Short/Long Term Stocks: JBGS Stock Forecast

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the technical analysis approach, the regression machine learning (ML) algorithms are employed to predict the stock price trend at the end of a business day based on the historical price data. In contrast, in the fundamental analysis, the classification ML algorithms are applied to classify the public sentiment based on news and social media. We evaluate JBG Smith prediction models with Modular Neural Network (Market News Sentiment Analysis) and Pearson Correlation1,2,3,4 and conclude that the JBGS stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold JBGS stock.


Keywords: JBGS, JBG Smith, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. What is neural prediction?
  2. How do you pick a stock?
  3. Is Target price a good indicator?

JBGS Target Price Prediction Modeling Methodology

Recently, a lot of interesting work has been done in the area of applying Machine Learning Algorithms for analyzing price patterns and predicting stock prices and index changes. Most stock traders nowadays depend on Intelligent Trading Systems which help them in predicting prices based on various situations and conditions, thereby helping them in making instantaneous investment decisions. We consider JBG Smith Stock Decision Process with Pearson Correlation where A is the set of discrete actions of JBGS 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(Pearson Correlation)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 (Market News Sentiment Analysis)) X S(n):→ (n+6 month) r s rs

n:Time series to forecast

p:Price signals of JBGS 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?

JBGS Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: JBGS JBG Smith
Time series to forecast n: 13 Oct 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold JBGS 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

JBG Smith assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Pearson Correlation1,2,3,4 and conclude that the JBGS stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold JBGS stock.

Financial State Forecast for JBGS Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Operational Risk 6345
Market Risk5688
Technical Analysis6654
Fundamental Analysis7084
Risk Unsystematic3237

Prediction Confidence Score

Trust metric by Neural Network: 72 out of 100 with 782 signals.

References

  1. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
  2. Babula, R. A. (1988), "Contemporaneous correlation and modeling Canada's imports of U.S. crops," Journal of Agricultural Economics Research, 41, 33–38.
  3. N. B ̈auerle and A. Mundt. Dynamic mean-risk optimization in a binomial model. Mathematical Methods of Operations Research, 70(2):219–239, 2009.
  4. A. K. Agogino and K. Tumer. Analyzing and visualizing multiagent rewards in dynamic and stochastic environments. Journal of Autonomous Agents and Multi-Agent Systems, 17(2):320–338, 2008
  5. M. Sobel. The variance of discounted Markov decision processes. Applied Probability, pages 794–802, 1982
  6. V. Borkar. An actor-critic algorithm for constrained Markov decision processes. Systems & Control Letters, 54(3):207–213, 2005.
  7. P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002
Frequently Asked QuestionsQ: What is the prediction methodology for JBGS stock?
A: JBGS stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Pearson Correlation
Q: Is JBGS stock a buy or sell?
A: The dominant strategy among neural network is to Hold JBGS Stock.
Q: Is JBG Smith stock a good investment?
A: The consensus rating for JBG Smith is Hold and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of JBGS stock?
A: The consensus rating for JBGS is Hold.
Q: What is the prediction period for JBGS stock?
A: The prediction period for JBGS is (n+6 month)

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