In this paper, we propose a hybrid machine learning system based on Genetic Algor ithm (GA) and Support Vector Machines (SVM) for stock market prediction. A variety of indicators from the technical analysis field of study are used as input features. We also make use of the correlation between stock prices of different companies to forecast the price of a stock, making use of technical indicators of highly correlated stocks, not only the stock to be predicted. The genetic algorithm is used to select the set of most informative input features from among all the technical indicators. We evaluate Univar Solutions prediction models with Multi-Instance Learning (ML) and Spearman Correlation1,2,3,4 and conclude that the UNVR 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 UNVR stock.
Keywords: UNVR, Univar Solutions, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.
Key Points
- Trading Interaction
- What is Markov decision process in reinforcement learning?
- Understanding Buy, Sell, and Hold Ratings
UNVR Target Price Prediction Modeling Methodology
This paper proposes genetic algorithms (GAs) approach to feature discretization and the determination of connection weights for artificial neural networks (ANNs) to predict the stock price index. Previous research proposed many hybrid models of ANN and GA for the method of training the network, feature subset selection, and topology optimization. We consider Univar Solutions Stock Decision Process with Spearman Correlation where A is the set of discrete actions of UNVR 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(Spearman Correlation)5,6,7= X R(Multi-Instance Learning (ML)) X S(n):→ (n+3 month)
n:Time series to forecast
p:Price signals of UNVR 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?
UNVR Stock Forecast (Buy or Sell) for (n+3 month)
Sample Set: Neural NetworkStock/Index: UNVR Univar Solutions
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 UNVR 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
Univar Solutions assigned short-term B1 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Multi-Instance Learning (ML) with Spearman Correlation1,2,3,4 and conclude that the UNVR 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 UNVR stock.
Financial State Forecast for UNVR Stock Options & Futures
| Rating | Short-Term | Long-Term Senior |
|---|---|---|
| Outlook* | B1 | Ba3 |
| Operational Risk | 38 | 81 |
| Market Risk | 78 | 43 |
| Technical Analysis | 58 | 56 |
| Fundamental Analysis | 69 | 69 |
| Risk Unsystematic | 52 | 62 |
Prediction Confidence Score
References
- Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231
- Barrett, C. B. (1997), "Heteroscedastic price forecasting for food security management in developing countries," Oxford Development Studies, 25, 225–236.
- D. S. Bernstein, S. Zilberstein, and N. Immerman. The complexity of decentralized control of Markov Decision Processes. In UAI '00: Proceedings of the 16th Conference in Uncertainty in Artificial Intelligence, Stanford University, Stanford, California, USA, June 30 - July 3, 2000, pages 32–37, 2000.
- L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
- R. Sutton, D. McAllester, S. Singh, and Y. Mansour. Policy gradient methods for reinforcement learning with function approximation. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1057–1063, 2000
- S. Devlin, L. Yliniemi, D. Kudenko, and K. Tumer. Potential-based difference rewards for multiagent reinforcement learning. In Proceedings of the Thirteenth International Joint Conference on Autonomous Agents and Multiagent Systems, May 2014
- Christou, C., P. A. V. B. Swamy G. S. Tavlas (1996), "Modelling optimal strategies for the allocation of wealth in multicurrency investments," International Journal of Forecasting, 12, 483–493.
Frequently Asked Questions
Q: What is the prediction methodology for UNVR stock?A: UNVR stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Spearman Correlation
Q: Is UNVR stock a buy or sell?
A: The dominant strategy among neural network is to Hold UNVR Stock.
Q: Is Univar Solutions stock a good investment?
A: The consensus rating for Univar Solutions is Hold and assigned short-term B1 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of UNVR stock?
A: The consensus rating for UNVR is Hold.
Q: What is the prediction period for UNVR stock?
A: The prediction period for UNVR is (n+3 month)
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