NSE AMBUJACEM Options & Futures Prediction

This study presents financial network indicators that can be applied to global stock market investment strategies. We propose to design both undirected and directed volatility networks of global stock market based on simple pair-wise correlation and system-wide connectedness of stock date using a vector auto-regressive model. We evaluate Ambuja Cements Limited prediction models with Modular Neural Network (Financial Sentiment Analysis) and Spearman Correlation^1,2,3,4 and conclude that the NSE AMBUJACEM 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 AMBUJACEM stock.

Keywords: NSE AMBUJACEM, Ambuja Cements 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. Short/Long Term Stocks
3. Trading Signals

NSE AMBUJACEM Target Price Prediction Modeling Methodology

Machine Learning refers to a concept in which a machine has been programmed to learn specific patterns from historical data using powerful algorithms and make predictions in future based on the patterns it learnt. Machine learning is a branch of Artificial Intelligence (AI), the term proposed in 1959 by Arthur Samuel who defined it as the ability of computers or machines to learn new rules and concepts from data without being explicitly programmed. We consider Ambuja Cements Limited Stock Decision Process with Spearman Correlation where A is the set of discrete actions of NSE AMBUJACEM 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(Spearman Correlation)^5,6,7= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Modular Neural Network (Financial Sentiment Analysis)) X S(n):→ (n+16 weeks) $\overrightarrow{S}=\left(s_1,s_2,s_3\right)$

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: NSE AMBUJACEM Ambuja Cements 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 Hold NSE AMBUJACEM 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

Ambuja Cements Limited assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) with Spearman Correlation^1,2,3,4 and conclude that the NSE AMBUJACEM 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 AMBUJACEM stock.

Financial State Forecast for NSE AMBUJACEM Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	B2	B2
Operational Risk	47	37
Market Risk	71	68
Technical Analysis	53	46
Fundamental Analysis	60	78
Risk Unsystematic	37	43

Prediction Confidence Score

Trust metric by Neural Network: 85 out of 100 with 730 signals.

References

1. 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
2. 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
3. K. Tuyls and G. Weiss. Multiagent learning: Basics, challenges, and prospects. AI Magazine, 33(3): 41–52, 2012
4. S. J. Russell and P. Norvig. Artificial Intelligence: A Modern Approach. Prentice Hall, Englewood Cliffs, NJ, 3nd edition, 2010
5. V. Mnih, A. P. Badia, M. Mirza, A. Graves, T. P. Lillicrap, T. Harley, D. Silver, and K. Kavukcuoglu. Asynchronous methods for deep reinforcement learning. In Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016, pages 1928–1937, 2016
6. V. Borkar. Q-learning for risk-sensitive control. Mathematics of Operations Research, 27:294–311, 2002.
7. Mnih A, Hinton GE. 2007. Three new graphical models for statistical language modelling. In International Conference on Machine Learning, pp. 641–48. La Jolla, CA: Int. Mach. Learn. Soc.

Frequently Asked Questions

Q: What is the prediction methodology for NSE AMBUJACEM stock?
A: NSE AMBUJACEM stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Spearman Correlation
Q: Is NSE AMBUJACEM stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE AMBUJACEM Stock.
Q: Is Ambuja Cements Limited stock a good investment?
A: The consensus rating for Ambuja Cements Limited is Hold and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of NSE AMBUJACEM stock?
A: The consensus rating for NSE AMBUJACEM is Hold.
Q: What is the prediction period for NSE AMBUJACEM stock?
A: The prediction period for NSE AMBUJACEM is (n+16 weeks)

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