As stock data is characterized by highly noisy and non-stationary, stock price prediction is regarded as a knotty problem. In this paper, we propose new two-stage ensemble models by combining empirical mode decomposition (EMD) (or variational mode decomposition (VMD)), extreme learning machine (ELM) and improved harmony search (IHS) algorithm for stock price prediction, which are respectively named EMD–ELM–IHS and VMD–ELM–IHS. We evaluate Croda International prediction models with Modular Neural Network (Market Direction Analysis) and Polynomial Regression1,2,3,4 and conclude that the CRDA 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 CRDA stock.
Keywords: CRDA, Croda International, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.
Key Points
- Stock Rating
- How do you pick a stock?
- Operational Risk
CRDA Target Price Prediction Modeling Methodology
Recently, numerous investigations for stock price prediction and portfolio management using machine learning have been trying to develop efficient mechanical trading systems. But these systems have a limitation in that they are mainly based on the supervised learning which is not so adequate for learning problems with long-term goals and delayed rewards. This paper proposes a method of applying reinforcement learning, suitable for modeling and learning various kinds of interactions in real situations, to the problem of stock price prediction. We consider Croda International Stock Decision Process with Polynomial Regression where A is the set of discrete actions of CRDA 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(Polynomial Regression)5,6,7= X R(Modular Neural Network (Market Direction Analysis)) X S(n):→ (n+8 weeks)
n:Time series to forecast
p:Price signals of CRDA 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?
CRDA Stock Forecast (Buy or Sell) for (n+8 weeks)
Sample Set: Neural NetworkStock/Index: CRDA Croda International
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 CRDA 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
Croda International assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Direction Analysis) with Polynomial Regression1,2,3,4 and conclude that the CRDA 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 CRDA stock.
Financial State Forecast for CRDA Stock Options & Futures
| Rating | Short-Term | Long-Term Senior |
|---|---|---|
| Outlook* | Ba3 | B1 |
| Operational Risk | 61 | 40 |
| Market Risk | 65 | 85 |
| Technical Analysis | 45 | 79 |
| Fundamental Analysis | 73 | 36 |
| Risk Unsystematic | 74 | 51 |
Prediction Confidence Score
References
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- J. Ott. A Markov decision model for a surveillance application and risk-sensitive Markov decision processes. PhD thesis, Karlsruhe Institute of Technology, 2010.
Frequently Asked Questions
Q: What is the prediction methodology for CRDA stock?A: CRDA stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Polynomial Regression
Q: Is CRDA stock a buy or sell?
A: The dominant strategy among neural network is to Hold CRDA Stock.
Q: Is Croda International stock a good investment?
A: The consensus rating for Croda International is Hold and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of CRDA stock?
A: The consensus rating for CRDA is Hold.
Q: What is the prediction period for CRDA stock?
A: The prediction period for CRDA is (n+8 weeks)
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