Modelling A.I. in Economics

NSE RCF Target Price Prediction

Predictions on stock market prices are a great challenge due to the fact that it is an immensely complex, chaotic and dynamic environment. There are many studies from various areas aiming to take on that challenge and Machine Learning approaches have been the focus of many of them. There are many examples of Machine Learning algorithms been able to reach satisfactory results when doing that type of prediction. This article studies the usage of LSTM networks on that scenario, to predict future trends of stock prices based on the price history, alongside with technical analysis indicators. We evaluate Rashtriya Chemicals and Fertilizers Limited prediction models with Modular Neural Network (Market News Sentiment Analysis) and Stepwise Regression1,2,3,4 and conclude that the NSE RCF stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold NSE RCF stock.


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

Key Points

  1. Nash Equilibria
  2. Operational Risk
  3. What are the most successful trading algorithms?

NSE RCF Target Price Prediction Modeling Methodology

How to predict stock price movements based on quantitative market data modeling is an attractive topic. In front of the market news and stock prices that are commonly believed as two important market data sources, how to extract and exploit the hidden information within the raw data and make both accurate and fast predictions simultaneously becomes a challenging problem. In this paper, we present the design and architecture of our trading signal mining platform that employs extreme learning machine (ELM) to make stock price prediction based on those two data sources concurrently. We consider Rashtriya Chemicals and Fertilizers Limited Stock Decision Process with Stepwise Regression where A is the set of discrete actions of NSE RCF 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(Stepwise 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 (Market News Sentiment Analysis)) X S(n):→ (n+4 weeks) i = 1 n a i

n:Time series to forecast

p:Price signals of NSE RCF 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 RCF Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: NSE RCF Rashtriya Chemicals and Fertilizers Limited
Time series to forecast n: 26 Sep 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold NSE RCF 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

Rashtriya Chemicals and Fertilizers Limited assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Stepwise Regression1,2,3,4 and conclude that the NSE RCF stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold NSE RCF stock.

Financial State Forecast for NSE RCF Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 4749
Market Risk4959
Technical Analysis4451
Fundamental Analysis6638
Risk Unsystematic7056

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 868 signals.

References

  1. M. Babes, E. M. de Cote, and M. L. Littman. Social reward shaping in the prisoner's dilemma. In 7th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2008), Estoril, Portugal, May 12-16, 2008, Volume 3, pages 1389–1392, 2008.
  2. O. Bardou, N. Frikha, and G. Pag`es. Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications, 15(3):173–210, 2009.
  3. Mikolov T, Sutskever I, Chen K, Corrado GS, Dean J. 2013b. Distributed representations of words and phrases and their compositionality. In Advances in Neural Information Processing Systems, Vol. 26, ed. Z Ghahramani, M Welling, C Cortes, ND Lawrence, KQ Weinberger, pp. 3111–19. San Diego, CA: Neural Inf. Process. Syst. Found.
  4. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60
  5. Kitagawa T, Tetenov A. 2015. Who should be treated? Empirical welfare maximization methods for treatment choice. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
  6. V. Borkar and R. Jain. Risk-constrained Markov decision processes. IEEE Transaction on Automatic Control, 2014
  7. Vilnis L, McCallum A. 2015. Word representations via Gaussian embedding. arXiv:1412.6623 [cs.CL]
Frequently Asked QuestionsQ: What is the prediction methodology for NSE RCF stock?
A: NSE RCF stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Stepwise Regression
Q: Is NSE RCF stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE RCF Stock.
Q: Is Rashtriya Chemicals and Fertilizers Limited stock a good investment?
A: The consensus rating for Rashtriya Chemicals and Fertilizers Limited is Hold and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of NSE RCF stock?
A: The consensus rating for NSE RCF is Hold.
Q: What is the prediction period for NSE RCF stock?
A: The prediction period for NSE RCF is (n+4 weeks)

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.