Dominant Strategy : Sell
Time series to forecast n: 16 Dec 2022 for (n+16 weeks)
Methodology : Modular Neural Network (Financial Sentiment Analysis)
Abstract
Stock market forecasting is considered to be a challenging topic among time series forecasting. This study proposes a novel two-stage ensemble machine learning model named SVR-ENANFIS for stock price prediction by combining features of support vector regression (SVR) and ensemble adaptive neuro fuzzy inference system (ENANFIS).(Huang, Y., Capretz, L.F. and Ho, D., 2021, December. Machine learning for stock prediction based on fundamental analysis. In 2021 IEEE Symposium Series on Computational Intelligence (SSCI) (pp. 01-10). IEEE.) We evaluate Maris-Tech Ltd. Ordinary Shares prediction models with Modular Neural Network (Financial Sentiment Analysis) and Multiple Regression1,2,3,4 and conclude that the MTEK stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Sell
Key Points
- Can statistics predict the future?
- Probability Distribution
- Can stock prices be predicted?
MTEK Target Price Prediction Modeling Methodology
We consider Maris-Tech Ltd. Ordinary Shares Decision Process with Modular Neural Network (Financial Sentiment Analysis) where A is the set of discrete actions of MTEK 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(Multiple Regression)5,6,7= X R(Modular Neural Network (Financial Sentiment Analysis)) X S(n):→ (n+16 weeks)
n:Time series to forecast
p:Price signals of MTEK 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?
MTEK Stock Forecast (Buy or Sell) for (n+16 weeks)
Sample Set: Neural NetworkStock/Index: MTEK Maris-Tech Ltd. Ordinary Shares
Time series to forecast n: 16 Dec 2022 for (n+16 weeks)
According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Sell
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 (Grey to Black): *Technical Analysis%
Adjusted IFRS* Prediction Methods for Maris-Tech Ltd. Ordinary Shares
- For example, Entity A, whose functional currency is its local currency, has a firm commitment to pay FC150,000 for advertising expenses in nine months' time and a firm commitment to sell finished goods for FC150,000 in 15 months' time. Entity A enters into a foreign currency derivative that settles in nine months' time under which it receives FC100 and pays CU70. Entity A has no other exposures to FC. Entity A does not manage foreign currency risk on a net basis. Hence, Entity A cannot apply hedge accounting for a hedging relationship between the foreign currency derivative and a net position of FC100 (consisting of FC150,000 of the firm purchase commitment—ie advertising services—and FC149,900 (of the FC150,000) of the firm sale commitment) for a nine-month period.
- Expected credit losses reflect an entity's own expectations of credit losses. However, when considering all reasonable and supportable information that is available without undue cost or effort in estimating expected credit losses, an entity should also consider observable market information about the credit risk of the particular financial instrument or similar financial instruments.
- A single hedging instrument may be designated as a hedging instrument of more than one type of risk, provided that there is a specific designation of the hedging instrument and of the different risk positions as hedged items. Those hedged items can be in different hedging relationships.
- However, the designation of the hedging relationship using the same hedge ratio as that resulting from the quantities of the hedged item and the hedging instrument that the entity actually uses shall not reflect an imbalance between the weightings of the hedged item and the hedging instrument that would in turn 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. Hence, for the purpose of designating a hedging relationship, an entity must adjust the hedge ratio that results from the quantities of the hedged item and the hedging instrument that the entity actually uses if that is needed to avoid such an imbalance
*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
Maris-Tech Ltd. Ordinary Shares assigned short-term B1 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) with Multiple Regression1,2,3,4 and conclude that the MTEK stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Sell
Financial State Forecast for MTEK Maris-Tech Ltd. Ordinary Shares Options & Futures
Rating | Short-Term | Long-Term Senior |
---|---|---|
Outlook* | B1 | B2 |
Operational Risk | 64 | 41 |
Market Risk | 76 | 71 |
Technical Analysis | 55 | 34 |
Fundamental Analysis | 57 | 74 |
Risk Unsystematic | 58 | 43 |
Prediction Confidence Score
References
- Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Is DOW Stock Expected to Go Up?(Stock Forecast). AC Investment Research Journal, 101(3).
- R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
- Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
- R. Williams. Simple statistical gradient-following algorithms for connectionist reinforcement learning. Ma- chine learning, 8(3-4):229–256, 1992
- Candès E, Tao T. 2007. The Dantzig selector: statistical estimation when p is much larger than n. Ann. Stat. 35:2313–51
- Breusch, T. S. A. R. Pagan (1979), "A simple test for heteroskedasticity and random coefficient variation," Econometrica, 47, 1287–1294.
- Andrews, D. W. K. (1993), "Tests for parameter instability and structural change with unknown change point," Econometrica, 61, 821–856.
Frequently Asked Questions
Q: What is the prediction methodology for MTEK stock?A: MTEK stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Multiple Regression
Q: Is MTEK stock a buy or sell?
A: The dominant strategy among neural network is to Sell MTEK Stock.
Q: Is Maris-Tech Ltd. Ordinary Shares stock a good investment?
A: The consensus rating for Maris-Tech Ltd. Ordinary Shares is Sell and assigned short-term B1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of MTEK stock?
A: The consensus rating for MTEK is Sell.
Q: What is the prediction period for MTEK stock?
A: The prediction period for MTEK is (n+16 weeks)