Modelling A.I. in Economics

How do you know when a stock will go up or down? (NSE MOTHERSUMI Stock Forecast)

Data mining and machine learning approaches can be incorporated into business intelligence (BI) systems to help users for decision support in many real-life applications. Here, in this paper, we propose a machine learning approach for BI applications. Specifically, we apply structural support vector machines (SSVMs) to perform classification on complex inputs such as the nodes of a graph structure. We evaluate Motherson Sumi Systems Limited prediction models with Deductive Inference (ML) and Independent T-Test1,2,3,4 and conclude that the NSE MOTHERSUMI 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 Sell NSE MOTHERSUMI stock.


Keywords: NSE MOTHERSUMI, Motherson Sumi Systems Limited, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Why do we need predictive models?
  2. Stock Rating
  3. What are the most successful trading algorithms?

NSE MOTHERSUMI Target Price Prediction Modeling Methodology

Efficient Market Hypothesis (EMH) is the cornerstone of the modern financial theory and it states that it is impossible to predict the price of any stock using any trend, fundamental or technical analysis. Stock trading is one of the most important activities in the world of finance. Stock price prediction has been an age-old problem and many researchers from academia and business have tried to solve it using many techniques ranging from basic statistics to machine learning using relevant information such as news sentiment and historical prices. We consider Motherson Sumi Systems Limited Stock Decision Process with Independent T-Test where A is the set of discrete actions of NSE MOTHERSUMI 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(Independent T-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(Deductive Inference (ML)) X S(n):→ (n+16 weeks) S = s 1 s 2 s 3

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: NSE MOTHERSUMI Motherson Sumi Systems Limited
Time series to forecast n: 01 Oct 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period: The dominant strategy among neural network is to Sell NSE MOTHERSUMI 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

Motherson Sumi Systems Limited assigned short-term Baa2 & long-term Ba2 forecasted stock rating. We evaluate the prediction models Deductive Inference (ML) with Independent T-Test1,2,3,4 and conclude that the NSE MOTHERSUMI 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 Sell NSE MOTHERSUMI stock.

Financial State Forecast for NSE MOTHERSUMI Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Baa2Ba2
Operational Risk 9084
Market Risk8537
Technical Analysis7073
Fundamental Analysis3289
Risk Unsystematic9062

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 461 signals.

References

  1. H. Kushner and G. Yin. Stochastic approximation algorithms and applications. Springer, 1997.
  2. A. K. Agogino and K. Tumer. Analyzing and visualizing multiagent rewards in dynamic and stochastic environments. Journal of Autonomous Agents and Multi-Agent Systems, 17(2):320–338, 2008
  3. D. S. Bernstein, S. Zilberstein, and N. Immerman. The complexity of decentralized control of Markov Decision Processes. In UAI '00: Proceedings of the 16th Conference in Uncertainty in Artificial Intelligence, Stanford University, Stanford, California, USA, June 30 - July 3, 2000, pages 32–37, 2000.
  4. Bewley, R. M. Yang (1998), "On the size and power of system tests for cointegration," Review of Economics and Statistics, 80, 675–679.
  5. Jacobs B, Donkers B, Fok D. 2014. Product Recommendations Based on Latent Purchase Motivations. Rotterdam, Neth.: ERIM
  6. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
  7. Breiman L, Friedman J, Stone CJ, Olshen RA. 1984. Classification and Regression Trees. Boca Raton, FL: CRC Press
Frequently Asked QuestionsQ: What is the prediction methodology for NSE MOTHERSUMI stock?
A: NSE MOTHERSUMI stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Independent T-Test
Q: Is NSE MOTHERSUMI stock a buy or sell?
A: The dominant strategy among neural network is to Sell NSE MOTHERSUMI Stock.
Q: Is Motherson Sumi Systems Limited stock a good investment?
A: The consensus rating for Motherson Sumi Systems Limited is Sell and assigned short-term Baa2 & long-term Ba2 forecasted stock rating.
Q: What is the consensus rating of NSE MOTHERSUMI stock?
A: The consensus rating for NSE MOTHERSUMI is Sell.
Q: What is the prediction period for NSE MOTHERSUMI stock?
A: The prediction period for NSE MOTHERSUMI is (n+16 weeks)

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.