Modelling A.I. in Economics

Buy, Sell, or Hold? (NSE PNBHOUSING Stock Forecast) (Forecast)

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 PNB Housing Finance Limited prediction models with Supervised Machine Learning (ML) and Linear Regression1,2,3,4 and conclude that the NSE PNBHOUSING 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 NSE PNBHOUSING stock.


Keywords: NSE PNBHOUSING, PNB Housing Finance Limited, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Stock Forecast Based On a Predictive Algorithm
  2. Is it better to buy and sell or hold?
  3. Trading Signals

NSE PNBHOUSING Target Price Prediction Modeling Methodology

Complex networks in stock market and stock price volatility pattern prediction are the important issues in stock price research. Previous studies have used historical information regarding a single stock to predict the future trend of the stock's price, seldom considering comovement among stocks in the same market. In this study, in order to extract the information about relation stocks for prediction, we try to combine the complex network method with machine learning to predict stock price patterns. We consider PNB Housing Finance Limited Stock Decision Process with Linear Regression where A is the set of discrete actions of NSE PNBHOUSING 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(Linear 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+3 month) r s rs

n:Time series to forecast

p:Price signals of NSE PNBHOUSING 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 PNBHOUSING Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: NSE PNBHOUSING PNB Housing Finance Limited
Time series to forecast n: 30 Sep 2022 for (n+3 month)

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

PNB Housing Finance Limited assigned short-term Ba2 & long-term B2 forecasted stock rating. We evaluate the prediction models Supervised Machine Learning (ML) with Linear Regression1,2,3,4 and conclude that the NSE PNBHOUSING 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 NSE PNBHOUSING stock.

Financial State Forecast for NSE PNBHOUSING Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba2B2
Operational Risk 6736
Market Risk5184
Technical Analysis8332
Fundamental Analysis6556
Risk Unsystematic7454

Prediction Confidence Score

Trust metric by Neural Network: 84 out of 100 with 495 signals.

References

  1. Farrell MH, Liang T, Misra S. 2018. Deep neural networks for estimation and inference: application to causal effects and other semiparametric estimands. arXiv:1809.09953 [econ.EM]
  2. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
  3. L. Panait and S. Luke. Cooperative multi-agent learning: The state of the art. Autonomous Agents and Multi-Agent Systems, 11(3):387–434, 2005.
  4. Morris CN. 1983. Parametric empirical Bayes inference: theory and applications. J. Am. Stat. Assoc. 78:47–55
  5. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
  6. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
  7. D. Bertsekas. Nonlinear programming. Athena Scientific, 1999.
Frequently Asked QuestionsQ: What is the prediction methodology for NSE PNBHOUSING stock?
A: NSE PNBHOUSING stock prediction methodology: We evaluate the prediction models Supervised Machine Learning (ML) and Linear Regression
Q: Is NSE PNBHOUSING stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE PNBHOUSING Stock.
Q: Is PNB Housing Finance Limited stock a good investment?
A: The consensus rating for PNB Housing Finance Limited is Hold and assigned short-term Ba2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of NSE PNBHOUSING stock?
A: The consensus rating for NSE PNBHOUSING is Hold.
Q: What is the prediction period for NSE PNBHOUSING stock?
A: The prediction period for NSE PNBHOUSING is (n+3 month)

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