, and N. A. Vlassis. Optimal and approximate q-value functions for decentralized pomdps. J. Artif. Intell. Res. (JAIR), 32:289–353, 2008
4. Bessler, D. A. R. A. Babula, (1987), "Forecasting wheat exports: Do exchange rates matter?" Journal of Business and Economic Statistics, 5, 397–406.
5. T. Shardlow and A. Stuart. A perturbation theory for ergodic Markov chains and application to numerical approximations. SIAM journal on numerical analysis, 37(4):1120–1137, 2000
6. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
7. J. G. Schneider, W. Wong, A. W. Moore, and M. A. Riedmiller. Distributed value functions. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 371–378, 1999.

Frequently Asked Questions

Q: What is the prediction methodology for UGI stock?
A: UGI stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Lasso Regression
Q: Is UGI stock a buy or sell?
A: The dominant strategy among neural network is to Hold UGI Stock.
Q: Is UGI Corporation stock a good investment?
A: The consensus rating for UGI Corporation is Hold and assigned short-term Caa2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of UGI stock?
A: The consensus rating for UGI is Hold.
Q: What is the prediction period for UGI stock?
A: The prediction period for UGI is (n+6 month)

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