Modelling A.I. in Economics

Is now good time to invest? (HOPE Stock Forecast)

The stock market is very volatile and non-stationary and generates huge volumes of data in every second. In this article, the existing machine learning algorithms are analyzed for stock market forecasting and also a new pattern-finding algorithm for forecasting stock trend is developed. Three approaches can be used to solve the problem: fundamental analysis, technical analysis, and the machine learning. Experimental analysis done in this article shows that the machine learning could be useful for investors to make profitable decisions. We evaluate HOPE BANCORP COM prediction models with Modular Neural Network (Speculative Sentiment Analysis) and Linear Regression1,2,3,4 and conclude that the HOPE stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Sell HOPE stock.


Keywords: HOPE, HOPE BANCORP COM, 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 pick a stock?
  2. Can neural networks predict stock market?
  3. Short/Long Term Stocks

HOPE Target Price Prediction Modeling Methodology

Stock price prediction has always been a challenging task for the researchers in financial domain. While the Efficient Market Hypothesis claims that it is impossible to predict stock prices accurately, there are work in the literature that have demonstrated that stock price movements can be forecasted with a reasonable degree of accuracy, if appropriate variables are chosen and suitable predictive models are built using those variables. In this work, we present a robust and accurate framework of stock price prediction using statistical, machine learning and deep learning methods We consider HOPE BANCORP COM Stock Decision Process with Linear Regression where A is the set of discrete actions of HOPE 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(Linear 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 (Speculative Sentiment Analysis)) X S(n):→ (n+16 weeks) i = 1 n a i

n:Time series to forecast

p:Price signals of HOPE 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?

HOPE Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: HOPE HOPE BANCORP COM
Time series to forecast n: 24 Oct 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Sell HOPE 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

HOPE BANCORP COM assigned short-term Ba2 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) with Linear Regression1,2,3,4 and conclude that the HOPE stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Sell HOPE stock.

Financial State Forecast for HOPE Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba2Ba2
Operational Risk 8273
Market Risk7137
Technical Analysis6387
Fundamental Analysis5867
Risk Unsystematic6873

Prediction Confidence Score

Trust metric by Neural Network: 93 out of 100 with 824 signals.

References

  1. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
  2. P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002
  3. J. Filar, L. Kallenberg, and H. Lee. Variance-penalized Markov decision processes. Mathematics of Opera- tions Research, 14(1):147–161, 1989
  4. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
  5. Chernozhukov V, Demirer M, Duflo E, Fernandez-Val I. 2018b. Generic machine learning inference on heteroge- nous treatment effects in randomized experiments. NBER Work. Pap. 24678
  6. 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.
  7. A. Shapiro, W. Tekaya, J. da Costa, and M. Soares. Risk neutral and risk averse stochastic dual dynamic programming method. European journal of operational research, 224(2):375–391, 2013
Frequently Asked QuestionsQ: What is the prediction methodology for HOPE stock?
A: HOPE stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Linear Regression
Q: Is HOPE stock a buy or sell?
A: The dominant strategy among neural network is to Sell HOPE Stock.
Q: Is HOPE BANCORP COM stock a good investment?
A: The consensus rating for HOPE BANCORP COM is Sell and assigned short-term Ba2 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of HOPE stock?
A: The consensus rating for HOPE is Sell.
Q: What is the prediction period for HOPE stock?
A: The prediction period for HOPE is (n+16 weeks)



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