Modelling A.I. in Economics

Can we predict stock market using machine learning? (NSE MARKSANS Stock Forecast)

Machine learning addresses the question of how to build computers that improve automatically through experience. It is one of today's most rapidly growing technical fields, lying at the intersection of computer science and statistics, and at the core of artificial intelligence and data science. We evaluate Marksans Pharma Limited prediction models with Modular Neural Network (DNN Layer) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the NSE MARKSANS 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 Buy NSE MARKSANS stock.


Keywords: NSE MARKSANS, Marksans Pharma Limited, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. What are the most successful trading algorithms?
  2. Can stock prices be predicted?
  3. Understanding Buy, Sell, and Hold Ratings

NSE MARKSANS Target Price Prediction Modeling Methodology

In modern financial market, the most crucial problem is to find essential approach to outline and visualizing the predictions in stock-markets to be made by individuals in order to attain maximum profit by investments. The stock market is a transformative, non-straight dynamical and complex system. Long term investment is one of the major investment decisions. Though, evaluating shares and calculating elementary values for companies for long term investment is difficult. In this paper we are going to present comparison of machine learning aided algorithms to evaluate the stock prices in the future to analyze market behaviour. We consider Marksans Pharma Limited Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of NSE MARKSANS 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(Wilcoxon Sign-Rank Test)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 (DNN Layer)) X S(n):→ (n+16 weeks) i = 1 n r i

n:Time series to forecast

p:Price signals of NSE MARKSANS 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 MARKSANS Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: NSE MARKSANS Marksans Pharma 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 Buy NSE MARKSANS 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

Marksans Pharma Limited assigned short-term B1 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the NSE MARKSANS 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 Buy NSE MARKSANS stock.

Financial State Forecast for NSE MARKSANS Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba3
Operational Risk 3855
Market Risk8980
Technical Analysis4988
Fundamental Analysis3943
Risk Unsystematic9051

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 715 signals.

References

  1. Rosenbaum PR, Rubin DB. 1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70:41–55
  2. Friedman JH. 2002. Stochastic gradient boosting. Comput. Stat. Data Anal. 38:367–78
  3. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
  4. Semenova V, Goldman M, Chernozhukov V, Taddy M. 2018. Orthogonal ML for demand estimation: high dimensional causal inference in dynamic panels. arXiv:1712.09988 [stat.ML]
  5. Morris CN. 1983. Parametric empirical Bayes inference: theory and applications. J. Am. Stat. Assoc. 78:47–55
  6. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
  7. Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
Frequently Asked QuestionsQ: What is the prediction methodology for NSE MARKSANS stock?
A: NSE MARKSANS stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Wilcoxon Sign-Rank Test
Q: Is NSE MARKSANS stock a buy or sell?
A: The dominant strategy among neural network is to Buy NSE MARKSANS Stock.
Q: Is Marksans Pharma Limited stock a good investment?
A: The consensus rating for Marksans Pharma Limited is Buy and assigned short-term B1 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of NSE MARKSANS stock?
A: The consensus rating for NSE MARKSANS is Buy.
Q: What is the prediction period for NSE MARKSANS stock?
A: The prediction period for NSE MARKSANS is (n+16 weeks)

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