Modelling A.I. in Economics

How do you predict if a stock will go up or down? (EVRG Stock Prediction) (Forecast)

Complex networks in stock market and stock price volatility pattern prediction are the important issues in stock price research. Previous studies have used historical information regarding a single stock to predict the future trend of the stock's price, seldom considering comovement among stocks in the same market. In this study, in order to extract the information about relation stocks for prediction, we try to combine the complex network method with machine learning to predict stock price patterns. We evaluate Evergy prediction models with Deductive Inference (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the EVRG 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 EVRG stock.


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

Key Points

  1. What is prediction model?
  2. Is now good time to invest?
  3. Nash Equilibria

EVRG 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 Evergy Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of EVRG 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(Wilcoxon Rank-Sum Test)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(Deductive Inference (ML)) X S(n):→ (n+8 weeks) r s rs

n:Time series to forecast

p:Price signals of EVRG 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?

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

Sample Set: Neural Network
Stock/Index: EVRG Evergy
Time series to forecast n: 11 Oct 2022 for (n+8 weeks)

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

Evergy assigned short-term B2 & long-term B3 forecasted stock rating. We evaluate the prediction models Deductive Inference (ML) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the EVRG 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 EVRG stock.

Financial State Forecast for EVRG Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B3
Operational Risk 6037
Market Risk5931
Technical Analysis5474
Fundamental Analysis5762
Risk Unsystematic3132

Prediction Confidence Score

Trust metric by Neural Network: 83 out of 100 with 652 signals.

References

  1. Bickel P, Klaassen C, Ritov Y, Wellner J. 1998. Efficient and Adaptive Estimation for Semiparametric Models. Berlin: Springer
  2. E. van der Pol and F. A. Oliehoek. Coordinated deep reinforcement learners for traffic light control. NIPS Workshop on Learning, Inference and Control of Multi-Agent Systems, 2016.
  3. O. Bardou, N. Frikha, and G. Pag`es. Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications, 15(3):173–210, 2009.
  4. Thompson WR. 1933. On the likelihood that one unknown probability exceeds another in view of the evidence of two samples. Biometrika 25:285–94
  5. P. Artzner, F. Delbaen, J. Eber, and D. Heath. Coherent measures of risk. Journal of Mathematical Finance, 9(3):203–228, 1999
  6. Wu X, Kumar V, Quinlan JR, Ghosh J, Yang Q, et al. 2008. Top 10 algorithms in data mining. Knowl. Inform. Syst. 14:1–37
  7. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for EVRG stock?
A: EVRG stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Wilcoxon Rank-Sum Test
Q: Is EVRG stock a buy or sell?
A: The dominant strategy among neural network is to Hold EVRG Stock.
Q: Is Evergy stock a good investment?
A: The consensus rating for Evergy is Hold and assigned short-term B2 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of EVRG stock?
A: The consensus rating for EVRG is Hold.
Q: What is the prediction period for EVRG stock?
A: The prediction period for EVRG is (n+8 weeks)

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