How accurate is machine learning in stock market? (ITRK Stock Forecast)


Abstract

We evaluate Intertek prediction models with Modular Neural Network (Financial Sentiment Analysis) and Multiple Regression1,2,3,4 and conclude that the ITRK stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold ITRK stock.


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

Key Points

  1. What is statistical models in machine learning?
  2. Why do we need predictive models?
  3. Game Theory

ITRK Target Price Prediction Modeling Methodology

We consider Intertek Stock Decision Process with Multiple Regression where A is the set of discrete actions of ITRK 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= 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(Modular Neural Network (Financial Sentiment Analysis)) X S(n):→ (n+1 year) i = 1 n a i

n:Time series to forecast

p:Price signals of ITRK 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?

ITRK Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: ITRK Intertek
Time series to forecast n: 04 Sep 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold ITRK 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

Intertek assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) with Multiple Regression1,2,3,4 and conclude that the ITRK stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold ITRK stock.

Financial State Forecast for ITRK Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Operational Risk 3751
Market Risk7890
Technical Analysis5833
Fundamental Analysis3366
Risk Unsystematic5880

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 529 signals.

References

  1. Hastie T, Tibshirani R, Friedman J. 2009. The Elements of Statistical Learning. Berlin: Springer
  2. Y. Le Tallec. Robust, risk-sensitive, and data-driven control of Markov decision processes. PhD thesis, Massachusetts Institute of Technology, 2007.
  3. R. Williams. Simple statistical gradient-following algorithms for connectionist reinforcement learning. Ma- chine learning, 8(3-4):229–256, 1992
  4. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
  5. J. Filar, D. Krass, and K. Ross. Percentile performance criteria for limiting average Markov decision pro- cesses. IEEE Transaction of Automatic Control, 40(1):2–10, 1995.
  6. Abadie A, Diamond A, Hainmueller J. 2015. Comparative politics and the synthetic control method. Am. J. Political Sci. 59:495–510
  7. E. Collins. Using Markov decision processes to optimize a nonlinear functional of the final distribution, with manufacturing applications. In Stochastic Modelling in Innovative Manufacturing, pages 30–45. Springer, 1997
Frequently Asked QuestionsQ: What is the prediction methodology for ITRK stock?
A: ITRK stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Multiple Regression
Q: Is ITRK stock a buy or sell?
A: The dominant strategy among neural network is to Hold ITRK Stock.
Q: Is Intertek stock a good investment?
A: The consensus rating for Intertek is Hold and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of ITRK stock?
A: The consensus rating for ITRK is Hold.
Q: What is the prediction period for ITRK stock?
A: The prediction period for ITRK is (n+1 year)

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