What are the most successful trading algorithms? (ORCL Stock Forecast)


Abstract

We evaluate Oracle Corporation prediction models with Statistical Inference (ML) and Pearson Correlation1,2,3,4 and conclude that the ORCL stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold ORCL stock.


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

Key Points

  1. What is the best way to predict stock prices?
  2. Why do we need predictive models?
  3. Can stock prices be predicted?

ORCL Target Price Prediction Modeling Methodology

We consider Oracle Corporation Stock Decision Process with Pearson Correlation where A is the set of discrete actions of ORCL 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(Pearson Correlation)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(Statistical Inference (ML)) X S(n):→ (n+3 month) r s rs

n:Time series to forecast

p:Price signals of ORCL 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?

ORCL Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: ORCL Oracle Corporation
Time series to forecast n: 04 Sep 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold ORCL 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

Oracle Corporation assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Pearson Correlation1,2,3,4 and conclude that the ORCL stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold ORCL stock.

Financial State Forecast for ORCL Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 5979
Market Risk7749
Technical Analysis4530
Fundamental Analysis4677
Risk Unsystematic4532

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 512 signals.

References

  1. N. B ̈auerle and A. Mundt. Dynamic mean-risk optimization in a binomial model. Mathematical Methods of Operations Research, 70(2):219–239, 2009.
  2. M. Ono, M. Pavone, Y. Kuwata, and J. Balaram. Chance-constrained dynamic programming with application to risk-aware robotic space exploration. Autonomous Robots, 39(4):555–571, 2015
  3. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
  4. Breusch, T. S. A. R. Pagan (1979), "A simple test for heteroskedasticity and random coefficient variation," Econometrica, 47, 1287–1294.
  5. E. van der Pol and F. A. Oliehoek. Coordinated deep reinforcement learners for traffic light control. NIPS Workshop on Learning, Inference and Control of Multi-Agent Systems, 2016.
  6. Holland PW. 1986. Statistics and causal inference. J. Am. Stat. Assoc. 81:945–60
  7. G. Shani, R. Brafman, and D. Heckerman. An MDP-based recommender system. In Proceedings of the Eigh- teenth conference on Uncertainty in artificial intelligence, pages 453–460. Morgan Kaufmann Publishers Inc., 2002
Frequently Asked QuestionsQ: What is the prediction methodology for ORCL stock?
A: ORCL stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Pearson Correlation
Q: Is ORCL stock a buy or sell?
A: The dominant strategy among neural network is to Hold ORCL Stock.
Q: Is Oracle Corporation stock a good investment?
A: The consensus rating for Oracle Corporation is Hold and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of ORCL stock?
A: The consensus rating for ORCL is Hold.
Q: What is the prediction period for ORCL stock?
A: The prediction period for ORCL is (n+3 month)

People also ask

What are the top stocks to invest in right now?
Our Mission

As AC Investment Research, our goal is to do fundamental research, bring forward a totally new, scientific technology and create frameworks for objective forecasting using machine learning and fundamentals of Game Theory.

301 Massachusetts Avenue Cambridge, MA 02139 667-253-1000 pr@ademcetinkaya.com

Follow Us | Send Feedback