Modelling A.I. in Economics

Buy or Sell: NSE VGUARD Stock

In this paper, we introduce a new prediction model depend on Bidirectional Gated Recurrent Unit (BGRU). Our predictive model relies on both online financial news and historical stock prices data to predict the stock movements in the future. We evaluate V-Guard Industries Limited prediction models with Modular Neural Network (Market Volatility Analysis) and Ridge Regression1,2,3,4 and conclude that the NSE VGUARD stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold NSE VGUARD stock.


Keywords: NSE VGUARD, V-Guard Industries Limited, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. How can neural networks improve predictions?
  2. What is the use of Markov decision process?
  3. What is the best way to predict stock prices?

NSE VGUARD Target Price Prediction Modeling Methodology

Recurrent Neural Networks (RNNs) is a sub type of neural networks that use feedback connections. Several types of RNN models are used in predicting financial time series. This study was conducted to develop models to predict daily stock prices based on Recurrent Neural Network (RNN) Approach and to measure the accuracy of the models developed and identify the shortcomings of the models if present. We consider V-Guard Industries Limited Stock Decision Process with Ridge Regression where A is the set of discrete actions of NSE VGUARD 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(Ridge 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(Modular Neural Network (Market Volatility Analysis)) X S(n):→ (n+16 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of NSE VGUARD 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?

NSE VGUARD Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: NSE VGUARD V-Guard Industries Limited
Time series to forecast n: 30 Sep 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold NSE VGUARD 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

V-Guard Industries Limited assigned short-term Caa2 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) with Ridge Regression1,2,3,4 and conclude that the NSE VGUARD stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Hold NSE VGUARD stock.

Financial State Forecast for NSE VGUARD Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Caa2Baa2
Operational Risk 5885
Market Risk3481
Technical Analysis5054
Fundamental Analysis4988
Risk Unsystematic3457

Prediction Confidence Score

Trust metric by Neural Network: 90 out of 100 with 865 signals.

References

  1. Friedman JH. 2002. Stochastic gradient boosting. Comput. Stat. Data Anal. 38:367–78
  2. Doudchenko N, Imbens GW. 2016. Balancing, regression, difference-in-differences and synthetic control methods: a synthesis. NBER Work. Pap. 22791
  3. Bottomley, P. R. Fildes (1998), "The role of prices in models of innovation diffusion," Journal of Forecasting, 17, 539–555.
  4. Canova, F. B. E. Hansen (1995), "Are seasonal patterns constant over time? A test for seasonal stability," Journal of Business and Economic Statistics, 13, 237–252.
  5. Byron, R. P. O. Ashenfelter (1995), "Predicting the quality of an unborn grange," Economic Record, 71, 40–53.
  6. Bamler R, Mandt S. 2017. Dynamic word embeddings via skip-gram filtering. In Proceedings of the 34th Inter- national Conference on Machine Learning, pp. 380–89. La Jolla, CA: Int. Mach. Learn. Soc.
  7. Wan M, Wang D, Goldman M, Taddy M, Rao J, et al. 2017. Modeling consumer preferences and price sensitiv- ities from large-scale grocery shopping transaction logs. In Proceedings of the 26th International Conference on the World Wide Web, pp. 1103–12. New York: ACM
Frequently Asked QuestionsQ: What is the prediction methodology for NSE VGUARD stock?
A: NSE VGUARD stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Ridge Regression
Q: Is NSE VGUARD stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE VGUARD Stock.
Q: Is V-Guard Industries Limited stock a good investment?
A: The consensus rating for V-Guard Industries Limited is Hold and assigned short-term Caa2 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of NSE VGUARD stock?
A: The consensus rating for NSE VGUARD is Hold.
Q: What is the prediction period for NSE VGUARD stock?
A: The prediction period for NSE VGUARD is (n+16 weeks)

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