Modelling A.I. in Economics

Is CTVA Stock Expected to Go Up? (Stock Forecast)

With the advent of machine learning, numerous approaches have been proposed to forecast stock prices. Various models have been developed to date such as Recurrent Neural Networks, Long Short-Term Memory, Convolutional Neural Network sliding window, etc., but were not accurate enough. Here, the aim is to predict the price of a stock and compare the results obtained using three major algorithms namely Kalman filters, XGBoost and ARIMA. We evaluate Corteva prediction models with Transfer Learning (ML) and Linear Regression1,2,3,4 and conclude that the CTVA 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 CTVA stock.


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

Key Points

  1. Market Signals
  2. What is prediction model?
  3. Can statistics predict the future?

CTVA Target Price Prediction Modeling Methodology

Stock markets are affected by many uncertainties and interrelated economic and political factors at both local and global levels. The key to successful stock market forecasting is achieving best results with minimum required input data. To determine the set of relevant factors for making accurate predictions is a complicated task and so regular stock market analysis is very essential. More specifically, the stock market's movements are analyzed and predicted in order to retrieve knowledge that could guide investors on when to buy and sell. We consider Corteva Stock Decision Process with Linear Regression where A is the set of discrete actions of CTVA 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(Linear 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(Transfer Learning (ML)) X S(n):→ (n+1 year) i = 1 n a i

n:Time series to forecast

p:Price signals of CTVA 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?

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

Sample Set: Neural Network
Stock/Index: CTVA Corteva
Time series to forecast n: 21 Sep 2022 for (n+1 year)

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

Corteva assigned short-term B1 & long-term B1 forecasted stock rating. We evaluate the prediction models Transfer Learning (ML) with Linear Regression1,2,3,4 and conclude that the CTVA 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 CTVA stock.

Financial State Forecast for CTVA Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B1
Operational Risk 8459
Market Risk3052
Technical Analysis6762
Fundamental Analysis8158
Risk Unsystematic3264

Prediction Confidence Score

Trust metric by Neural Network: 83 out of 100 with 612 signals.

References

  1. Semenova V, Goldman M, Chernozhukov V, Taddy M. 2018. Orthogonal ML for demand estimation: high dimensional causal inference in dynamic panels. arXiv:1712.09988 [stat.ML]
  2. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
  3. Allen, P. G. (1994), "Economic forecasting in agriculture," International Journal of Forecasting, 10, 81–135.
  4. Abadie A, Diamond A, Hainmueller J. 2015. Comparative politics and the synthetic control method. Am. J. Political Sci. 59:495–510
  5. Chamberlain G. 2000. Econometrics and decision theory. J. Econom. 95:255–83
  6. C. Szepesvári. Algorithms for Reinforcement Learning. Synthesis Lectures on Artificial Intelligence and Machine Learning. Morgan & Claypool Publishers, 2010
  7. Bessler, D. A. R. A. Babula, (1987), "Forecasting wheat exports: Do exchange rates matter?" Journal of Business and Economic Statistics, 5, 397–406.
Frequently Asked QuestionsQ: What is the prediction methodology for CTVA stock?
A: CTVA stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Linear Regression
Q: Is CTVA stock a buy or sell?
A: The dominant strategy among neural network is to Hold CTVA Stock.
Q: Is Corteva stock a good investment?
A: The consensus rating for Corteva is Hold and assigned short-term B1 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of CTVA stock?
A: The consensus rating for CTVA is Hold.
Q: What is the prediction period for CTVA stock?
A: The prediction period for CTVA is (n+1 year)

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