Can stock prices be predicted? (EXEL Stock Forecast)


Stock market forecasting is considered to be a challenging topic among time series forecasting. This study proposes a novel two-stage ensemble machine learning model named SVR-ENANFIS for stock price prediction by combining features of support vector regression (SVR) and ensemble adaptive neuro fuzzy inference system (ENANFIS). We evaluate Exelixis prediction models with Deductive Inference (ML) and Lasso Regression1,2,3,4 and conclude that the EXEL 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 EXEL stock.


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

Key Points

  1. Market Outlook
  2. Buy, Sell and Hold Signals
  3. Should I buy stocks now or wait amid such uncertainty?

EXEL Target Price Prediction Modeling Methodology

As part of this research, different techniques have been studied for data extraction and analysis. After having reviewed the work related to the initial idea of the research, it is shown the development carried out, together with the data extraction and the machine learning algorithms for prediction used. The calculation of technical analysis metrics is also included. The development of a visualization platform has been proposed for high-level interaction between the user and the recommendation system. We consider Exelixis Stock Decision Process with Lasso Regression where A is the set of discrete actions of EXEL 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(Lasso 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(Deductive Inference (ML)) X S(n):→ (n+4 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of EXEL 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?

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

Sample Set: Neural Network
Stock/Index: EXEL Exelixis
Time series to forecast n: 21 Sep 2022 for (n+4 weeks)

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

Exelixis assigned short-term B1 & long-term B2 forecasted stock rating. We evaluate the prediction models Deductive Inference (ML) with Lasso Regression1,2,3,4 and conclude that the EXEL 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 EXEL stock.

Financial State Forecast for EXEL Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B2
Operational Risk 4638
Market Risk7971
Technical Analysis4831
Fundamental Analysis5147
Risk Unsystematic7667

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 651 signals.

References

  1. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  2. Hoerl AE, Kennard RW. 1970. Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12:55–67
  3. M. Petrik and D. Subramanian. An approximate solution method for large risk-averse Markov decision processes. In Proceedings of the 28th International Conference on Uncertainty in Artificial Intelligence, 2012.
  4. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
  5. Mnih A, Kavukcuoglu K. 2013. Learning word embeddings efficiently with noise-contrastive estimation. In Advances in Neural Information Processing Systems, Vol. 26, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 2265–73. San Diego, CA: Neural Inf. Process. Syst. Found.
  6. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  7. Farrell MH, Liang T, Misra S. 2018. Deep neural networks for estimation and inference: application to causal effects and other semiparametric estimands. arXiv:1809.09953 [econ.EM]
Frequently Asked QuestionsQ: What is the prediction methodology for EXEL stock?
A: EXEL stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Lasso Regression
Q: Is EXEL stock a buy or sell?
A: The dominant strategy among neural network is to Hold EXEL Stock.
Q: Is Exelixis stock a good investment?
A: The consensus rating for Exelixis is Hold and assigned short-term B1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of EXEL stock?
A: The consensus rating for EXEL is Hold.
Q: What is the prediction period for EXEL stock?
A: The prediction period for EXEL is (n+4 weeks)

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