Modelling A.I. in Economics

How accurate is machine learning in stock market? (NSE GODREJIND Stock Forecast) (Forecast)

This paper surveys machine learning techniques for stock market prediction. The prediction of stock markets is regarded as a challenging task of financial time series prediction. We evaluate Godrej Industries Limited prediction models with Modular Neural Network (Market News Sentiment Analysis) and Linear Regression1,2,3,4 and conclude that the NSE GODREJIND 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 GODREJIND stock.


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

Key Points

  1. Market Risk
  2. Can neural networks predict stock market?
  3. What is neural prediction?

NSE GODREJIND Target Price Prediction Modeling Methodology

Neural networks, as an intelligent data mining method, have been used in many different challenging pattern recognition problems such as stock market prediction. However, there is no formal method to determine the optimal neural network for prediction purpose in the literature. In this paper, two kinds of neural networks, a feed forward multi layer Perceptron (MLP) and an Elman recurrent network, are used to predict a company's stock value based on its stock share value history. We consider Godrej Industries Limited Stock Decision Process with Linear Regression where A is the set of discrete actions of NSE GODREJIND 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(Modular Neural Network (Market News Sentiment Analysis)) X S(n):→ (n+3 month) r s rs

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: NSE GODREJIND Godrej Industries 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 GODREJIND 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

Godrej Industries Limited assigned short-term B1 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Linear Regression1,2,3,4 and conclude that the NSE GODREJIND 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 GODREJIND stock.

Financial State Forecast for NSE GODREJIND Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Baa2
Operational Risk 6489
Market Risk6774
Technical Analysis5456
Fundamental Analysis5083
Risk Unsystematic6784

Prediction Confidence Score

Trust metric by Neural Network: 84 out of 100 with 688 signals.

References

  1. Athey S, Imbens GW. 2017a. The econometrics of randomized experiments. In Handbook of Economic Field Experiments, Vol. 1, ed. E Duflo, A Banerjee, pp. 73–140. Amsterdam: Elsevier
  2. P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002
  3. P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002
  4. Bickel P, Klaassen C, Ritov Y, Wellner J. 1998. Efficient and Adaptive Estimation for Semiparametric Models. Berlin: Springer
  5. J. Ott. A Markov decision model for a surveillance application and risk-sensitive Markov decision processes. PhD thesis, Karlsruhe Institute of Technology, 2010.
  6. 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.
  7. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
Frequently Asked QuestionsQ: What is the prediction methodology for NSE GODREJIND stock?
A: NSE GODREJIND stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Linear Regression
Q: Is NSE GODREJIND stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE GODREJIND Stock.
Q: Is Godrej Industries Limited stock a good investment?
A: The consensus rating for Godrej Industries Limited is Hold and assigned short-term B1 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of NSE GODREJIND stock?
A: The consensus rating for NSE GODREJIND is Hold.
Q: What is the prediction period for NSE GODREJIND stock?
A: The prediction period for NSE GODREJIND is (n+3 month)

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