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


Investors raise profit from stock market by maximising gains and minimising loses. The profit is difficult to raise because of the volatile nature of stock market prices. Predictive modelling allows investors to make informed decisions. We evaluate Coterra prediction models with Ensemble Learning (ML) and ElasticNet Regression1,2,3,4 and conclude that the CTRA 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 CTRA stock.


Keywords: CTRA, Coterra, 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 best way to predict stock prices?
  2. Nash Equilibria
  3. What is prediction in deep learning?

CTRA Target Price Prediction Modeling Methodology

Accurate stock market prediction is of great interest to investors; however, stock markets are driven by volatile factors such as microblogs and news that make it hard to predict stock market index based on merely the historical data. The enormous stock market volatility emphasizes the need to effectively assess the role of external factors in stock prediction. Stock markets can be predicted using machine learning algorithms on information contained in social media and financial news, as this data can change investors' behavior. We consider Coterra Stock Decision Process with ElasticNet Regression where A is the set of discrete actions of CTRA 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(ElasticNet 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(Ensemble Learning (ML)) X S(n):→ (n+3 month) i = 1 n r i

n:Time series to forecast

p:Price signals of CTRA 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?

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

Sample Set: Neural Network
Stock/Index: CTRA Coterra
Time series to forecast n: 22 Sep 2022 for (n+3 month)

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

Coterra assigned short-term B1 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Ensemble Learning (ML) with ElasticNet Regression1,2,3,4 and conclude that the CTRA 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 CTRA stock.

Financial State Forecast for CTRA Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba3
Operational Risk 5590
Market Risk6278
Technical Analysis7353
Fundamental Analysis7344
Risk Unsystematic4956

Prediction Confidence Score

Trust metric by Neural Network: 72 out of 100 with 779 signals.

References

  1. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
  2. Mikolov T, Sutskever I, Chen K, Corrado GS, Dean J. 2013b. Distributed representations of words and phrases and their compositionality. In Advances in Neural Information Processing Systems, Vol. 26, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 3111–19. San Diego, CA: Neural Inf. Process. Syst. Found.
  3. Burgess, D. F. (1975), "Duality theory and pitfalls in the specification of technologies," Journal of Econometrics, 3, 105–121.
  4. Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
  5. A. Shapiro, W. Tekaya, J. da Costa, and M. Soares. Risk neutral and risk averse stochastic dual dynamic programming method. European journal of operational research, 224(2):375–391, 2013
  6. O. Bardou, N. Frikha, and G. Pag`es. Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications, 15(3):173–210, 2009.
  7. Nie X, Wager S. 2019. Quasi-oracle estimation of heterogeneous treatment effects. arXiv:1712.04912 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for CTRA stock?
A: CTRA stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and ElasticNet Regression
Q: Is CTRA stock a buy or sell?
A: The dominant strategy among neural network is to Hold CTRA Stock.
Q: Is Coterra stock a good investment?
A: The consensus rating for Coterra is Hold and assigned short-term B1 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of CTRA stock?
A: The consensus rating for CTRA is Hold.
Q: What is the prediction period for CTRA stock?
A: The prediction period for CTRA is (n+3 month)

People also ask

What are the top stocks to invest in right now?
Our Mission

As AC Investment Research, our goal is to do fundamental research, bring forward a totally new, scientific technology and create frameworks for objective forecasting using machine learning and fundamentals of Game Theory.

301 Massachusetts Avenue Cambridge, MA 02139 667-253-1000 pr@ademcetinkaya.com

Follow Us | Send Feedback