Modelling A.I. in Economics

UBER Stock Price Prediction (Forecast)

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions demonstrating that accurate modeling and designing of appropriate variables may lead to models using which stock prices and stock price movement patterns can be very accurately predicted. We evaluate Uber prediction models with Multi-Instance Learning (ML) and Chi-Square1,2,3,4 and conclude that the UBER 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 Hold UBER stock.


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

Key Points

  1. Trading Signals
  2. How do you decide buy or sell a stock?
  3. What is the use of Markov decision process?

UBER Target Price Prediction Modeling Methodology

The search for models to predict the prices of financial markets is still a highly researched topic, despite major related challenges. The prices of financial assets are non-linear, dynamic, and chaotic; thus, they are financial time series that are difficult to predict. Among the latest techniques, machine learning models are some of the most researched, given their capabilities for recognizing complex patterns in various applications. We consider Uber Stock Decision Process with Chi-Square where A is the set of discrete actions of UBER 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(Chi-Square)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-Instance Learning (ML)) X S(n):→ (n+4 weeks) e x rx

n:Time series to forecast

p:Price signals of UBER 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?

UBER Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: UBER Uber
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 Hold UBER 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

Uber assigned short-term Ba3 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Multi-Instance Learning (ML) with Chi-Square1,2,3,4 and conclude that the UBER 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 Hold UBER stock.

Financial State Forecast for UBER Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba2
Operational Risk 3077
Market Risk6350
Technical Analysis9073
Fundamental Analysis6653
Risk Unsystematic7487

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 560 signals.

References

  1. Dudik M, Langford J, Li L. 2011. Doubly robust policy evaluation and learning. In Proceedings of the 28th International Conference on Machine Learning, pp. 1097–104. La Jolla, CA: Int. Mach. Learn. Soc.
  2. M. Sobel. The variance of discounted Markov decision processes. Applied Probability, pages 794–802, 1982
  3. Armstrong, J. S. M. C. Grohman (1972), "A comparative study of methods for long-range market forecasting," Management Science, 19, 211–221.
  4. Bennett J, Lanning S. 2007. The Netflix prize. In Proceedings of KDD Cup and Workshop 2007, p. 35. New York: ACM
  5. E. Altman, K. Avrachenkov, and R. N ́u ̃nez-Queija. Perturbation analysis for denumerable Markov chains with application to queueing models. Advances in Applied Probability, pages 839–853, 2004
  6. Pennington J, Socher R, Manning CD. 2014. GloVe: global vectors for word representation. In Proceedings of the 2014 Conference on Empirical Methods on Natural Language Processing, pp. 1532–43. New York: Assoc. Comput. Linguist.
  7. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
Frequently Asked QuestionsQ: What is the prediction methodology for UBER stock?
A: UBER stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Chi-Square
Q: Is UBER stock a buy or sell?
A: The dominant strategy among neural network is to Hold UBER Stock.
Q: Is Uber stock a good investment?
A: The consensus rating for Uber is Hold and assigned short-term Ba3 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of UBER stock?
A: The consensus rating for UBER is Hold.
Q: What is the prediction period for UBER stock?
A: The prediction period for UBER is (n+4 weeks)

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