Development of linguistic technologies and penetration of social media provide powerful possibilities to investigate users' moods and psychological states of people. In this paper we discussed possibility to improve accuracy of stock market indicators predictions by using data about psychological states of Twitter users. For analysis of psychological states we used lexicon-based approach. We evaluate Vinati Organics Limited prediction models with Modular Neural Network (Financial Sentiment Analysis) and Sign Test1,2,3,4 and conclude that the NSE VINATIORGA stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold NSE VINATIORGA stock.
Keywords: NSE VINATIORGA, Vinati Organics Limited, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.
Key Points
- Probability Distribution
- How can neural networks improve predictions?
- What is Markov decision process in reinforcement learning?
NSE VINATIORGA Target Price Prediction Modeling Methodology
Application of machine learning for stock prediction is attracting a lot of attention in recent years. A large amount of research has been conducted in this area and multiple existing results have shown that machine learning methods could be successfully used toward stock predicting using stocks' historical data. Most of these existing approaches have focused on short term prediction using stocks' historical price and technical indicators. We consider Vinati Organics Limited Stock Decision Process with Sign Test where A is the set of discrete actions of NSE VINATIORGA 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(Sign Test)5,6,7= X R(Modular Neural Network (Financial Sentiment Analysis)) X S(n):→ (n+6 month)
n:Time series to forecast
p:Price signals of NSE VINATIORGA 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 VINATIORGA Stock Forecast (Buy or Sell) for (n+6 month)
Sample Set: Neural NetworkStock/Index: NSE VINATIORGA Vinati Organics Limited
Time series to forecast n: 27 Sep 2022 for (n+6 month)
According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold NSE VINATIORGA 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
Vinati Organics Limited assigned short-term B1 & long-term B3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) with Sign Test1,2,3,4 and conclude that the NSE VINATIORGA stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold NSE VINATIORGA stock.
Financial State Forecast for NSE VINATIORGA Stock Options & Futures
| Rating | Short-Term | Long-Term Senior |
|---|---|---|
| Outlook* | B1 | B3 |
| Operational Risk | 71 | 33 |
| Market Risk | 60 | 43 |
| Technical Analysis | 37 | 44 |
| Fundamental Analysis | 86 | 39 |
| Risk Unsystematic | 37 | 81 |
Prediction Confidence Score
References
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- Barrett, C. B. (1997), "Heteroscedastic price forecasting for food security management in developing countries," Oxford Development Studies, 25, 225–236.
- Zou H, Hastie T. 2005. Regularization and variable selection via the elastic net. J. R. Stat. Soc. B 67:301–20
- Breusch, T. S. (1978), "Testing for autocorrelation in dynamic linear models," Australian Economic Papers, 17, 334–355.
- L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
- Clements, M. P. D. F. Hendry (1995), "Forecasting in cointegrated systems," Journal of Applied Econometrics, 10, 127–146.
- A. Y. Ng, D. Harada, and S. J. Russell. Policy invariance under reward transformations: Theory and application to reward shaping. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 278–287, 1999.
Frequently Asked Questions
Q: What is the prediction methodology for NSE VINATIORGA stock?A: NSE VINATIORGA stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Sign Test
Q: Is NSE VINATIORGA stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE VINATIORGA Stock.
Q: Is Vinati Organics Limited stock a good investment?
A: The consensus rating for Vinati Organics Limited is Hold and assigned short-term B1 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of NSE VINATIORGA stock?
A: The consensus rating for NSE VINATIORGA is Hold.
Q: What is the prediction period for NSE VINATIORGA stock?
A: The prediction period for NSE VINATIORGA is (n+6 month)
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