Machine Learning stock prediction: MRNA Stock Prediction

Prediction of stocks is complicated by the dynamic, complex, and chaotic environment of the stock market. Many studies predict stock price movements using deep learning models. Although the attention mechanism has gained popularity recently in neural machine translation, little focus has been devoted to attention-based deep learning models for stock prediction. We evaluate Moderna prediction models with Multi-Task Learning (ML) and ElasticNet Regression1,2,3,4 and conclude that the MRNA stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell MRNA stock.


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

Key Points

  1. What is the best way to predict stock prices?
  2. Is it better to buy and sell or hold?
  3. What is the use of Markov decision process?

MRNA Target Price Prediction Modeling Methodology

Investors raise profit from stock market by maximising gains and minimising loses. The profit is difficult to raise because of the volatile nature of stock market prices. Predictive modelling allows investors to make informed decisions. We consider Moderna Stock Decision Process with ElasticNet Regression where A is the set of discrete actions of MRNA 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(ElasticNet Regression)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(Multi-Task Learning (ML)) X S(n):→ (n+6 month) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of MRNA 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?

MRNA Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: MRNA Moderna
Time series to forecast n: 25 Oct 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell MRNA 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

Moderna assigned short-term B2 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Multi-Task Learning (ML) with ElasticNet Regression1,2,3,4 and conclude that the MRNA stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Sell MRNA stock.

Financial State Forecast for MRNA Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Baa2
Operational Risk 5072
Market Risk6370
Technical Analysis4888
Fundamental Analysis4868
Risk Unsystematic5375

Prediction Confidence Score

Trust metric by Neural Network: 82 out of 100 with 625 signals.

References

  1. D. White. Mean, variance, and probabilistic criteria in finite Markov decision processes: A review. Journal of Optimization Theory and Applications, 56(1):1–29, 1988.
  2. B. Derfer, N. Goodyear, K. Hung, C. Matthews, G. Paoni, K. Rollins, R. Rose, M. Seaman, and J. Wiles. Online marketing platform, August 17 2007. US Patent App. 11/893,765
  3. R. Williams. Simple statistical gradient-following algorithms for connectionist reinforcement learning. Ma- chine learning, 8(3-4):229–256, 1992
  4. Belloni A, Chernozhukov V, Hansen C. 2014. High-dimensional methods and inference on structural and treatment effects. J. Econ. Perspect. 28:29–50
  5. V. Borkar. Q-learning for risk-sensitive control. Mathematics of Operations Research, 27:294–311, 2002.
  6. Abadie A, Imbens GW. 2011. Bias-corrected matching estimators for average treatment effects. J. Bus. Econ. Stat. 29:1–11
  7. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
Frequently Asked QuestionsQ: What is the prediction methodology for MRNA stock?
A: MRNA stock prediction methodology: We evaluate the prediction models Multi-Task Learning (ML) and ElasticNet Regression
Q: Is MRNA stock a buy or sell?
A: The dominant strategy among neural network is to Sell MRNA Stock.
Q: Is Moderna stock a good investment?
A: The consensus rating for Moderna is Sell and assigned short-term B2 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of MRNA stock?
A: The consensus rating for MRNA is Sell.
Q: What is the prediction period for MRNA stock?
A: The prediction period for MRNA is (n+6 month)

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