Modelling A.I. in Economics

NSE RVNL Stock Price Prediction (Forecast)

This study aims to predict the direction of stock prices by integrating time-varying effective transfer entropy (ETE) and various machine learning algorithms. At first, we explore that the ETE based on 3 and 6 months moving windows can be regarded as the market explanatory variable by analyzing the association between the financial crises and Granger-causal relationships among the stocks. We evaluate Rail Vikas Nigam Limited prediction models with Transfer Learning (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the NSE RVNL stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold NSE RVNL stock.


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

Key Points

  1. Market Risk
  2. Market Risk
  3. Trading Interaction

NSE RVNL Target Price Prediction Modeling Methodology

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We consider Rail Vikas Nigam Limited Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of NSE RVNL 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(Wilcoxon Sign-Rank Test)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(Transfer Learning (ML)) X S(n):→ (n+6 month) i = 1 n r i

n:Time series to forecast

p:Price signals of NSE RVNL 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 RVNL Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: NSE RVNL Rail Vikas Nigam Limited
Time series to forecast n: 28 Sep 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold NSE RVNL 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

Rail Vikas Nigam Limited assigned short-term B2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Transfer Learning (ML) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the NSE RVNL stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold NSE RVNL stock.

Financial State Forecast for NSE RVNL Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Ba3
Operational Risk 7283
Market Risk4136
Technical Analysis5080
Fundamental Analysis5382
Risk Unsystematic6145

Prediction Confidence Score

Trust metric by Neural Network: 90 out of 100 with 754 signals.

References

  1. Hastie T, Tibshirani R, Friedman J. 2009. The Elements of Statistical Learning. Berlin: Springer
  2. Clements, M. P. D. F. Hendry (1995), "Forecasting in cointegrated systems," Journal of Applied Econometrics, 10, 127–146.
  3. R. Rockafellar and S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7):1443 – 1471, 2002
  4. Bengio Y, Ducharme R, Vincent P, Janvin C. 2003. A neural probabilistic language model. J. Mach. Learn. Res. 3:1137–55
  5. S. Devlin, L. Yliniemi, D. Kudenko, and K. Tumer. Potential-based difference rewards for multiagent reinforcement learning. In Proceedings of the Thirteenth International Joint Conference on Autonomous Agents and Multiagent Systems, May 2014
  6. V. Borkar. An actor-critic algorithm for constrained Markov decision processes. Systems & Control Letters, 54(3):207–213, 2005.
  7. Clements, M. P. D. F. Hendry (1996), "Intercept corrections and structural change," Journal of Applied Econometrics, 11, 475–494.
Frequently Asked QuestionsQ: What is the prediction methodology for NSE RVNL stock?
A: NSE RVNL stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Wilcoxon Sign-Rank Test
Q: Is NSE RVNL stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE RVNL Stock.
Q: Is Rail Vikas Nigam Limited stock a good investment?
A: The consensus rating for Rail Vikas Nigam Limited is Hold and assigned short-term B2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of NSE RVNL stock?
A: The consensus rating for NSE RVNL is Hold.
Q: What is the prediction period for NSE RVNL stock?
A: The prediction period for NSE RVNL is (n+6 month)

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