In the finance world stock trading is one of the most important activities. Stock market prediction is an act of trying to determine the future value of a stock other financial instrument traded on a financial exchange. This paper explains the prediction of a stock using Machine Learning. The technical and fundamental or the time series analysis is used by the most of the stockbrokers while making the stock predictions. We evaluate Tata Communications Limited prediction models with Statistical Inference (ML) and Ridge Regression1,2,3,4 and conclude that the NSE TATACOMM stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell NSE TATACOMM stock.
Keywords: NSE TATACOMM, Tata Communications Limited, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.
Key Points
- Reaction Function
- Trading Interaction
- What statistical methods are used to analyze data?
NSE TATACOMM Target Price Prediction Modeling Methodology
Predictions on stock market prices are a great challenge due to the fact that it is an immensely complex, chaotic and dynamic environment. There are many studies from various areas aiming to take on that challenge and Machine Learning approaches have been the focus of many of them. There are many examples of Machine Learning algorithms been able to reach satisfactory results when doing that type of prediction. This article studies the usage of LSTM networks on that scenario, to predict future trends of stock prices based on the price history, alongside with technical analysis indicators. We consider Tata Communications Limited Stock Decision Process with Ridge Regression where A is the set of discrete actions of NSE TATACOMM 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= X R(Statistical Inference (ML)) X S(n):→ (n+8 weeks)
n:Time series to forecast
p:Price signals of NSE TATACOMM 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 TATACOMM Stock Forecast (Buy or Sell) for (n+8 weeks)
Sample Set: Neural NetworkStock/Index: NSE TATACOMM Tata Communications Limited
Time series to forecast n: 29 Sep 2022 for (n+8 weeks)
According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell NSE TATACOMM 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
Tata Communications Limited assigned short-term B3 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Ridge Regression1,2,3,4 and conclude that the NSE TATACOMM stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell NSE TATACOMM stock.
Financial State Forecast for NSE TATACOMM Stock Options & Futures
| Rating | Short-Term | Long-Term Senior |
|---|---|---|
| Outlook* | B3 | Ba3 |
| Operational Risk | 62 | 41 |
| Market Risk | 73 | 84 |
| Technical Analysis | 33 | 69 |
| Fundamental Analysis | 40 | 85 |
| Risk Unsystematic | 47 | 52 |
Prediction Confidence Score
References
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- M. L. Littman. Markov games as a framework for multi-agent reinforcement learning. In Ma- chine Learning, Proceedings of the Eleventh International Conference, Rutgers University, New Brunswick, NJ, USA, July 10-13, 1994, pages 157–163, 1994
- Imbens GW, Rubin DB. 2015. Causal Inference in Statistics, Social, and Biomedical Sciences. Cambridge, UK: Cambridge Univ. Press
- Tibshirani R. 1996. Regression shrinkage and selection via the lasso. J. R. Stat. Soc. B 58:267–88
- Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
- Künzel S, Sekhon J, Bickel P, Yu B. 2017. Meta-learners for estimating heterogeneous treatment effects using machine learning. arXiv:1706.03461 [math.ST]
- Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
Frequently Asked Questions
Q: What is the prediction methodology for NSE TATACOMM stock?A: NSE TATACOMM stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Ridge Regression
Q: Is NSE TATACOMM stock a buy or sell?
A: The dominant strategy among neural network is to Sell NSE TATACOMM Stock.
Q: Is Tata Communications Limited stock a good investment?
A: The consensus rating for Tata Communications Limited is Sell and assigned short-term B3 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of NSE TATACOMM stock?
A: The consensus rating for NSE TATACOMM is Sell.
Q: What is the prediction period for NSE TATACOMM stock?
A: The prediction period for NSE TATACOMM is (n+8 weeks)
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