Fuzzy rough theory can describe real-world situations in a mathematically effective and interpretable way, while evolutionary neural networks can be utilized to solve complex problems. Combining them with these complementary capabilities may lead to evolutionary fuzzy rough neural network with the interpretability and prediction capability. In this article, we propose modifications to the existing models of fuzzy rough neural network and then develop a powerful evolutionary framework for fuzzy rough neural networks by inheriting the merits of both the aforementioned systems. We evaluate Brown–Forman prediction models with Transfer Learning (ML) and Multiple Regression1,2,3,4 and conclude that the BF.B 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 Sell BF.B stock.

Keywords: BF.B, Brown–Forman, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

1. Decision Making
2. Market Risk
3. What is statistical models in machine learning?

BF.B Target Price Prediction Modeling Methodology

This paper studies the possibilities of making prediction of stock market prices using historical data and machine learning algorithms. We consider Brown–Forman Stock Decision Process with Multiple Regression where A is the set of discrete actions of BF.B 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(Multiple Regression)5,6,7= $\begin{array}{cccc}{p}_{a1}& {p}_{a2}& \dots & {p}_{1n}\\ & ⋮\\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & ⋮\\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & ⋮\\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Transfer Learning (ML)) X S(n):→ (n+4 weeks) $\begin{array}{l}\int {e}^{x}\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of BF.B 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?

BF.B Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: BF.B Brown–Forman
Time series to forecast n: 04 Oct 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Sell BF.B 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

Brown–Forman assigned short-term B1 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Transfer Learning (ML) with Multiple Regression1,2,3,4 and conclude that the BF.B 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 Sell BF.B stock.

Financial State Forecast for BF.B Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba2
Operational Risk 5780
Market Risk7058
Technical Analysis6181
Fundamental Analysis3649
Risk Unsystematic7477

Prediction Confidence Score

Trust metric by Neural Network: 72 out of 100 with 532 signals.

References

1. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
2. Abadie A, Diamond A, Hainmueller J. 2010. Synthetic control methods for comparative case studies: estimat- ing the effect of California's tobacco control program. J. Am. Stat. Assoc. 105:493–505
3. 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
4. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71
5. S. Bhatnagar, R. Sutton, M. Ghavamzadeh, and M. Lee. Natural actor-critic algorithms. Automatica, 45(11): 2471–2482, 2009
6. P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002
7. Breiman L, Friedman J, Stone CJ, Olshen RA. 1984. Classification and Regression Trees. Boca Raton, FL: CRC Press
Frequently Asked QuestionsQ: What is the prediction methodology for BF.B stock?
A: BF.B stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Multiple Regression
Q: Is BF.B stock a buy or sell?
A: The dominant strategy among neural network is to Sell BF.B Stock.
Q: Is Brown–Forman stock a good investment?
A: The consensus rating for Brown–Forman is Sell and assigned short-term B1 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of BF.B stock?
A: The consensus rating for BF.B is Sell.
Q: What is the prediction period for BF.B stock?
A: The prediction period for BF.B is (n+4 weeks)