Modelling A.I. in Economics

Trading Signals (VRSN Stock Forecast)

Stock prediction is a very hot topic in our life. However, in the early time, because of some reasons and the limitation of the device, only a few people had the access to the study. Thanks to the rapid development of science and technology, in recent years more and more people are devoted to the study of the prediction and it becomes easier and easier for us to make stock prediction by using different ways now, including machine learning, deep learning and so on. We evaluate Verisign prediction models with Modular Neural Network (News Feed Sentiment Analysis) and Pearson Correlation1,2,3,4 and conclude that the VRSN 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 VRSN stock.


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

Key Points

  1. Market Signals
  2. Is Target price a good indicator?
  3. Buy, Sell and Hold Signals

VRSN Target Price Prediction Modeling Methodology

The main objective of this research is to predict the market performance on day closing using different machine learning techniques. The prediction model uses different attributes as an input and predicts market as Positive & Negative. We consider Verisign Stock Decision Process with Pearson Correlation where A is the set of discrete actions of VRSN 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 (News Feed Sentiment Analysis)) X S(n):→ (n+1 year) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of VRSN 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?

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

Sample Set: Neural Network
Stock/Index: VRSN Verisign
Time series to forecast n: 22 Oct 2022 for (n+1 year)

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

Verisign assigned short-term Ba2 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) with Pearson Correlation1,2,3,4 and conclude that the VRSN 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 VRSN stock.

Financial State Forecast for VRSN Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba2B2
Operational Risk 6576
Market Risk6744
Technical Analysis7534
Fundamental Analysis6349
Risk Unsystematic7354

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 730 signals.

References

  1. 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.
  2. 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
  3. Belloni A, Chernozhukov V, Hansen C. 2014. High-dimensional methods and inference on structural and treatment effects. J. Econ. Perspect. 28:29–50
  4. Wan M, Wang D, Goldman M, Taddy M, Rao J, et al. 2017. Modeling consumer preferences and price sensitiv- ities from large-scale grocery shopping transaction logs. In Proceedings of the 26th International Conference on the World Wide Web, pp. 1103–12. New York: ACM
  5. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  6. Mazumder R, Hastie T, Tibshirani R. 2010. Spectral regularization algorithms for learning large incomplete matrices. J. Mach. Learn. Res. 11:2287–322
  7. Z. Wang, T. Schaul, M. Hessel, H. van Hasselt, M. Lanctot, and N. de Freitas. Dueling network architectures for deep reinforcement learning. In Proceedings of the International Conference on Machine Learning (ICML), pages 1995–2003, 2016.
Frequently Asked QuestionsQ: What is the prediction methodology for VRSN stock?
A: VRSN stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Pearson Correlation
Q: Is VRSN stock a buy or sell?
A: The dominant strategy among neural network is to Hold VRSN Stock.
Q: Is Verisign stock a good investment?
A: The consensus rating for Verisign is Hold and assigned short-term Ba2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of VRSN stock?
A: The consensus rating for VRSN is Hold.
Q: What is the prediction period for VRSN stock?
A: The prediction period for VRSN 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.