When should you buy or sell a stock? (EPAM Stock Forecast)

A speculator on a Stock Market, aside from having money to spare, needs at least one other thing — a means of producing accurate and understandable predictions ahead of others in the Market, so that a tactical and price advantage can be gained. This work demonstrates that it is possible to predict one such Market to a high degree of accuracy. We evaluate EPAM Systems prediction models with Modular Neural Network (Market News Sentiment Analysis) and Chi-Square^1,2,3,4 and conclude that the EPAM 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 EPAM stock.

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

Key Points

1. What is prediction in deep learning?
2. What are the most successful trading algorithms?
3. What is Markov decision process in reinforcement learning?

EPAM Target Price Prediction Modeling Methodology

Finance is one of the pioneering industries that started using Machine Learning (ML), a subset of Artificial Intelligence (AI) in the early 80s for market prediction. Since then, major firms and hedge funds have adopted machine learning for stock prediction, portfolio optimization, credit lending, stock betting, etc. In this paper, we survey all the different approaches of machine learning that can be incorporated in applied finance. We consider EPAM Systems Stock Decision Process with Chi-Square where A is the set of discrete actions of EPAM 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(Modular Neural Network (Market News Sentiment Analysis)) X S(n):→ (n+3 month) $\sum _{i=1}^n\left(r_i\right)$

n:Time series to forecast

p:Price signals of EPAM 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?

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

Sample Set: Neural Network
Stock/Index: EPAM EPAM Systems
Time series to forecast n: 06 Oct 2022 for (n+3 month)

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

EPAM Systems assigned short-term B1 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Chi-Square^1,2,3,4 and conclude that the EPAM 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 EPAM stock.

Financial State Forecast for EPAM Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B1	Ba3
Operational Risk	39	64
Market Risk	88	85
Technical Analysis	54	64
Fundamental Analysis	77	69
Risk Unsystematic	46	31

Prediction Confidence Score

Trust metric by Neural Network: 88 out of 100 with 843 signals.

References

1. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
2. Christou, C., P. A. V. B. Swamy G. S. Tavlas (1996), "Modelling optimal strategies for the allocation of wealth in multicurrency investments," International Journal of Forecasting, 12, 483–493.
3. Bennett J, Lanning S. 2007. The Netflix prize. In Proceedings of KDD Cup and Workshop 2007, p. 35. New York: ACM
4. Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
5. Athey S, Imbens GW. 2017a. The econometrics of randomized experiments. In Handbook of Economic Field Experiments, Vol. 1, ed. E Duflo, A Banerjee, pp. 73–140. Amsterdam: Elsevier
6. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
7. Zou H, Hastie T. 2005. Regularization and variable selection via the elastic net. J. R. Stat. Soc. B 67:301–20

Frequently Asked Questions

Q: What is the prediction methodology for EPAM stock?
A: EPAM stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Chi-Square
Q: Is EPAM stock a buy or sell?
A: The dominant strategy among neural network is to Hold EPAM Stock.
Q: Is EPAM Systems stock a good investment?
A: The consensus rating for EPAM Systems is Hold and assigned short-term B1 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of EPAM stock?
A: The consensus rating for EPAM is Hold.
Q: What is the prediction period for EPAM stock?
A: The prediction period for EPAM is (n+3 month)

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