Short/Long Term Stocks: AIR.DE Stock Forecast

The nature of stock market movement has always been ambiguous for investors because of various influential factors. This study aims to significantly reduce the risk of trend prediction with machine learning and deep learning algorithms. We evaluate Airbus prediction models with Statistical Inference (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the AIR.DE stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold AIR.DE stock.


Keywords: AIR.DE, Airbus, 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. What are the most successful trading algorithms?
  3. Market Signals

AIR.DE Target Price Prediction Modeling Methodology

The research reported in the paper focuses on the stock market prediction problem, the main aim being the development of a methodology to forecast the stock closing price. The methodology is based on some novel variable selection methods and an analysis of neural network and support vector machines based prediction models. Also, a hybrid approach which combines the use of the variables derived from technical and fundamental analysis of stock market indicators in order to improve prediction results of the proposed approaches is reported in this paper. We consider Airbus Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of AIR.DE 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 Sign-Rank 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(Statistical Inference (ML)) X S(n):→ (n+4 weeks) i = 1 n a i

n:Time series to forecast

p:Price signals of AIR.DE 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?

AIR.DE Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: AIR.DE Airbus
Time series to forecast n: 11 Oct 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold AIR.DE 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

Airbus assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the AIR.DE stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold AIR.DE stock.

Financial State Forecast for AIR.DE Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 4358
Market Risk8447
Technical Analysis3643
Fundamental Analysis6167
Risk Unsystematic4081

Prediction Confidence Score

Trust metric by Neural Network: 88 out of 100 with 745 signals.

References

  1. Jacobs B, Donkers B, Fok D. 2014. Product Recommendations Based on Latent Purchase Motivations. Rotterdam, Neth.: ERIM
  2. Ashley, R. (1983), "On the usefulness of macroeconomic forecasts as inputs to forecasting models," Journal of Forecasting, 2, 211–223.
  3. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
  4. Imai K, Ratkovic M. 2013. Estimating treatment effect heterogeneity in randomized program evaluation. Ann. Appl. Stat. 7:443–70
  5. G. J. Laurent, L. Matignon, and N. L. Fort-Piat. The world of independent learners is not Markovian. Int. J. Know.-Based Intell. Eng. Syst., 15(1):55–64, 2011
  6. G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013
  7. Miller A. 2002. Subset Selection in Regression. New York: CRC Press
Frequently Asked QuestionsQ: What is the prediction methodology for AIR.DE stock?
A: AIR.DE stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Wilcoxon Sign-Rank Test
Q: Is AIR.DE stock a buy or sell?
A: The dominant strategy among neural network is to Hold AIR.DE Stock.
Q: Is Airbus stock a good investment?
A: The consensus rating for Airbus is Hold and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of AIR.DE stock?
A: The consensus rating for AIR.DE is Hold.
Q: What is the prediction period for AIR.DE stock?
A: The prediction period for AIR.DE is (n+4 weeks)

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