How accurate is machine learning in stock market? (CTXS Stock Forecast)

Abstract

We evaluate Citrix prediction models with Delay-Line Oscillators and Multiple Regression^1,2,3,4 and conclude that the CTXS 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 Buy CTXS stock.

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

Key Points

1. Market Risk
2. What are the most successful trading algorithms?
3. Decision Making

CTXS Target Price Prediction Modeling Methodology

We consider Citrix Stock Decision Process with Multiple Regression where A is the set of discrete actions of CTXS 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(Multiple Regression)^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(Delay-Line Oscillators) X S(n):→ (n+3 month) $\begin{array}{l}\int r^s\mathrm{rs}\end{array}$

n:Time series to forecast

p:Price signals of CTXS 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?

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

Sample Set: Neural Network
Stock/Index: CTXS Citrix
Time series to forecast n: 01 Sep 2022 for (n+3 month)

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

Citrix assigned short-term Ba3 & long-term B2 forecasted stock rating. We evaluate the prediction models Delay-Line Oscillators with Multiple Regression^1,2,3,4 and conclude that the CTXS 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 Buy CTXS stock.

Financial State Forecast for CTXS Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba3	B2
Operational Risk	63	60
Market Risk	75	38
Technical Analysis	86	34
Fundamental Analysis	57	78
Risk Unsystematic	43	48

Prediction Confidence Score

Trust metric by Neural Network: 72 out of 100 with 535 signals.

References

1. E. Altman, K. Avrachenkov, and R. N ́u ̃nez-Queija. Perturbation analysis for denumerable Markov chains with application to queueing models. Advances in Applied Probability, pages 839–853, 2004
2. Schapire RE, Freund Y. 2012. Boosting: Foundations and Algorithms. Cambridge, MA: MIT Press
3. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
4. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
5. Chipman HA, George EI, McCulloch RE. 2010. Bart: Bayesian additive regression trees. Ann. Appl. Stat. 4:266–98
6. Bertsimas D, King A, Mazumder R. 2016. Best subset selection via a modern optimization lens. Ann. Stat. 44:813–52
7. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71

Frequently Asked Questions

Q: What is the prediction methodology for CTXS stock?
A: CTXS stock prediction methodology: We evaluate the prediction models Delay-Line Oscillators and Multiple Regression
Q: Is CTXS stock a buy or sell?
A: The dominant strategy among neural network is to Buy CTXS Stock.
Q: Is Citrix stock a good investment?
A: The consensus rating for Citrix is Buy and assigned short-term Ba3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of CTXS stock?
A: The consensus rating for CTXS is Buy.
Q: What is the prediction period for CTXS stock?
A: The prediction period for CTXS is (n+3 month)