Modelling A.I. in Economics

How do you predict if a stock will go up or down? (FRPT Stock Prediction)

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 evaluate Freshpet prediction models with Modular Neural Network (Emotional Trigger/Responses Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the FRPT 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 FRPT stock.


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

Key Points

  1. Fundemental Analysis with Algorithmic Trading
  2. Market Outlook
  3. Game Theory

FRPT Target Price Prediction Modeling Methodology

Forecasting stock exchange rates is an important financial problem that is receiving increasing attention. During the last few years, a number of neural network models and hybrid models have been proposed for obtaining accurate prediction results, in an attempt to outperform the traditional linear and nonlinear approaches. This paper evaluates the effectiveness of neural network models which are known to be dynamic and effective in stock-market predictions. We consider Freshpet Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of FRPT 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(Wilcoxon Rank-Sum Test)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(Modular Neural Network (Emotional Trigger/Responses Analysis)) X S(n):→ (n+3 month) i = 1 n a i

n:Time series to forecast

p:Price signals of FRPT 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?

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

Sample Set: Neural Network
Stock/Index: FRPT Freshpet
Time series to forecast n: 25 Oct 2022 for (n+3 month)

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

Freshpet assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the FRPT 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 FRPT stock.

Financial State Forecast for FRPT Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 6249
Market Risk3557
Technical Analysis5965
Fundamental Analysis6969
Risk Unsystematic6440

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 814 signals.

References

  1. Wager S, Athey S. 2017. Estimation and inference of heterogeneous treatment effects using random forests. J. Am. Stat. Assoc. 113:1228–42
  2. M. Sobel. The variance of discounted Markov decision processes. Applied Probability, pages 794–802, 1982
  3. Li L, Chu W, Langford J, Moon T, Wang X. 2012. An unbiased offline evaluation of contextual bandit algo- rithms with generalized linear models. In Proceedings of 4th ACM International Conference on Web Search and Data Mining, pp. 297–306. New York: ACM
  4. Tibshirani R. 1996. Regression shrinkage and selection via the lasso. J. R. Stat. Soc. B 58:267–88
  5. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
  6. Thompson WR. 1933. On the likelihood that one unknown probability exceeds another in view of the evidence of two samples. Biometrika 25:285–94
  7. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
Frequently Asked QuestionsQ: What is the prediction methodology for FRPT stock?
A: FRPT stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and Wilcoxon Rank-Sum Test
Q: Is FRPT stock a buy or sell?
A: The dominant strategy among neural network is to Hold FRPT Stock.
Q: Is Freshpet stock a good investment?
A: The consensus rating for Freshpet is Hold and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of FRPT stock?
A: The consensus rating for FRPT is Hold.
Q: What is the prediction period for FRPT stock?
A: The prediction period for FRPT is (n+3 month)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.