Neural networks (NNs), as artificial intelligence (AI) methods, have become very important in making stock market predictions. Much research on the applications of NNs for solving business problems have proven their advantages over statistical and other methods that do not include AI, although there is no optimal methodology for a certain problem. We evaluate Taiwan Weighted Index prediction models with Supervised Machine Learning (ML) and Beta1,2,3,4 and conclude that the Taiwan Weighted Index stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold Taiwan Weighted Index stock.
Keywords: Taiwan Weighted Index, Taiwan Weighted Index, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.
Key Points
- Trading Interaction
- How do you know when a stock will go up or down?
- Dominated Move
Taiwan Weighted Index Target Price Prediction Modeling Methodology
How to predict stock price movements based on quantitative market data modeling is an attractive topic. In front of the market news and stock prices that are commonly believed as two important market data sources, how to extract and exploit the hidden information within the raw data and make both accurate and fast predictions simultaneously becomes a challenging problem. In this paper, we present the design and architecture of our trading signal mining platform that employs extreme learning machine (ELM) to make stock price prediction based on those two data sources concurrently. We consider Taiwan Weighted Index Stock Decision Process with Beta where A is the set of discrete actions of Taiwan Weighted Index 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(Beta)5,6,7= X R(Supervised Machine Learning (ML)) X S(n):→ (n+16 weeks)
n:Time series to forecast
p:Price signals of Taiwan Weighted Index 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?
Taiwan Weighted Index Stock Forecast (Buy or Sell) for (n+16 weeks)
Sample Set: Neural NetworkStock/Index: Taiwan Weighted Index Taiwan Weighted Index
Time series to forecast n: 17 Oct 2022 for (n+16 weeks)
According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold Taiwan Weighted Index 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
Taiwan Weighted Index assigned short-term Baa2 & long-term B2 forecasted stock rating. We evaluate the prediction models Supervised Machine Learning (ML) with Beta1,2,3,4 and conclude that the Taiwan Weighted Index stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold Taiwan Weighted Index stock.
Financial State Forecast for Taiwan Weighted Index Stock Options & Futures
| Rating | Short-Term | Long-Term Senior |
|---|---|---|
| Outlook* | Baa2 | B2 |
| Operational Risk | 88 | 43 |
| Market Risk | 74 | 40 |
| Technical Analysis | 88 | 87 |
| Fundamental Analysis | 84 | 55 |
| Risk Unsystematic | 33 | 48 |
Prediction Confidence Score
References
- Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2018a. Double/debiased machine learning for treatment and structural parameters. Econom. J. 21:C1–68
- V. Borkar and R. Jain. Risk-constrained Markov decision processes. IEEE Transaction on Automatic Control, 2014
- Keane MP. 2013. Panel data discrete choice models of consumer demand. In The Oxford Handbook of Panel Data, ed. BH Baltagi, pp. 54–102. Oxford, UK: Oxford Univ. Press
- Athey S. 2017. Beyond prediction: using big data for policy problems. Science 355:483–85
- Y. Le Tallec. Robust, risk-sensitive, and data-driven control of Markov decision processes. PhD thesis, Massachusetts Institute of Technology, 2007.
- O. Bardou, N. Frikha, and G. Pag`es. Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications, 15(3):173–210, 2009.
- B. Derfer, N. Goodyear, K. Hung, C. Matthews, G. Paoni, K. Rollins, R. Rose, M. Seaman, and J. Wiles. Online marketing platform, August 17 2007. US Patent App. 11/893,765
Frequently Asked Questions
Q: What is the prediction methodology for Taiwan Weighted Index stock?A: Taiwan Weighted Index stock prediction methodology: We evaluate the prediction models Supervised Machine Learning (ML) and Beta
Q: Is Taiwan Weighted Index stock a buy or sell?
A: The dominant strategy among neural network is to Hold Taiwan Weighted Index Stock.
Q: Is Taiwan Weighted Index stock a good investment?
A: The consensus rating for Taiwan Weighted Index is Hold and assigned short-term Baa2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of Taiwan Weighted Index stock?
A: The consensus rating for Taiwan Weighted Index is Hold.
Q: What is the prediction period for Taiwan Weighted Index stock?
A: The prediction period for Taiwan Weighted Index is (n+16 weeks)
- 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)