Can neural networks predict stock market? (WH Stock Forecast)

Abstract

We evaluate Wyndham Hotels & Resorts prediction models with Multi-Task Learning (ML) and Beta^1,2,3,4 and conclude that the WH stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold WH stock.

Keywords: WH, Wyndham Hotels & Resorts, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

1. Can stock prices be predicted?
2. What are the most successful trading algorithms?
3. Probability Distribution

WH Target Price Prediction Modeling Methodology

We consider Wyndham Hotels & Resorts Stock Decision Process with Beta where A is the set of discrete actions of WH 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= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Multi-Task Learning (ML)) X S(n):→ (n+6 month) $\begin{array}{l}\int e^x\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of WH 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?

WH Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: WH Wyndham Hotels & Resorts
Time series to forecast n: 06 Sep 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold WH 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

Wyndham Hotels & Resorts assigned short-term Caa2 & long-term B1 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with Beta^1,2,3,4 and conclude that the WH stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold WH stock.

Financial State Forecast for WH Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Caa2	B1
Operational Risk	43	64
Market Risk	30	36
Technical Analysis	50	84
Fundamental Analysis	64	82
Risk Unsystematic	30	30

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 866 signals.

References

1. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
2. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
3. Imbens GW, Rubin DB. 2015. Causal Inference in Statistics, Social, and Biomedical Sciences. Cambridge, UK: Cambridge Univ. Press
4. Hirano K, Porter JR. 2009. Asymptotics for statistical treatment rules. Econometrica 77:1683–701
5. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
6. Athey S, Mobius MM, Pál J. 2017c. The impact of aggregators on internet news consumption. Unpublished manuscript, Grad. School Bus., Stanford Univ., Stanford, CA
7. Y. Le Tallec. Robust, risk-sensitive, and data-driven control of Markov decision processes. PhD thesis, Massachusetts Institute of Technology, 2007.

Frequently Asked Questions

Q: What is the prediction methodology for WH stock?
A: WH stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Beta
Q: Is WH stock a buy or sell?
A: The dominant strategy among neural network is to Hold WH Stock.
Q: Is Wyndham Hotels & Resorts stock a good investment?
A: The consensus rating for Wyndham Hotels & Resorts is Hold and assigned short-term Caa2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of WH stock?
A: The consensus rating for WH is Hold.
Q: What is the prediction period for WH stock?
A: The prediction period for WH is (n+6 month)