Modelling A.I. in Economics

Siyaram Silk Mills Limited Stock Forecast, Price & Rating (NSE SIYSIL)

Stock market trading is an activity in which investors need fast and accurate information to make effective decisions. Since many stocks are traded on a stock exchange, numerous factors influence the decision-making process. Moreover, the behaviour of stock prices is uncertain and hard to predict. For these reasons, stock price prediction is an important process and a challenging one. We evaluate Siyaram Silk Mills Limited prediction models with Modular Neural Network (News Feed Sentiment Analysis) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the NSE SIYSIL stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold NSE SIYSIL stock.


Keywords: NSE SIYSIL, Siyaram Silk Mills Limited, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Understanding Buy, Sell, and Hold Ratings
  2. Which neural network is best for prediction?
  3. What is the use of Markov decision process?

NSE SIYSIL Target Price Prediction Modeling Methodology

Efficient Market Hypothesis (EMH) is the cornerstone of the modern financial theory and it states that it is impossible to predict the price of any stock using any trend, fundamental or technical analysis. Stock trading is one of the most important activities in the world of finance. Stock price prediction has been an age-old problem and many researchers from academia and business have tried to solve it using many techniques ranging from basic statistics to machine learning using relevant information such as news sentiment and historical prices. We consider Siyaram Silk Mills Limited Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of NSE SIYSIL 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 Rank-Sum 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 (News Feed Sentiment Analysis)) X S(n):→ (n+1 year) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of NSE SIYSIL 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 SIYSIL Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: NSE SIYSIL Siyaram Silk Mills Limited
Time series to forecast n: 29 Sep 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold NSE SIYSIL 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

Siyaram Silk Mills Limited assigned short-term B1 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the NSE SIYSIL stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold NSE SIYSIL stock.

Financial State Forecast for NSE SIYSIL Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba1
Operational Risk 8587
Market Risk6389
Technical Analysis6758
Fundamental Analysis4246
Risk Unsystematic3567

Prediction Confidence Score

Trust metric by Neural Network: 72 out of 100 with 771 signals.

References

  1. K. Boda and J. Filar. Time consistent dynamic risk measures. Mathematical Methods of Operations Research, 63(1):169–186, 2006
  2. J. Ott. A Markov decision model for a surveillance application and risk-sensitive Markov decision processes. PhD thesis, Karlsruhe Institute of Technology, 2010.
  3. Bottomley, P. R. Fildes (1998), "The role of prices in models of innovation diffusion," Journal of Forecasting, 17, 539–555.
  4. Artis, M. J. W. Zhang (1990), "BVAR forecasts for the G-7," International Journal of Forecasting, 6, 349–362.
  5. Imbens GW, Rubin DB. 2015. Causal Inference in Statistics, Social, and Biomedical Sciences. Cambridge, UK: Cambridge Univ. Press
  6. N. B ̈auerle and A. Mundt. Dynamic mean-risk optimization in a binomial model. Mathematical Methods of Operations Research, 70(2):219–239, 2009.
  7. P. Artzner, F. Delbaen, J. Eber, and D. Heath. Coherent measures of risk. Journal of Mathematical Finance, 9(3):203–228, 1999
Frequently Asked QuestionsQ: What is the prediction methodology for NSE SIYSIL stock?
A: NSE SIYSIL stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Wilcoxon Rank-Sum Test
Q: Is NSE SIYSIL stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE SIYSIL Stock.
Q: Is Siyaram Silk Mills Limited stock a good investment?
A: The consensus rating for Siyaram Silk Mills Limited is Hold and assigned short-term B1 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of NSE SIYSIL stock?
A: The consensus rating for NSE SIYSIL is Hold.
Q: What is the prediction period for NSE SIYSIL stock?
A: The prediction period for NSE SIYSIL is (n+1 year)

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