Modelling A.I. in Economics

Should You Buy META Right Now? (Stock Forecast)

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 Meta prediction models with Multi-Task Learning (ML) and Statistical Hypothesis Testing1,2,3,4 and conclude that the META stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold META stock.


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

Key Points

  1. Which neural network is best for prediction?
  2. What are main components of Markov decision process?
  3. What are the most successful trading algorithms?

META Target Price Prediction Modeling Methodology

In this paper we investigate ways to use prior knowledge and neural networks to improve multivariate prediction ability. Daily stock prices are predicted as a complicated real-world problem, taking non-numerical factors such as political and international events are into account. We have studied types of prior knowledge which are difficult to insert into initial network structures or to represent in the form of error measurements. We consider Meta Stock Decision Process with Statistical Hypothesis Testing where A is the set of discrete actions of META 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(Statistical Hypothesis Testing)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(Multi-Task Learning (ML)) X S(n):→ (n+1 year) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of META 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?

META Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: META Meta
Time series to forecast n: 21 Oct 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold META 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

Meta assigned short-term Ba3 & long-term B2 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with Statistical Hypothesis Testing1,2,3,4 and conclude that the META stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold META stock.

Financial State Forecast for META Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3B2
Operational Risk 8435
Market Risk4140
Technical Analysis6932
Fundamental Analysis9056
Risk Unsystematic3283

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 572 signals.

References

  1. Vilnis L, McCallum A. 2015. Word representations via Gaussian embedding. arXiv:1412.6623 [cs.CL]
  2. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
  3. Bottomley, P. R. Fildes (1998), "The role of prices in models of innovation diffusion," Journal of Forecasting, 17, 539–555.
  4. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
  5. Scholkopf B, Smola AJ. 2001. Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. Cambridge, MA: MIT Press
  6. Imbens GW, Lemieux T. 2008. Regression discontinuity designs: a guide to practice. J. Econom. 142:615–35
  7. Robins J, Rotnitzky A. 1995. Semiparametric efficiency in multivariate regression models with missing data. J. Am. Stat. Assoc. 90:122–29
Frequently Asked QuestionsQ: What is the prediction methodology for META stock?
A: META stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Statistical Hypothesis Testing
Q: Is META stock a buy or sell?
A: The dominant strategy among neural network is to Hold META Stock.
Q: Is Meta stock a good investment?
A: The consensus rating for Meta is Hold and assigned short-term Ba3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of META stock?
A: The consensus rating for META is Hold.
Q: What is the prediction period for META stock?
A: The prediction period for META is (n+1 year)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.