Marathon Petroleum Stock Forecast & Analysis

Abstract

We evaluate Marathon Petroleum prediction models with Modular Neural Network (Market News Sentiment Analysis) and Stepwise Regression^1,2,3,4 and conclude that the MPC stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell MPC stock.

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

Key Points

1. Technical Analysis with Algorithmic Trading
2. Is it better to buy and sell or hold?
3. Market Signals

MPC Target Price Prediction Modeling Methodology

We consider Marathon Petroleum Stock Decision Process with Stepwise Regression where A is the set of discrete actions of MPC 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(Stepwise Regression)^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 (Market News Sentiment Analysis)) X S(n):→ (n+6 month) $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of MPC 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?

MPC Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: MPC Marathon Petroleum
Time series to forecast n: 04 Sep 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell MPC 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

Marathon Petroleum assigned short-term Ba2 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Stepwise Regression^1,2,3,4 and conclude that the MPC stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell MPC stock.

Financial State Forecast for MPC Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba2	B2
Operational Risk	78	41
Market Risk	69	36
Technical Analysis	52	85
Fundamental Analysis	63	58
Risk Unsystematic	86	43

Prediction Confidence Score

Trust metric by Neural Network: 91 out of 100 with 696 signals.

References

1. Bottou L. 1998. Online learning and stochastic approximations. In On-Line Learning in Neural Networks, ed. D Saad, pp. 9–42. New York: ACM
2. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2018a. Double/debiased machine learning for treatment and structural parameters. Econom. J. 21:C1–68
3. Y. Chow and M. Ghavamzadeh. Algorithms for CVaR optimization in MDPs. In Advances in Neural Infor- mation Processing Systems, pages 3509–3517, 2014.
4. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
5. 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]
6. J. Z. Leibo, V. Zambaldi, M. Lanctot, J. Marecki, and T. Graepel. Multi-agent Reinforcement Learning in Sequential Social Dilemmas. In Proceedings of the 16th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2017), Sao Paulo, Brazil, 2017
7. Bai J, Ng S. 2017. Principal components and regularized estimation of factor models. arXiv:1708.08137 [stat.ME]

Frequently Asked Questions

Q: What is the prediction methodology for MPC stock?
A: MPC stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Stepwise Regression
Q: Is MPC stock a buy or sell?
A: The dominant strategy among neural network is to Sell MPC Stock.
Q: Is Marathon Petroleum stock a good investment?
A: The consensus rating for Marathon Petroleum is Sell and assigned short-term Ba2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of MPC stock?
A: The consensus rating for MPC is Sell.
Q: What is the prediction period for MPC stock?
A: The prediction period for MPC is (n+6 month)

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