Should I Buy Stocks Now or Wait Amid Such Uncertainty? (AMKR Stock Prediction)

Abstract

We evaluate Amkor Technology prediction models with Modular Neural Network (Speculative Sentiment Analysis) and Paired T-Test^1,2,3,4 and conclude that the AMKR stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold AMKR stock.

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

Key Points

1. What is the use of Markov decision process?
2. Can we predict stock market using machine learning?
3. Fundemental Analysis with Algorithmic Trading

AMKR Target Price Prediction Modeling Methodology

We consider Amkor Technology Stock Decision Process with Paired T-Test where A is the set of discrete actions of AMKR 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(Paired T-Test)^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 (Speculative Sentiment Analysis)) X S(n):→ (n+4 weeks) $\begin{array}{l}\int e^x\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of AMKR 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?

AMKR Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: AMKR Amkor Technology
Time series to forecast n: 06 Sep 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold AMKR 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

Amkor Technology assigned short-term Ba3 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) with Paired T-Test^1,2,3,4 and conclude that the AMKR stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold AMKR stock.

Financial State Forecast for AMKR Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba3	Ba3
Operational Risk	71	68
Market Risk	46	41
Technical Analysis	69	80
Fundamental Analysis	86	63
Risk Unsystematic	57	78

Prediction Confidence Score

Trust metric by Neural Network: 88 out of 100 with 709 signals.

References

1. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
2. P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002
3. V. Mnih, A. P. Badia, M. Mirza, A. Graves, T. P. Lillicrap, T. Harley, D. Silver, and K. Kavukcuoglu. Asynchronous methods for deep reinforcement learning. In Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016, pages 1928–1937, 2016
4. Zou H, Hastie T. 2005. Regularization and variable selection via the elastic net. J. R. Stat. Soc. B 67:301–20
5. Canova, F. B. E. Hansen (1995), "Are seasonal patterns constant over time? A test for seasonal stability," Journal of Business and Economic Statistics, 13, 237–252.
6. V. Borkar. A sensitivity formula for the risk-sensitive cost and the actor-critic algorithm. Systems & Control Letters, 44:339–346, 2001
7. Breiman L. 1993. Better subset selection using the non-negative garotte. Tech. Rep., Univ. Calif., Berkeley

Frequently Asked Questions

Q: What is the prediction methodology for AMKR stock?
A: AMKR stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Paired T-Test
Q: Is AMKR stock a buy or sell?
A: The dominant strategy among neural network is to Hold AMKR Stock.
Q: Is Amkor Technology stock a good investment?
A: The consensus rating for Amkor Technology is Hold and assigned short-term Ba3 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of AMKR stock?
A: The consensus rating for AMKR is Hold.
Q: What is the prediction period for AMKR stock?
A: The prediction period for AMKR is (n+4 weeks)