## Summary

The stock market prediction has attracted much attention from academia as well as business. Due to the non-linear, volatile and complex nature of the market, it is quite difficult to predict. As the stock markets grow bigger, more investors pay attention to develop a systematic approach to predict the stock market.** We evaluate Cedar Fair L.P. Common Stock prediction models with Ensemble Learning (ML) and Wilcoxon Rank-Sum Test ^{1,2,3,4} and conclude that the FUN 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 FUN stock.**

## Key Points

- How do you know when a stock will go up or down?
- What is the use of Markov decision process?
- Probability Distribution

## FUN Target Price Prediction Modeling Methodology

We consider Cedar Fair L.P. Common Stock Stock Decision Process with Ensemble Learning (ML) where A is the set of discrete actions of FUN 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}= $\begin{array}{cccc}{p}_{\mathrm{a}1}& {p}_{\mathrm{a}2}& \dots & {p}_{1n}\\ & \vdots \\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & \vdots \\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & \vdots \\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Ensemble Learning (ML)) X S(n):→ (n+3 month) $\overrightarrow{R}=\left({r}_{1},{r}_{2},{r}_{3}\right)$

n:Time series to forecast

p:Price signals of FUN stock

j:Nash equilibria (Neural Network)

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?

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

**Sample Set:**Neural Network

**Stock/Index:**FUN Cedar Fair L.P. Common Stock

**Time series to forecast n: 27 Nov 2022**for (n+3 month)

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

## Adjusted IFRS* Prediction Methods for Cedar Fair L.P. Common Stock

- An entity must look through until it can identify the underlying pool of instruments that are creating (instead of passing through) the cash flows. This is the underlying pool of financial instruments.
- IFRS 16, issued in January 2016, amended paragraphs 2.1, 5.5.15, B4.3.8, B5.5.34 and B5.5.46. An entity shall apply those amendments when it applies IFRS 16.
- For floating-rate financial assets and floating-rate financial liabilities, periodic re-estimation of cash flows to reflect the movements in the market rates of interest alters the effective interest rate. If a floating-rate financial asset or a floating-rate financial liability is recognised initially at an amount equal to the principal receivable or payable on maturity, re-estimating the future interest payments normally has no significant effect on the carrying amount of the asset or the liability.
- Conversely, if changes in the extent of offset indicate that the fluctuation is around a hedge ratio that is different from the hedge ratio that is currently used for that hedging relationship, or that there is a trend leading away from that hedge ratio, hedge ineffectiveness can be reduced by adjusting the hedge ratio, whereas retaining the hedge ratio would increasingly produce hedge ineffectiveness. Hence, in such circumstances, an entity must evaluate whether the hedging relationship reflects an imbalance between the weightings of the hedged item and the hedging instrument that would create hedge ineffectiveness (irrespective of whether recognised or not) that could result in an accounting outcome that would be inconsistent with the purpose of hedge accounting. If the hedge ratio is adjusted, it also affects the measurement and recognition of hedge ineffectiveness because, on rebalancing, the hedge ineffectiveness of the hedging relationship must be determined and recognised immediately before adjusting the hedging relationship in accordance with paragraph B6.5.8.

*International Financial Reporting Standards (IFRS) are a set of accounting rules for the financial statements of public companies that are intended to make them consistent, transparent, and easily comparable around the world.

## Conclusions

Cedar Fair L.P. Common Stock assigned short-term Ba3 & long-term B2 forecasted stock rating.** We evaluate the prediction models Ensemble Learning (ML) with Wilcoxon Rank-Sum Test ^{1,2,3,4} and conclude that the FUN 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 FUN stock.**

### Financial State Forecast for FUN Cedar Fair L.P. Common Stock Stock Options & Futures

Rating | Short-Term | Long-Term Senior |
---|---|---|

Outlook* | Ba3 | B2 |

Operational Risk | 83 | 46 |

Market Risk | 47 | 58 |

Technical Analysis | 43 | 59 |

Fundamental Analysis | 85 | 73 |

Risk Unsystematic | 57 | 32 |

### Prediction Confidence Score

## References

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- Robins J, Rotnitzky A. 1995. Semiparametric efficiency in multivariate regression models with missing data. J. Am. Stat. Assoc. 90:122–29
- Clements, M. P. D. F. Hendry (1996), "Intercept corrections and structural change," Journal of Applied Econometrics, 11, 475–494.
- Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
- Wager S, Athey S. 2017. Estimation and inference of heterogeneous treatment effects using random forests. J. Am. Stat. Assoc. 113:1228–42
- Bottomley, P. R. Fildes (1998), "The role of prices in models of innovation diffusion," Journal of Forecasting, 17, 539–555.
- Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97

## Frequently Asked Questions

Q: What is the prediction methodology for FUN stock?A: FUN stock prediction methodology: We evaluate the prediction models Ensemble Learning (ML) and Wilcoxon Rank-Sum Test

Q: Is FUN stock a buy or sell?

A: The dominant strategy among neural network is to Hold FUN Stock.

Q: Is Cedar Fair L.P. Common Stock stock a good investment?

A: The consensus rating for Cedar Fair L.P. Common Stock is Hold and assigned short-term Ba3 & long-term B2 forecasted stock rating.

Q: What is the consensus rating of FUN stock?

A: The consensus rating for FUN is Hold.

Q: What is the prediction period for FUN stock?

A: The prediction period for FUN is (n+3 month)