What is SET Index stock prediction? (Forecast)

The stock market has been an attractive field for a large number of organizers and investors to derive useful predictions. Fundamental knowledge of stock market can be utilised with technical indicators to investigate different perspectives of the financial market; also, the influence of various events, financial news, and/or opinions on investors' decisions and hence, market trends have been observed. Such information can be exploited to make reliable predictions and achieve higher profitability. Computational intelligence has emerged with various deep neural network (DNN) techniques to address complex stock market problems. We evaluate SET Index prediction models with Ensemble Learning (ML) and Chi-Square^1,2,3,4 and conclude that the SET Index stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold SET Index stock.

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

Key Points

1. Stock Rating
2. What is prediction in deep learning?
3. How useful are statistical predictions?

SET Index Target Price Prediction Modeling Methodology

Stock market trading is an activity in which investors need fast and accurate information to make effective decisions. Since many stocks are traded on a stock exchange, numerous factors influence the decision-making process. Moreover, the behaviour of stock prices is uncertain and hard to predict. For these reasons, stock price prediction is an important process and a challenging one. We consider SET Index Stock Decision Process with Chi-Square where A is the set of discrete actions of SET 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(Chi-Square)^5,6,7= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Ensemble Learning (ML)) X S(n):→ (n+3 month) $\sum _{i=1}^n\left(s_i\right)$

n:Time series to forecast

p:Price signals of SET 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?

SET Index Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: SET Index SET Index
Time series to forecast n: 18 Oct 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold SET 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

SET Index assigned short-term Ba2 & long-term B2 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with Chi-Square^1,2,3,4 and conclude that the SET Index stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold SET Index stock.

Financial State Forecast for SET Index Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba2	B2
Operational Risk	85	39
Market Risk	53	50
Technical Analysis	68	74
Fundamental Analysis	50	38
Risk Unsystematic	88	46

Prediction Confidence Score

Trust metric by Neural Network: 78 out of 100 with 668 signals.

References

1. Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231
2. Scott SL. 2010. A modern Bayesian look at the multi-armed bandit. Appl. Stoch. Models Bus. Ind. 26:639–58
3. S. Bhatnagar and K. Lakshmanan. An online actor-critic algorithm with function approximation for con- strained Markov decision processes. Journal of Optimization Theory and Applications, 153(3):688–708, 2012.
4. 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.
5. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
6. Athey S. 2019. The impact of machine learning on economics. In The Economics of Artificial Intelligence: An Agenda, ed. AK Agrawal, J Gans, A Goldfarb. Chicago: Univ. Chicago Press. In press
7. A. Tamar, D. Di Castro, and S. Mannor. Policy gradients with variance related risk criteria. In Proceedings of the Twenty-Ninth International Conference on Machine Learning, pages 387–396, 2012.

Frequently Asked Questions

Q: What is the prediction methodology for SET Index stock?
A: SET Index stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Chi-Square
Q: Is SET Index stock a buy or sell?
A: The dominant strategy among neural network is to Hold SET Index Stock.
Q: Is SET Index stock a good investment?
A: The consensus rating for SET Index is Hold and assigned short-term Ba2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of SET Index stock?
A: The consensus rating for SET Index is Hold.
Q: What is the prediction period for SET Index stock?
A: The prediction period for SET Index is (n+3 month)

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