Can stock prices be predicted? (MRO Stock Forecast)

In this paper, we introduce a new prediction model depend on Bidirectional Gated Recurrent Unit (BGRU). Our predictive model relies on both online financial news and historical stock prices data to predict the stock movements in the future. We evaluate Marathon Oil prediction models with Deductive Inference (ML) and Factor^1,2,3,4 and conclude that the MRO 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 MRO stock.

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

Key Points

1. How do you know when a stock will go up or down?
2. How do you pick a stock?
3. What statistical methods are used to analyze data?

MRO Target Price Prediction Modeling Methodology

The stock market has been an attractive field for a large number of organizers and investors to derive useful predictions. Fundamental knowledge of stock market can be utilised with technical indicators to investigate different perspectives of the financial market; also, the influence of various events, financial news, and/or opinions on investors' decisions and hence, market trends have been observed. Such information can be exploited to make reliable predictions and achieve higher profitability. Computational intelligence has emerged with various deep neural network (DNN) techniques to address complex stock market problems. We consider Marathon Oil Stock Decision Process with Factor where A is the set of discrete actions of MRO 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(Factor)^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 MRO 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?

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

Sample Set: Neural Network
Stock/Index: MRO Marathon Oil
Time series to forecast n: 16 Sep 2022 for (n+4 weeks)

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

Marathon Oil assigned short-term Ba3 & long-term B2 forecasted stock rating. We evaluate the prediction models Deductive Inference (ML) with Factor^1,2,3,4 and conclude that the MRO 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 MRO stock.

Financial State Forecast for MRO Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba3	B2
Operational Risk	70	55
Market Risk	60	66
Technical Analysis	38	63
Fundamental Analysis	86	41
Risk Unsystematic	66	51

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 511 signals.

References

1. A. Tamar, D. Di Castro, and S. Mannor. Policy gradients with variance related risk criteria. In Proceedings of the Twenty-Ninth International Conference on Machine Learning, pages 387–396, 2012.
2. A. K. Agogino and K. Tumer. Analyzing and visualizing multiagent rewards in dynamic and stochastic environments. Journal of Autonomous Agents and Multi-Agent Systems, 17(2):320–338, 2008
3. R. Sutton, D. McAllester, S. Singh, and Y. Mansour. Policy gradient methods for reinforcement learning with function approximation. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1057–1063, 2000
4. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
5. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
6. Knox SW. 2018. Machine Learning: A Concise Introduction. Hoboken, NJ: Wiley
7. Athey S, Imbens GW. 2017a. The econometrics of randomized experiments. In Handbook of Economic Field Experiments, Vol. 1, ed. E Duflo, A Banerjee, pp. 73–140. Amsterdam: Elsevier

Frequently Asked Questions

Q: What is the prediction methodology for MRO stock?
A: MRO stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Factor
Q: Is MRO stock a buy or sell?
A: The dominant strategy among neural network is to Hold MRO Stock.
Q: Is Marathon Oil stock a good investment?
A: The consensus rating for Marathon Oil is Hold and assigned short-term Ba3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of MRO stock?
A: The consensus rating for MRO is Hold.
Q: What is the prediction period for MRO stock?
A: The prediction period for MRO is (n+4 weeks)

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