Can stock prices be predicted? (GPN Stock Forecast)

Abstract

We evaluate Global Payments prediction models with Deductive Inference (ML) and Multiple Regression^1,2,3,4 and conclude that the GPN 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 GPN stock.

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

Key Points

1. Operational Risk
2. Stock Rating
3. Trading Interaction

GPN Target Price Prediction Modeling Methodology

We consider Global Payments Stock Decision Process with Multiple Regression where A is the set of discrete actions of GPN 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(Deductive Inference (ML)) X S(n):→ (n+4 weeks) $\sum _{i=1}^n\left(r_i\right)$

n:Time series to forecast

p:Price signals of GPN 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?

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

Sample Set: Neural Network
Stock/Index: GPN Global Payments
Time series to forecast n: 07 Sep 2022 for (n+4 weeks)

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

Global Payments assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Deductive Inference (ML) with Multiple Regression^1,2,3,4 and conclude that the GPN 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 GPN stock.

Financial State Forecast for GPN Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba3	B1
Operational Risk	86	43
Market Risk	37	87
Technical Analysis	68	78
Fundamental Analysis	64	30
Risk Unsystematic	76	51

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 833 signals.

References

1. Clements, M. P. D. F. Hendry (1996), "Intercept corrections and structural change," Journal of Applied Econometrics, 11, 475–494.
2. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
3. Friedman JH. 2002. Stochastic gradient boosting. Comput. Stat. Data Anal. 38:367–78
4. uyer, S. Whiteson, B. Bakker, and N. A. Vlassis. Multiagent reinforcement learning for urban traffic control using coordination graphs. In Machine Learning and Knowledge Discovery in Databases, European Conference, ECML/PKDD 2008, Antwerp, Belgium, September 15-19, 2008, Proceedings, Part I, pages 656–671, 2008.
5. Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
6. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71
7. Belloni A, Chernozhukov V, Hansen C. 2014. High-dimensional methods and inference on structural and treatment effects. J. Econ. Perspect. 28:29–50

Frequently Asked Questions

Q: What is the prediction methodology for GPN stock?
A: GPN stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Multiple Regression
Q: Is GPN stock a buy or sell?
A: The dominant strategy among neural network is to Hold GPN Stock.
Q: Is Global Payments stock a good investment?
A: The consensus rating for Global Payments is Hold and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of GPN stock?
A: The consensus rating for GPN is Hold.
Q: What is the prediction period for GPN stock?
A: The prediction period for GPN is (n+4 weeks)

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