Modelling A.I. in Economics

NSE MAHINDCIE Options & Futures Prediction (Forecast)

Prediction of the trend of the stock market is very crucial. If someone has robust forecasting tools, then he/she will increase the return on investment and can get rich easily and quickly. Because there are a lot of factors that can influence the stock market, the stock forecasting problem has always been very complicated. Support Vector Regression is a tool from machine learning that can build a regression model on the historical time series data in the purpose of predicting the future trend of the stock price. We evaluate Mahindra CIE Automotive Limited prediction models with Modular Neural Network (Speculative Sentiment Analysis) and Ridge Regression1,2,3,4 and conclude that the NSE MAHINDCIE 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 MAHINDCIE stock.


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

Key Points

  1. Trading Signals
  2. What are the most successful trading algorithms?
  3. What is a prediction confidence?

NSE MAHINDCIE Target Price Prediction Modeling Methodology

The presented paper modeled and predicted stock returns using LSTM. The historical data of stock market were transformed into 30-days-long sequences with 10 learning features and 7-day earning rate labeling. The model was fitted by training on 1200000 sequences and tested using the other 350000 sequences. We consider Mahindra CIE Automotive Limited Stock Decision Process with Ridge Regression where A is the set of discrete actions of NSE MAHINDCIE 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(Ridge 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) r s rs

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: NSE MAHINDCIE Mahindra CIE Automotive Limited
Time series to forecast n: 28 Sep 2022 for (n+16 weeks)

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

Mahindra CIE Automotive Limited assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) with Ridge Regression1,2,3,4 and conclude that the NSE MAHINDCIE 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 MAHINDCIE stock.

Financial State Forecast for NSE MAHINDCIE Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 3633
Market Risk8961
Technical Analysis3773
Fundamental Analysis7268
Risk Unsystematic4361

Prediction Confidence Score

Trust metric by Neural Network: 82 out of 100 with 503 signals.

References

  1. G. J. Laurent, L. Matignon, and N. L. Fort-Piat. The world of independent learners is not Markovian. Int. J. Know.-Based Intell. Eng. Syst., 15(1):55–64, 2011
  2. D. Bertsekas. Min common/max crossing duality: A geometric view of conjugacy in convex optimization. Lab. for Information and Decision Systems, MIT, Tech. Rep. Report LIDS-P-2796, 2009
  3. Scholkopf B, Smola AJ. 2001. Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. Cambridge, MA: MIT Press
  4. Clements, M. P. D. F. Hendry (1996), "Intercept corrections and structural change," Journal of Applied Econometrics, 11, 475–494.
  5. Artis, M. J. W. Zhang (1990), "BVAR forecasts for the G-7," International Journal of Forecasting, 6, 349–362.
  6. Athey S, Imbens G, Wager S. 2016a. Efficient inference of average treatment effects in high dimensions via approximate residual balancing. arXiv:1604.07125 [math.ST]
  7. Allen, P. G. (1994), "Economic forecasting in agriculture," International Journal of Forecasting, 10, 81–135.
Frequently Asked QuestionsQ: What is the prediction methodology for NSE MAHINDCIE stock?
A: NSE MAHINDCIE stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Ridge Regression
Q: Is NSE MAHINDCIE stock a buy or sell?
A: The dominant strategy among neural network is to Sell NSE MAHINDCIE Stock.
Q: Is Mahindra CIE Automotive Limited stock a good investment?
A: The consensus rating for Mahindra CIE Automotive Limited is Sell and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of NSE MAHINDCIE stock?
A: The consensus rating for NSE MAHINDCIE is Sell.
Q: What is the prediction period for NSE MAHINDCIE stock?
A: The prediction period for NSE MAHINDCIE is (n+16 weeks)

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