Synchrony Stock Forecast & Analysis

The categorization of high dimensional data present a fascinating challenge to machine learning models as frequent number of highly correlated dimensions or attributes can affect the accuracy of classification model. In this paper, the problem of high dimensionality of stock exchange is investigated to predict the market trends by applying the principal component analysis (PCA) with linear regression. PCA can help to improve the predictive performance of machine learning methods while reducing the redundancy among the data. We evaluate Synchrony prediction models with Inductive Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the SYF 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 SYF stock.


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

Key Points

  1. Probability Distribution
  2. Game Theory
  3. Can machine learning predict?

SYF Target Price Prediction Modeling Methodology

Time series forecasting has been widely used to determine the future prices of stock, and the analysis and modeling of finance time series importantly guide investors' decisions and trades. In addition, in a dynamic environment such as the stock market, the nonlinearity of the time series is pronounced, immediately affecting the efficacy of stock price forecasts. Thus, this paper proposes an intelligent time series prediction system that uses sliding-window metaheuristic optimization for the purpose of predicting the stock prices. We consider Synchrony Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of SYF 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 Rank-Sum 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(Inductive Learning (ML)) X S(n):→ (n+1 year) i = 1 n s i

n:Time series to forecast

p:Price signals of SYF 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?

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

Sample Set: Neural Network
Stock/Index: SYF Synchrony
Time series to forecast n: 23 Oct 2022 for (n+1 year)

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

Synchrony assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Inductive Learning (ML) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the SYF 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 SYF stock.

Financial State Forecast for SYF Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 8830
Market Risk3071
Technical Analysis6245
Fundamental Analysis5159
Risk Unsystematic3487

Prediction Confidence Score

Trust metric by Neural Network: 84 out of 100 with 844 signals.

References

  1. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
  2. L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
  3. Tibshirani R. 1996. Regression shrinkage and selection via the lasso. J. R. Stat. Soc. B 58:267–88
  4. Chen, C. L. Liu (1993), "Joint estimation of model parameters and outlier effects in time series," Journal of the American Statistical Association, 88, 284–297.
  5. Bickel P, Klaassen C, Ritov Y, Wellner J. 1998. Efficient and Adaptive Estimation for Semiparametric Models. Berlin: Springer
  6. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2016a. Double machine learning for treatment and causal parameters. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
  7. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
Frequently Asked QuestionsQ: What is the prediction methodology for SYF stock?
A: SYF stock prediction methodology: We evaluate the prediction models Inductive Learning (ML) and Wilcoxon Rank-Sum Test
Q: Is SYF stock a buy or sell?
A: The dominant strategy among neural network is to Hold SYF Stock.
Q: Is Synchrony stock a good investment?
A: The consensus rating for Synchrony is Hold and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of SYF stock?
A: The consensus rating for SYF is Hold.
Q: What is the prediction period for SYF stock?
A: The prediction period for SYF is (n+1 year)

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