Modelling A.I. in Economics

Machine Learning stock prediction: NSE SJVN Stock Prediction (Forecast)

The classical linear multi-factor stock selection model is widely used for long-term stock price trend prediction. However, the stock market is chaotic, complex, and dynamic, for which reasons the linear model assumption may be unreasonable, and it is more meaningful to construct a better-integrated stock selection model based on different feature selection and nonlinear stock price trend prediction methods. We evaluate SJVN Limited prediction models with Modular Neural Network (Speculative Sentiment Analysis) and ElasticNet Regression1,2,3,4 and conclude that the NSE SJVN 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 Hold NSE SJVN stock.


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

Key Points

  1. Can stock prices be predicted?
  2. How useful are statistical predictions?
  3. How do predictive algorithms actually work?

NSE SJVN Target Price Prediction Modeling Methodology

Stock prediction is a very hot topic in our life. However, in the early time, because of some reasons and the limitation of the device, only a few people had the access to the study. Thanks to the rapid development of science and technology, in recent years more and more people are devoted to the study of the prediction and it becomes easier and easier for us to make stock prediction by using different ways now, including machine learning, deep learning and so on. We consider SJVN Limited Stock Decision Process with ElasticNet Regression where A is the set of discrete actions of NSE SJVN 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(ElasticNet 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 (Speculative Sentiment Analysis)) X S(n):→ (n+16 weeks) i = 1 n a i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: NSE SJVN SJVN Limited
Time series to forecast n: 27 Sep 2022 for (n+16 weeks)

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

SJVN Limited assigned short-term Ba1 & long-term B3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) with ElasticNet Regression1,2,3,4 and conclude that the NSE SJVN 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 Hold NSE SJVN stock.

Financial State Forecast for NSE SJVN Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba1B3
Operational Risk 8641
Market Risk3567
Technical Analysis8739
Fundamental Analysis7257
Risk Unsystematic7430

Prediction Confidence Score

Trust metric by Neural Network: 75 out of 100 with 730 signals.

References

  1. Burkov A. 2019. The Hundred-Page Machine Learning Book. Quebec City, Can.: Andriy Burkov
  2. Artis, M. J. W. Zhang (1990), "BVAR forecasts for the G-7," International Journal of Forecasting, 6, 349–362.
  3. 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]
  4. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
  5. G. Shani, R. Brafman, and D. Heckerman. An MDP-based recommender system. In Proceedings of the Eigh- teenth conference on Uncertainty in artificial intelligence, pages 453–460. Morgan Kaufmann Publishers Inc., 2002
  6. Rosenbaum PR, Rubin DB. 1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70:41–55
  7. Athey S, Tibshirani J, Wager S. 2016b. Generalized random forests. arXiv:1610.01271 [stat.ME]
Frequently Asked QuestionsQ: What is the prediction methodology for NSE SJVN stock?
A: NSE SJVN stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and ElasticNet Regression
Q: Is NSE SJVN stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE SJVN Stock.
Q: Is SJVN Limited stock a good investment?
A: The consensus rating for SJVN Limited is Hold and assigned short-term Ba1 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of NSE SJVN stock?
A: The consensus rating for NSE SJVN is Hold.
Q: What is the prediction period for NSE SJVN stock?
A: The prediction period for NSE SJVN is (n+16 weeks)

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