A speculator on a Stock Market, aside from having money to spare, needs at least one other thing — a means of producing accurate and understandable predictions ahead of others in the Market, so that a tactical and price advantage can be gained. This work demonstrates that it is possible to predict one such Market to a high degree of accuracy. We evaluate FedEx prediction models with Modular Neural Network (News Feed Sentiment Analysis) and Paired T-Test1,2,3,4 and conclude that the FDX stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold FDX stock.
Keywords: FDX, FedEx, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.
Key Points
- What are the most successful trading algorithms?
- Operational Risk
- Trading Signals
FDX Target Price Prediction Modeling Methodology
In this paper we investigate ways to use prior knowledge and neural networks to improve multivariate prediction ability. Daily stock prices are predicted as a complicated real-world problem, taking non-numerical factors such as political and international events are into account. We have studied types of prior knowledge which are difficult to insert into initial network structures or to represent in the form of error measurements. We consider FedEx Stock Decision Process with Paired T-Test where A is the set of discrete actions of FDX 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= X R(Modular Neural Network (News Feed Sentiment Analysis)) X S(n):→ (n+8 weeks)
n:Time series to forecast
p:Price signals of FDX 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?
FDX Stock Forecast (Buy or Sell) for (n+8 weeks)
Sample Set: Neural NetworkStock/Index: FDX FedEx
Time series to forecast n: 08 Oct 2022 for (n+8 weeks)
According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold FDX 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
FedEx assigned short-term B3 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) with Paired T-Test1,2,3,4 and conclude that the FDX stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold FDX stock.
Financial State Forecast for FDX Stock Options & Futures
| Rating | Short-Term | Long-Term Senior |
|---|---|---|
| Outlook* | B3 | B1 |
| Operational Risk | 68 | 57 |
| Market Risk | 35 | 35 |
| Technical Analysis | 52 | 54 |
| Fundamental Analysis | 56 | 84 |
| Risk Unsystematic | 47 | 47 |
Prediction Confidence Score
References
- Dimakopoulou M, Zhou Z, Athey S, Imbens G. 2018. Balanced linear contextual bandits. arXiv:1812.06227 [cs.LG]
- Athey S, Bayati M, Doudchenko N, Imbens G, Khosravi K. 2017a. Matrix completion methods for causal panel data models. arXiv:1710.10251 [math.ST]
- G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013
- Breusch, T. S. A. R. Pagan (1979), "A simple test for heteroskedasticity and random coefficient variation," Econometrica, 47, 1287–1294.
- Armstrong, J. S. M. C. Grohman (1972), "A comparative study of methods for long-range market forecasting," Management Science, 19, 211–221.
- 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
- Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
Frequently Asked Questions
Q: What is the prediction methodology for FDX stock?A: FDX stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Paired T-Test
Q: Is FDX stock a buy or sell?
A: The dominant strategy among neural network is to Hold FDX Stock.
Q: Is FedEx stock a good investment?
A: The consensus rating for FedEx is Hold and assigned short-term B3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of FDX stock?
A: The consensus rating for FDX is Hold.
Q: What is the prediction period for FDX stock?
A: The prediction period for FDX is (n+8 weeks)
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