Buy, sell or hold: POR Stock Forecast

The success of portfolio construction depends primarily on the future performance of stock markets. Recent developments in machine learning have brought significant opportunities to incorporate prediction theory into portfolio selection. However, many studies show that a single prediction model is insufficient to achieve very accurate predictions and affluent returns. In this paper, a novel portfolio construction approach is developed using a hybrid model based on machine learning for stock prediction. We evaluate Portland General Electric prediction models with Modular Neural Network (CNN Layer) and Paired T-Test^1,2,3,4 and conclude that the POR 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 POR stock.

Keywords: POR, Portland General Electric, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

1. Market Risk
2. How do predictive algorithms actually work?
3. How do predictive algorithms actually work?

POR Target Price Prediction Modeling Methodology

Security indices are the main tools for evaluation of the status of financial markets. Moreover, a main part of the economy of any country is constituted of investment in stock markets. Therefore, investors could maximize the return of investment if it becomes possible to predict the future trend of stock market with appropriate methods. The nonlinearity and nonstationarity of financial series make their prediction complicated. This study seeks to evaluate the prediction power of machine-learning models in a stock market. We consider Portland General Electric Stock Decision Process with Paired T-Test where A is the set of discrete actions of POR 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(Paired T-Test)^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 (CNN Layer)) X S(n):→ (n+1 year) $\sum _{i=1}^n\left(a_i\right)$

n:Time series to forecast

p:Price signals of POR 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?

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

Sample Set: Neural Network
Stock/Index: POR Portland General Electric
Time series to forecast n: 09 Oct 2022 for (n+1 year)

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

Portland General Electric assigned short-term Ba3 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Paired T-Test^1,2,3,4 and conclude that the POR 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 POR stock.

Financial State Forecast for POR Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba3	B2
Operational Risk	85	54
Market Risk	74	31
Technical Analysis	62	74
Fundamental Analysis	61	41
Risk Unsystematic	40	49

Prediction Confidence Score

Trust metric by Neural Network: 76 out of 100 with 849 signals.

References

1. E. Altman, K. Avrachenkov, and R. N ́u ̃nez-Queija. Perturbation analysis for denumerable Markov chains with application to queueing models. Advances in Applied Probability, pages 839–853, 2004
2. V. Borkar. Stochastic approximation: a dynamical systems viewpoint. Cambridge University Press, 2008
3. 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
4. Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.
5. J. G. Schneider, W. Wong, A. W. Moore, and M. A. Riedmiller. Distributed value functions. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 371–378, 1999.
6. Candès E, Tao T. 2007. The Dantzig selector: statistical estimation when p is much larger than n. Ann. Stat. 35:2313–51
7. Breiman L, Friedman J, Stone CJ, Olshen RA. 1984. Classification and Regression Trees. Boca Raton, FL: CRC Press

Frequently Asked Questions

Q: What is the prediction methodology for POR stock?
A: POR stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Paired T-Test
Q: Is POR stock a buy or sell?
A: The dominant strategy among neural network is to Hold POR Stock.
Q: Is Portland General Electric stock a good investment?
A: The consensus rating for Portland General Electric is Hold and assigned short-term Ba3 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of POR stock?
A: The consensus rating for POR is Hold.
Q: What is the prediction period for POR stock?
A: The prediction period for POR is (n+1 year)

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