Machine Learning stock prediction: SAIL Stock Prediction

Predicting stock index with traditional time series analysis has proven to be difficult an Artificial Neural network may be suitable for the task. A Neural Network has the ability to extract useful information from large set of data. This paper presents a review of literature application of Artificial Neural Network for stock market predictions and from this literature found that Artificial Neural Network is very useful for predicting world stock markets. We evaluate SailPoint Technologies prediction models with Modular Neural Network (Market Volatility Analysis) and Ridge Regression^1,2,3,4 and conclude that the SAIL 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 SAIL stock.

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

Key Points

1. What statistical methods are used to analyze data?
2. Fundemental Analysis with Algorithmic Trading
3. What statistical methods are used to analyze data?

SAIL Target Price Prediction Modeling Methodology

Stock prediction is a very hot topic in our life. However, in the early time, because of some reasons and the limitation of the device, only a few people had the access to the study. Thanks to the rapid development of science and technology, in recent years more and more people are devoted to the study of the prediction and it becomes easier and easier for us to make stock prediction by using different ways now, including machine learning, deep learning and so on. We consider SailPoint Technologies Stock Decision Process with Ridge Regression where A is the set of discrete actions of SAIL 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(Ridge 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(Modular Neural Network (Market Volatility Analysis)) X S(n):→ (n+8 weeks) $\sum _{i=1}^n\left(a_i\right)$

n:Time series to forecast

p:Price signals of SAIL 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?

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

Sample Set: Neural Network
Stock/Index: SAIL SailPoint Technologies
Time series to forecast n: 24 Oct 2022 for (n+8 weeks)

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

SailPoint Technologies assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) with Ridge Regression^1,2,3,4 and conclude that the SAIL 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 SAIL stock.

Financial State Forecast for SAIL Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba3	B1
Operational Risk	74	71
Market Risk	63	54
Technical Analysis	61	51
Fundamental Analysis	74	51
Risk Unsystematic	61	71

Prediction Confidence Score

Trust metric by Neural Network: 72 out of 100 with 611 signals.

References

1. Bengio Y, Ducharme R, Vincent P, Janvin C. 2003. A neural probabilistic language model. J. Mach. Learn. Res. 3:1137–55
2. 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
3. Zubizarreta JR. 2015. Stable weights that balance covariates for estimation with incomplete outcome data. J. Am. Stat. Assoc. 110:910–22
4. Tibshirani R, Hastie T. 1987. Local likelihood estimation. J. Am. Stat. Assoc. 82:559–67
5. P. Marbach. Simulated-Based Methods for Markov Decision Processes. PhD thesis, Massachusetts Institute of Technology, 1998
6. Athey S, Wager S. 2017. Efficient policy learning. arXiv:1702.02896 [math.ST]
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 SAIL stock?
A: SAIL stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Ridge Regression
Q: Is SAIL stock a buy or sell?
A: The dominant strategy among neural network is to Hold SAIL Stock.
Q: Is SailPoint Technologies stock a good investment?
A: The consensus rating for SailPoint Technologies is Hold and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of SAIL stock?
A: The consensus rating for SAIL is Hold.
Q: What is the prediction period for SAIL stock?
A: The prediction period for SAIL is (n+8 weeks)

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