How do you know when a stock will go up or down? (AM Stock Forecast) (Forecast)

Abstract

We evaluate Antero Midstream prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Chi-Square^1,2,3,4 and conclude that the AM stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell AM stock.

Keywords: AM, Antero Midstream, 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. How useful are statistical predictions?
3. Market Outlook

AM Target Price Prediction Modeling Methodology

We consider Antero Midstream Stock Decision Process with Chi-Square where A is the set of discrete actions of AM 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(Chi-Square)^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(Modular Neural Network (Social Media Sentiment Analysis)) X S(n):→ (n+8 weeks) $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of AM 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?

AM Stock Forecast (Buy or Sell) for (n+8 weeks)

Sample Set: Neural Network
Stock/Index: AM Antero Midstream
Time series to forecast n: 04 Sep 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell AM 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

Antero Midstream assigned short-term Baa2 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Chi-Square^1,2,3,4 and conclude that the AM stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell AM stock.

Financial State Forecast for AM Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Baa2	B1
Operational Risk	80	77
Market Risk	75	81
Technical Analysis	54	34
Fundamental Analysis	80	52
Risk Unsystematic	79	35

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 493 signals.

References

1. Zeileis A, Hothorn T, Hornik K. 2008. Model-based recursive partitioning. J. Comput. Graph. Stat. 17:492–514 Zhou Z, Athey S, Wager S. 2018. Offline multi-action policy learning: generalization and optimization. arXiv:1810.04778 [stat.ML]
2. Bennett J, Lanning S. 2007. The Netflix prize. In Proceedings of KDD Cup and Workshop 2007, p. 35. New York: ACM
3. Schapire RE, Freund Y. 2012. Boosting: Foundations and Algorithms. Cambridge, MA: MIT Press
4. Angrist JD, Pischke JS. 2008. Mostly Harmless Econometrics: An Empiricist's Companion. Princeton, NJ: Princeton Univ. Press
5. Clements, M. P. D. F. Hendry (1995), "Forecasting in cointegrated systems," Journal of Applied Econometrics, 10, 127–146.
6. Barrett, C. B. (1997), "Heteroscedastic price forecasting for food security management in developing countries," Oxford Development Studies, 25, 225–236.
7. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.

Frequently Asked Questions

Q: What is the prediction methodology for AM stock?
A: AM stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Chi-Square
Q: Is AM stock a buy or sell?
A: The dominant strategy among neural network is to Sell AM Stock.
Q: Is Antero Midstream stock a good investment?
A: The consensus rating for Antero Midstream is Sell and assigned short-term Baa2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of AM stock?
A: The consensus rating for AM is Sell.
Q: What is the prediction period for AM stock?
A: The prediction period for AM is (n+8 weeks)

Premium

• Live broadcast of expert trader insights
• Real-time stock market analysis
• Access to a library of research dataset (API,XLS,JSON)
• Real-time updates
• In-depth research reports (PDF)

Login