Machine Learning stock prediction: EME Stock Prediction


Prediction of the Stock Market is a challenging task in predicting the stock prices in the future. Due to the fluctuating nature of the stock, the stock market is too difficult to predict. Stock prices are constantly changing every day. Estimating of the stock market has a high demand for stock customers. Applying all extracted rules at any time is a major challenge to estimate the future stock price with high accuracy. The latest prediction techniques adopted for the stock market such as Artificial Neural Network, Neuro-Fuzzy System, Time Series Linear Models (TSLM), Recurrent Neural Network (RNN). We evaluate Emcor prediction models with Reinforcement Machine Learning (ML) and Multiple Regression1,2,3,4 and conclude that the EME stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold EME stock.


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

Key Points

  1. Dominated Move
  2. Trust metric by Neural Network
  3. Investment Risk

EME Target Price Prediction Modeling Methodology

In this paper, we propose a hybrid machine learning system based on Genetic Algor ithm (GA) and Support Vector Machines (SVM) for stock market prediction. A variety of indicators from the technical analysis field of study are used as input features. We also make use of the correlation between stock prices of different companies to forecast the price of a stock, making use of technical indicators of highly correlated stocks, not only the stock to be predicted. The genetic algorithm is used to select the set of most informative input features from among all the technical indicators. We consider Emcor Stock Decision Process with Multiple Regression where A is the set of discrete actions of EME 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(Reinforcement Machine Learning (ML)) X S(n):→ (n+4 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of EME 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?

EME Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: EME Emcor
Time series to forecast n: 19 Sep 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold EME 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

Emcor assigned short-term B2 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Reinforcement Machine Learning (ML) with Multiple Regression1,2,3,4 and conclude that the EME stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold EME stock.

Financial State Forecast for EME Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba2
Operational Risk 8984
Market Risk4674
Technical Analysis4730
Fundamental Analysis3587
Risk Unsystematic5060

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 532 signals.

References

  1. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
  2. L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
  3. S. Bhatnagar and K. Lakshmanan. An online actor-critic algorithm with function approximation for con- strained Markov decision processes. Journal of Optimization Theory and Applications, 153(3):688–708, 2012.
  4. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  5. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
  6. Athey S, Blei D, Donnelly R, Ruiz F. 2017b. Counterfactual inference for consumer choice across many prod- uct categories. AEA Pap. Proc. 108:64–67
  7. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
Frequently Asked QuestionsQ: What is the prediction methodology for EME stock?
A: EME stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Multiple Regression
Q: Is EME stock a buy or sell?
A: The dominant strategy among neural network is to Hold EME Stock.
Q: Is Emcor stock a good investment?
A: The consensus rating for Emcor is Hold and assigned short-term B2 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of EME stock?
A: The consensus rating for EME is Hold.
Q: What is the prediction period for EME stock?
A: The prediction period for EME is (n+4 weeks)

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