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

Stock market also called as equity market is the aggregation of the sellers and buyers. It is concerned with the domain where the shares of various public listed companies are traded. For predicting the growth of economy, stock market acts as an index. Due to the nonlinear nature, the prediction of the stock market becomes a difficult task. But the application of various machine learning techniques has been becoming a powerful source for the prediction. We evaluate Hewlett Packard Enterprise prediction models with Reinforcement Machine Learning (ML) and Sign Test^1,2,3,4 and conclude that the HPE stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold HPE stock.

Keywords: HPE, Hewlett Packard Enterprise, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

1. Why do we need predictive models?
2. Technical Analysis with Algorithmic Trading
3. Is Target price a good indicator?

HPE Target Price Prediction Modeling Methodology

The stock market prediction patterns are seen as an important activity and it is more effective. Hence, stock prices will lead to lucrative profits from sound taking decisions. Because of the stagnant and noisy data, stock market-related forecasts are a major challenge for investors. Therefore, forecasting the stock market is a major challenge for investors to use their money to make more profit. Stock market predictions use mathematical strategies and learning tools. We consider Hewlett Packard Enterprise Stock Decision Process with Sign Test where A is the set of discrete actions of HPE 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(Sign Test)^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(Reinforcement Machine Learning (ML)) X S(n):→ (n+3 month) $\overrightarrow{S}=\left(s_1,s_2,s_3\right)$

n:Time series to forecast

p:Price signals of HPE 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?

HPE Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: HPE Hewlett Packard Enterprise
Time series to forecast n: 09 Oct 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold HPE 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

Hewlett Packard Enterprise assigned short-term Ba3 & long-term B2 forecasted stock rating. We evaluate the prediction models Reinforcement Machine Learning (ML) with Sign Test^1,2,3,4 and conclude that the HPE stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold HPE stock.

Financial State Forecast for HPE Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba3	B2
Operational Risk	85	66
Market Risk	83	85
Technical Analysis	47	51
Fundamental Analysis	81	30
Risk Unsystematic	41	43

Prediction Confidence Score

Trust metric by Neural Network: 83 out of 100 with 751 signals.

References

1. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
2. Scott SL. 2010. A modern Bayesian look at the multi-armed bandit. Appl. Stoch. Models Bus. Ind. 26:639–58
3. Robins J, Rotnitzky A. 1995. Semiparametric efficiency in multivariate regression models with missing data. J. Am. Stat. Assoc. 90:122–29
4. Arora S, Li Y, Liang Y, Ma T. 2016. RAND-WALK: a latent variable model approach to word embeddings. Trans. Assoc. Comput. Linguist. 4:385–99
5. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
6. Zeileis A, Hothorn T, Hornik K. 2008. Model-based recursive partitioning. J. Comput. Graph. Stat. 17:492–514 Zhou Z, Athey S, Wager S. 2018. Offline multi-action policy learning: generalization and optimization. arXiv:1810.04778 [stat.ML]
7. Matzkin RL. 2007. Nonparametric identification. In Handbook of Econometrics, Vol. 6B, ed. J Heckman, E Learner, pp. 5307–68. Amsterdam: Elsevier

Frequently Asked Questions

Q: What is the prediction methodology for HPE stock?
A: HPE stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Sign Test
Q: Is HPE stock a buy or sell?
A: The dominant strategy among neural network is to Hold HPE Stock.
Q: Is Hewlett Packard Enterprise stock a good investment?
A: The consensus rating for Hewlett Packard Enterprise is Hold and assigned short-term Ba3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of HPE stock?
A: The consensus rating for HPE is Hold.
Q: What is the prediction period for HPE stock?
A: The prediction period for HPE is (n+3 month)

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