Modelling A.I. in Economics

MRVL Marvell Technology Inc. Common Stock (Forecast)

Outlook: Marvell Technology Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 09 Apr 2023 for (n+1 year)
Methodology : Supervised Machine Learning (ML)

Abstract

Marvell Technology Inc. Common Stock prediction model is evaluated with Supervised Machine Learning (ML) and Multiple Regression1,2,3,4 and it is concluded that the MRVL stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

Key Points

  1. What are the most successful trading algorithms?
  2. Why do we need predictive models?
  3. How accurate is machine learning in stock market?

MRVL Target Price Prediction Modeling Methodology

We consider Marvell Technology Inc. Common Stock Decision Process with Supervised Machine Learning (ML) where A is the set of discrete actions of MRVL 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= 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(Supervised Machine Learning (ML)) X S(n):→ (n+1 year) r s rs

n:Time series to forecast

p:Price signals of MRVL 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?

MRVL Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: MRVL Marvell Technology Inc. Common Stock
Time series to forecast n: 09 Apr 2023 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

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%

IFRS Reconciliation Adjustments for Marvell Technology Inc. Common Stock

  1. The underlying pool must contain one or more instruments that have contractual cash flows that are solely payments of principal and interest on the principal amount outstanding
  2. Hedge effectiveness is the extent to which changes in the fair value or the cash flows of the hedging instrument offset changes in the fair value or the cash flows of the hedged item (for example, when the hedged item is a risk component, the relevant change in fair value or cash flows of an item is the one that is attributable to the hedged risk). Hedge ineffectiveness is the extent to which the changes in the fair value or the cash flows of the hedging instrument are greater or less than those on the hedged item.
  3. Measurement of a financial asset or financial liability and classification of recognised changes in its value are determined by the item's classification and whether the item is part of a designated hedging relationship. Those requirements can create a measurement or recognition inconsistency (sometimes referred to as an 'accounting mismatch') when, for example, in the absence of designation as at fair value through profit or loss, a financial asset would be classified as subsequently measured at fair value through profit or loss and a liability the entity considers related would be subsequently measured at amortised cost (with changes in fair value not recognised). In such circumstances, an entity may conclude that its financial statements would provide more relevant information if both the asset and the liability were measured as at fair value through profit or loss.
  4. The risk of a default occurring on financial instruments that have comparable credit risk is higher the longer the expected life of the instrument; for example, the risk of a default occurring on an AAA-rated bond with an expected life of 10 years is higher than that on an AAA-rated bond with an expected life of five years.

*International Financial Reporting Standards (IFRS) adjustment process involves reviewing the company's financial statements and identifying any differences between the company's current accounting practices and the requirements of the IFRS. If there are any such differences, neural network makes adjustments to financial statements to bring them into compliance with the IFRS.

Conclusions

Marvell Technology Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Marvell Technology Inc. Common Stock prediction model is evaluated with Supervised Machine Learning (ML) and Multiple Regression1,2,3,4 and it is concluded that the MRVL stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

MRVL Marvell Technology Inc. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa3B2
Balance SheetCB2
Leverage RatiosCaa2Caa2
Cash FlowBaa2Caa2
Rates of Return and ProfitabilityBaa2Baa2

*Financial analysis is the process of evaluating a company's financial performance and position by neural network. It involves reviewing the company's financial statements, including the balance sheet, income statement, and cash flow statement, as well as other financial reports and documents.
How does neural network examine financial reports and understand financial state of the company?

Prediction Confidence Score

Trust metric by Neural Network: 93 out of 100 with 826 signals.

References

  1. Van der Vaart AW. 2000. Asymptotic Statistics. Cambridge, UK: Cambridge Univ. Press
  2. Bastani H, Bayati M. 2015. Online decision-making with high-dimensional covariates. Work. Pap., Univ. Penn./ Stanford Grad. School Bus., Philadelphia/Stanford, CA
  3. V. Mnih, K. Kavukcuoglu, D. Silver, A. Rusu, J. Veness, M. Bellemare, A. Graves, M. Riedmiller, A. Fidjeland, G. Ostrovski, S. Petersen, C. Beattie, A. Sadik, I. Antonoglou, H. King, D. Kumaran, D. Wierstra, S. Legg, and D. Hassabis. Human-level control through deep reinforcement learning. Nature, 518(7540):529–533, 02 2015.
  4. K. Tuyls and G. Weiss. Multiagent learning: Basics, challenges, and prospects. AI Magazine, 33(3): 41–52, 2012
  5. J. G. Schneider, W. Wong, A. W. Moore, and M. A. Riedmiller. Distributed value functions. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 371–378, 1999.
  6. Bottomley, P. R. Fildes (1998), "The role of prices in models of innovation diffusion," Journal of Forecasting, 17, 539–555.
  7. Morris CN. 1983. Parametric empirical Bayes inference: theory and applications. J. Am. Stat. Assoc. 78:47–55
Frequently Asked QuestionsQ: What is the prediction methodology for MRVL stock?
A: MRVL stock prediction methodology: We evaluate the prediction models Supervised Machine Learning (ML) and Multiple Regression
Q: Is MRVL stock a buy or sell?
A: The dominant strategy among neural network is to Buy MRVL Stock.
Q: Is Marvell Technology Inc. Common Stock stock a good investment?
A: The consensus rating for Marvell Technology Inc. Common Stock is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of MRVL stock?
A: The consensus rating for MRVL is Buy.
Q: What is the prediction period for MRVL stock?
A: The prediction period for MRVL is (n+1 year)

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