FTI Consulting assigned short-term Ba2 & long-term B1 forecasted stock rating.


Nowadays, people show more and more enthusiasm for applying machine learning methods to finance domain. Many scholars and investors are trying to discover the mystery behind the stock market by applying deep learning. This thesis compares four machine learning methods: long short-term memory (LSTM), gated recurrent units (GRU), support vector machine (SVM), and eXtreme gradient boosting (XGBoost) to test which one performs the best in predicting the stock trend. We evaluate FTI Consulting prediction models with Inductive Learning (ML) and Factor1,2,3,4 and conclude that the FCN 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 Sell FCN stock.


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

Key Points

  1. What is prediction model?
  2. What is the use of Markov decision process?
  3. Buy, Sell and Hold Signals

FCN Target Price Prediction Modeling Methodology

The nature of stock market movement has always been ambiguous for investors because of various influential factors. This study aims to significantly reduce the risk of trend prediction with machine learning and deep learning algorithms. We consider FTI Consulting Stock Decision Process with Factor where A is the set of discrete actions of FCN 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= 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(Inductive Learning (ML)) X S(n):→ (n+3 month) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of FCN 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?

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

Sample Set: Neural Network
Stock/Index: FCN FTI Consulting
Time series to forecast n: 12 Sep 2022 for (n+3 month)

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

FTI Consulting assigned short-term Ba2 & long-term B1 forecasted stock rating. We evaluate the prediction models Inductive Learning (ML) with Factor1,2,3,4 and conclude that the FCN 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 Sell FCN stock.

Financial State Forecast for FCN Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba2B1
Operational Risk 4140
Market Risk8360
Technical Analysis4771
Fundamental Analysis8853
Risk Unsystematic8261

Prediction Confidence Score

Trust metric by Neural Network: 86 out of 100 with 459 signals.

References

  1. Alpaydin E. 2009. Introduction to Machine Learning. Cambridge, MA: MIT Press
  2. C. Claus and C. Boutilier. The dynamics of reinforcement learning in cooperative multiagent systems. In Proceedings of the Fifteenth National Conference on Artificial Intelligence and Tenth Innovative Applications of Artificial Intelligence Conference, AAAI 98, IAAI 98, July 26-30, 1998, Madison, Wisconsin, USA., pages 746–752, 1998.
  3. Doudchenko N, Imbens GW. 2016. Balancing, regression, difference-in-differences and synthetic control methods: a synthesis. NBER Work. Pap. 22791
  4. Chamberlain G. 2000. Econometrics and decision theory. J. Econom. 95:255–83
  5. Hirano K, Porter JR. 2009. Asymptotics for statistical treatment rules. Econometrica 77:1683–701
  6. R. Sutton and A. Barto. Introduction to reinforcement learning. MIT Press, 1998
  7. Athey S, Imbens GW. 2017b. The state of applied econometrics: causality and policy evaluation. J. Econ. Perspect. 31:3–32
Frequently Asked QuestionsQ: What is the prediction methodology for FCN stock?
A: FCN stock prediction methodology: We evaluate the prediction models Inductive Learning (ML) and Factor
Q: Is FCN stock a buy or sell?
A: The dominant strategy among neural network is to Sell FCN Stock.
Q: Is FTI Consulting stock a good investment?
A: The consensus rating for FTI Consulting is Sell and assigned short-term Ba2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of FCN stock?
A: The consensus rating for FCN is Sell.
Q: What is the prediction period for FCN stock?
A: The prediction period for FCN is (n+3 month)

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