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


Abstract

We evaluate Sealed Air prediction models with Multi-Task Learning (ML) and Multiple Regression1,2,3,4 and conclude that the SEE 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 Buy SEE stock.


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

Key Points

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

SEE Target Price Prediction Modeling Methodology

We consider Sealed Air Stock Decision Process with Multiple Regression where A is the set of discrete actions of SEE 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(Multi-Task Learning (ML)) X S(n):→ (n+1 year) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of SEE 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?

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

Sample Set: Neural Network
Stock/Index: SEE Sealed Air
Time series to forecast n: 06 Sep 2022 for (n+1 year)

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

Sealed Air assigned short-term B3 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with Multiple Regression1,2,3,4 and conclude that the SEE 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 Buy SEE stock.

Financial State Forecast for SEE Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3Ba3
Operational Risk 7056
Market Risk5188
Technical Analysis4786
Fundamental Analysis3550
Risk Unsystematic3935

Prediction Confidence Score

Trust metric by Neural Network: 84 out of 100 with 823 signals.

References

  1. Jiang N, Li L. 2016. Doubly robust off-policy value evaluation for reinforcement learning. In Proceedings of the 33rd International Conference on Machine Learning, pp. 652–61. La Jolla, CA: Int. Mach. Learn. Soc.
  2. Schapire RE, Freund Y. 2012. Boosting: Foundations and Algorithms. Cambridge, MA: MIT Press
  3. R. Sutton and A. Barto. Reinforcement Learning. The MIT Press, 1998
  4. Tibshirani R, Hastie T. 1987. Local likelihood estimation. J. Am. Stat. Assoc. 82:559–67
  5. L. Panait and S. Luke. Cooperative multi-agent learning: The state of the art. Autonomous Agents and Multi-Agent Systems, 11(3):387–434, 2005.
  6. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  7. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
Frequently Asked QuestionsQ: What is the prediction methodology for SEE stock?
A: SEE stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and Multiple Regression
Q: Is SEE stock a buy or sell?
A: The dominant strategy among neural network is to Buy SEE Stock.
Q: Is Sealed Air stock a good investment?
A: The consensus rating for Sealed Air is Buy and assigned short-term B3 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of SEE stock?
A: The consensus rating for SEE is Buy.
Q: What is the prediction period for SEE stock?
A: The prediction period for SEE is (n+1 year)

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