Modelling A.I. in Economics

NSE UJJIVANSFB Options & Futures Prediction (Forecast)

Forecasting stock exchange rates is an important financial problem that is receiving increasing attention. During the last few years, a number of neural network models and hybrid models have been proposed for obtaining accurate prediction results, in an attempt to outperform the traditional linear and nonlinear approaches. This paper evaluates the effectiveness of neural network models which are known to be dynamic and effective in stock-market predictions. We evaluate Ujjivan Small Finance Bank Limited prediction models with Modular Neural Network (Social Media Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the NSE UJJIVANSFB 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 UJJIVANSFB stock.


Keywords: NSE UJJIVANSFB, Ujjivan Small Finance Bank Limited, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Market Outlook
  2. What statistical methods are used to analyze data?
  3. What are buy sell or hold recommendations?

NSE UJJIVANSFB Target Price Prediction Modeling Methodology

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 consider Ujjivan Small Finance Bank Limited Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of NSE UJJIVANSFB 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(Modular Neural Network (Social Media Sentiment Analysis)) X S(n):→ (n+16 weeks) r s rs

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: NSE UJJIVANSFB Ujjivan Small Finance Bank Limited
Time series to forecast n: 27 Sep 2022 for (n+16 weeks)

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

Ujjivan Small Finance Bank Limited assigned short-term B1 & long-term B2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the NSE UJJIVANSFB 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 UJJIVANSFB stock.

Financial State Forecast for NSE UJJIVANSFB Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B2
Operational Risk 5072
Market Risk6445
Technical Analysis3369
Fundamental Analysis6433
Risk Unsystematic8642

Prediction Confidence Score

Trust metric by Neural Network: 79 out of 100 with 706 signals.

References

  1. Clements, M. P. D. F. Hendry (1995), "Forecasting in cointegrated systems," Journal of Applied Econometrics, 10, 127–146.
  2. Arora S, Li Y, Liang Y, Ma T. 2016. RAND-WALK: a latent variable model approach to word embeddings. Trans. Assoc. Comput. Linguist. 4:385–99
  3. Bewley, R. M. Yang (1998), "On the size and power of system tests for cointegration," Review of Economics and Statistics, 80, 675–679.
  4. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
  5. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71
  6. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
  7. D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.
Frequently Asked QuestionsQ: What is the prediction methodology for NSE UJJIVANSFB stock?
A: NSE UJJIVANSFB stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Wilcoxon Sign-Rank Test
Q: Is NSE UJJIVANSFB stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE UJJIVANSFB Stock.
Q: Is Ujjivan Small Finance Bank Limited stock a good investment?
A: The consensus rating for Ujjivan Small Finance Bank Limited is Hold and assigned short-term B1 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of NSE UJJIVANSFB stock?
A: The consensus rating for NSE UJJIVANSFB is Hold.
Q: What is the prediction period for NSE UJJIVANSFB stock?
A: The prediction period for NSE UJJIVANSFB is (n+16 weeks)

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