Modelling A.I. in Economics

Should You Buy Now or Wait? (GRMN Stock Forecast) (Forecast)

In this paper, we introduce a new prediction model depend on Bidirectional Gated Recurrent Unit (BGRU). Our predictive model relies on both online financial news and historical stock prices data to predict the stock movements in the future. We evaluate Garmin prediction models with Active Learning (ML) and Stepwise Regression1,2,3,4 and conclude that the GRMN 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 GRMN stock.


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

Key Points

  1. What statistical methods are used to analyze data?
  2. What statistical methods are used to analyze data?
  3. What are main components of Markov decision process?

GRMN Target Price Prediction Modeling Methodology

The stock market prediction patterns are seen as an important activity and it is more effective. Hence, stock prices will lead to lucrative profits from sound taking decisions. Because of the stagnant and noisy data, stock market-related forecasts are a major challenge for investors. Therefore, forecasting the stock market is a major challenge for investors to use their money to make more profit. Stock market predictions use mathematical strategies and learning tools. We consider Garmin Stock Decision Process with Stepwise Regression where A is the set of discrete actions of GRMN 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(Stepwise Regression)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(Active Learning (ML)) X S(n):→ (n+3 month) i = 1 n r i

n:Time series to forecast

p:Price signals of GRMN 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?

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


Sample Set: Neural Network
Stock/Index: GRMN Garmin
Time series to forecast n: 05 Nov 2022 for (n+3 month)

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

Adjusted IFRS* Prediction Methods for Garmin

  1. If a financial instrument that was previously recognised as a financial asset is measured at fair value through profit or loss and its fair value decreases below zero, it is a financial liability measured in accordance with paragraph 4.2.1. However, hybrid contracts with hosts that are assets within the scope of this Standard are always measured in accordance with paragraph 4.3.2.
  2. However, an entity is not required to separately recognise interest revenue or impairment gains or losses for a financial asset measured at fair value through profit or loss. Consequently, when an entity reclassifies a financial asset out of the fair value through profit or loss measurement category, the effective interest rate is determined on the basis of the fair value of the asset at the reclassification date. In addition, for the purposes of applying Section 5.5 to the financial asset from the reclassification date, the date of the reclassification is treated as the date of initial recognition.
  3. The definition of a derivative refers to non-financial variables that are not specific to a party to the contract. These include an index of earthquake losses in a particular region and an index of temperatures in a particular city. Non-financial variables specific to a party to the contract include the occurrence or non-occurrence of a fire that damages or destroys an asset of a party to the contract. A change in the fair value of a non-financial asset is specific to the owner if the fair value reflects not only changes in market prices for such assets (a financial variable) but also the condition of the specific non-financial asset held (a non-financial variable). For example, if a guarantee of the residual value of a specific car exposes the guarantor to the risk of changes in the car's physical condition, the change in that residual value is specific to the owner of the car.
  4. A regular way purchase or sale gives rise to a fixed price commitment between trade date and settlement date that meets the definition of a derivative. However, because of the short duration of the commitment it is not recognised as a derivative financial instrument. Instead, this Standard provides for special accounting for such regular way contracts (see paragraphs 3.1.2 and B3.1.3–B3.1.6).

*International Financial Reporting Standards (IFRS) are a set of accounting rules for the financial statements of public companies that are intended to make them consistent, transparent, and easily comparable around the world.

Conclusions

Garmin assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Active Learning (ML) with Stepwise Regression1,2,3,4 and conclude that the GRMN 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 GRMN stock.

Financial State Forecast for GRMN Garmin Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B1
Operational Risk 8577
Market Risk7948
Technical Analysis8131
Fundamental Analysis3372
Risk Unsystematic3159

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 671 signals.

References

  1. Jacobs B, Donkers B, Fok D. 2014. Product Recommendations Based on Latent Purchase Motivations. Rotterdam, Neth.: ERIM
  2. S. Proper and K. Tumer. Modeling difference rewards for multiagent learning (extended abstract). In Proceedings of the Eleventh International Joint Conference on Autonomous Agents and Multiagent Systems, Valencia, Spain, June 2012
  3. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
  4. G. J. Laurent, L. Matignon, and N. L. Fort-Piat. The world of independent learners is not Markovian. Int. J. Know.-Based Intell. Eng. Syst., 15(1):55–64, 2011
  5. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
  6. Bamler R, Mandt S. 2017. Dynamic word embeddings via skip-gram filtering. In Proceedings of the 34th Inter- national Conference on Machine Learning, pp. 380–89. La Jolla, CA: Int. Mach. Learn. Soc.
  7. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
Frequently Asked QuestionsQ: What is the prediction methodology for GRMN stock?
A: GRMN stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Stepwise Regression
Q: Is GRMN stock a buy or sell?
A: The dominant strategy among neural network is to Hold GRMN Stock.
Q: Is Garmin stock a good investment?
A: The consensus rating for Garmin is Hold and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of GRMN stock?
A: The consensus rating for GRMN is Hold.
Q: What is the prediction period for GRMN stock?
A: The prediction period for GRMN is (n+3 month)

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.