Modelling A.I. in Economics

NSE BFINVEST Target Price Prediction

Impact of many factors on the stock prices makes the stock prediction a difficult and highly complicated task. In this paper, machine learning techniques have been applied for the stock price prediction in order to overcome such difficulties. In the implemented work, five models have been developed and their performances are compared in predicting the stock market trends. We evaluate BF Investment Limited prediction models with Modular Neural Network (Speculative Sentiment Analysis) and Lasso Regression1,2,3,4 and conclude that the NSE BFINVEST 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 BFINVEST stock.


Keywords: NSE BFINVEST, BF Investment 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 the use of Markov decision process?
  2. What statistical methods are used to analyze data?
  3. Can neural networks predict stock market?

NSE BFINVEST Target Price Prediction Modeling Methodology

Stock market forecasting is considered to be a challenging topic among time series forecasting. This study proposes a novel two-stage ensemble machine learning model named SVR-ENANFIS for stock price prediction by combining features of support vector regression (SVR) and ensemble adaptive neuro fuzzy inference system (ENANFIS). We consider BF Investment Limited Stock Decision Process with Lasso Regression where A is the set of discrete actions of NSE BFINVEST 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(Lasso 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+3 month) i = 1 n s i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: NSE BFINVEST BF Investment 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 BFINVEST 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

BF Investment Limited assigned short-term B3 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) with Lasso Regression1,2,3,4 and conclude that the NSE BFINVEST 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 BFINVEST stock.

Financial State Forecast for NSE BFINVEST Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B3B1
Operational Risk 4860
Market Risk3346
Technical Analysis5953
Fundamental Analysis7551
Risk Unsystematic4489

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 746 signals.

References

  1. Burgess, D. F. (1975), "Duality theory and pitfalls in the specification of technologies," Journal of Econometrics, 3, 105–121.
  2. White H. 1992. Artificial Neural Networks: Approximation and Learning Theory. Oxford, UK: Blackwell
  3. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
  4. Armstrong, J. S. M. C. Grohman (1972), "A comparative study of methods for long-range market forecasting," Management Science, 19, 211–221.
  5. Athey S. 2019. The impact of machine learning on economics. In The Economics of Artificial Intelligence: An Agenda, ed. AK Agrawal, J Gans, A Goldfarb. Chicago: Univ. Chicago Press. In press
  6. H. Khalil and J. Grizzle. Nonlinear systems, volume 3. Prentice hall Upper Saddle River, 2002.
  7. Pennington J, Socher R, Manning CD. 2014. GloVe: global vectors for word representation. In Proceedings of the 2014 Conference on Empirical Methods on Natural Language Processing, pp. 1532–43. New York: Assoc. Comput. Linguist.
Frequently Asked QuestionsQ: What is the prediction methodology for NSE BFINVEST stock?
A: NSE BFINVEST stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Lasso Regression
Q: Is NSE BFINVEST stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE BFINVEST Stock.
Q: Is BF Investment Limited stock a good investment?
A: The consensus rating for BF Investment Limited is Hold and assigned short-term B3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of NSE BFINVEST stock?
A: The consensus rating for NSE BFINVEST is Hold.
Q: What is the prediction period for NSE BFINVEST stock?
A: The prediction period for NSE BFINVEST is (n+3 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.