Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on an exchange. The successful prediction of a stock's future price could yield significant profit. This paper will showcase how to perform stock prediction using Machine Learning algorithms. We evaluate Chemours prediction models with Modular Neural Network (Market Direction Analysis) and Pearson Correlation1,2,3,4 and conclude that the CC 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 CC stock.
Keywords: CC, Chemours, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.
Key Points
- Investment Risk
- Prediction Modeling
- Game Theory
CC Target Price Prediction Modeling Methodology
Fuzzy rough theory can describe real-world situations in a mathematically effective and interpretable way, while evolutionary neural networks can be utilized to solve complex problems. Combining them with these complementary capabilities may lead to evolutionary fuzzy rough neural network with the interpretability and prediction capability. In this article, we propose modifications to the existing models of fuzzy rough neural network and then develop a powerful evolutionary framework for fuzzy rough neural networks by inheriting the merits of both the aforementioned systems. We consider Chemours Stock Decision Process with Pearson Correlation where A is the set of discrete actions of CC 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= X R(Modular Neural Network (Market Direction Analysis)) X S(n):→ (n+1 year)
n:Time series to forecast
p:Price signals of CC 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?
CC Stock Forecast (Buy or Sell) for (n+1 year)
Sample Set: Neural NetworkStock/Index: CC Chemours
Time series to forecast n: 17 Oct 2022 for (n+1 year)
According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold CC 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
Chemours assigned short-term Ba2 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Direction Analysis) with Pearson Correlation1,2,3,4 and conclude that the CC 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 CC stock.
Financial State Forecast for CC Stock Options & Futures
| Rating | Short-Term | Long-Term Senior |
|---|---|---|
| Outlook* | Ba2 | B2 |
| Operational Risk | 87 | 64 |
| Market Risk | 80 | 52 |
| Technical Analysis | 83 | 40 |
| Fundamental Analysis | 58 | 52 |
| Risk Unsystematic | 31 | 57 |
Prediction Confidence Score
References
- Krizhevsky A, Sutskever I, Hinton GE. 2012. Imagenet classification with deep convolutional neural networks. In Advances in Neural Information Processing Systems, Vol. 25, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 1097–105. San Diego, CA: Neural Inf. Process. Syst. Found.
- L. Prashanth and M. Ghavamzadeh. Actor-critic algorithms for risk-sensitive MDPs. In Proceedings of Advances in Neural Information Processing Systems 26, pages 252–260, 2013.
- Breiman L. 2001a. Random forests. Mach. Learn. 45:5–32
- Vapnik V. 2013. The Nature of Statistical Learning Theory. Berlin: Springer
- Hornik K, Stinchcombe M, White H. 1989. Multilayer feedforward networks are universal approximators. Neural Netw. 2:359–66
- Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
- Matzkin RL. 1994. Restrictions of economic theory in nonparametric methods. In Handbook of Econometrics, Vol. 4, ed. R Engle, D McFadden, pp. 2523–58. Amsterdam: Elsevier
Frequently Asked Questions
Q: What is the prediction methodology for CC stock?A: CC stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Pearson Correlation
Q: Is CC stock a buy or sell?
A: The dominant strategy among neural network is to Hold CC Stock.
Q: Is Chemours stock a good investment?
A: The consensus rating for Chemours is Hold and assigned short-term Ba2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of CC stock?
A: The consensus rating for CC is Hold.
Q: What is the prediction period for CC stock?
A: The prediction period for CC is (n+1 year)
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