Modelling A.I. in Economics

Is now good time to invest? (NSE IGPL Stock Forecast)

Different machine learning algorithms are discussed in this literature review. These algorithms can be used for predicting the stock market. The prediction of the stock market is one of the challenging tasks that must have to be handled. In this paper, it is discussed how the machine learning algorithms can be used for predicting the stock value. We evaluate IG Petrochemicals Limited prediction models with Modular Neural Network (DNN Layer) and Independent T-Test1,2,3,4 and conclude that the NSE IGPL 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 IGPL stock.


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

Key Points

  1. What is statistical models in machine learning?
  2. Reaction Function
  3. How do you know when a stock will go up or down?

NSE IGPL Target Price Prediction Modeling Methodology

Stock market is basically nonlinear in nature and the research on stock market is one of the most important issues in recent years. People invest in stock market based on some prediction. For predict, the stock market prices people search such methods and tools which will increase their profits, while minimize their risks. Prediction plays a very important role in stock market business which is very complicated and challenging process. We consider IG Petrochemicals Limited Stock Decision Process with Independent T-Test where A is the set of discrete actions of NSE IGPL 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(Modular Neural Network (DNN Layer)) X S(n):→ (n+6 month) i = 1 n s i

n:Time series to forecast

p:Price signals of NSE IGPL 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 IGPL Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: NSE IGPL IG Petrochemicals Limited
Time series to forecast n: 30 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 IGPL 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

IG Petrochemicals Limited assigned short-term B3 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (DNN Layer) with Independent T-Test1,2,3,4 and conclude that the NSE IGPL 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 IGPL stock.

Financial State Forecast for NSE IGPL Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B1
Operational Risk 3666
Market Risk3984
Technical Analysis7259
Fundamental Analysis6044
Risk Unsystematic5230

Prediction Confidence Score

Trust metric by Neural Network: 82 out of 100 with 870 signals.

References

  1. E. Altman. Constrained Markov decision processes, volume 7. CRC Press, 1999
  2. Chernozhukov V, Demirer M, Duflo E, Fernandez-Val I. 2018b. Generic machine learning inference on heteroge- nous treatment effects in randomized experiments. NBER Work. Pap. 24678
  3. Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
  4. L. Prashanth and M. Ghavamzadeh. Actor-critic algorithms for risk-sensitive MDPs. In Proceedings of Advances in Neural Information Processing Systems 26, pages 252–260, 2013.
  5. Rosenbaum PR, Rubin DB. 1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70:41–55
  6. E. Collins. Using Markov decision processes to optimize a nonlinear functional of the final distribution, with manufacturing applications. In Stochastic Modelling in Innovative Manufacturing, pages 30–45. Springer, 1997
  7. Hirano K, Porter JR. 2009. Asymptotics for statistical treatment rules. Econometrica 77:1683–701
Frequently Asked QuestionsQ: What is the prediction methodology for NSE IGPL stock?
A: NSE IGPL stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Independent T-Test
Q: Is NSE IGPL stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE IGPL Stock.
Q: Is IG Petrochemicals Limited stock a good investment?
A: The consensus rating for IG Petrochemicals Limited is Hold and assigned short-term B3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of NSE IGPL stock?
A: The consensus rating for NSE IGPL is Hold.
Q: What is the prediction period for NSE IGPL stock?
A: The prediction period for NSE IGPL is (n+6 month)

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.