Modelling A.I. in Economics

Trading Signals (NSE MMTC Stock Forecast)

Complex networks in stock market and stock price volatility pattern prediction are the important issues in stock price research. Previous studies have used historical information regarding a single stock to predict the future trend of the stock's price, seldom considering comovement among stocks in the same market. In this study, in order to extract the information about relation stocks for prediction, we try to combine the complex network method with machine learning to predict stock price patterns. We evaluate MMTC Limited prediction models with Statistical Inference (ML) and Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the NSE MMTC 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 MMTC stock.


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

Key Points

  1. Operational Risk
  2. Is now good time to invest?
  3. What statistical methods are used to analyze data?

NSE MMTC Target Price Prediction Modeling Methodology

Predicting stock market prices is crucial subject at the present economy. Hence, the tendency of researchers towards new opportunities to predict the stock market has been increased. Researchers have found that, historical stock data and Search Engine Queries, social mood from user generated content in sources like Twitter, Web News has a predictive relationship to the future stock prices. Lack of information such as social mood was there in past studies and in this research, we discuss an effective method to analyze multiple information sources to fill the information gap and predict an accurate future value. We consider MMTC Limited Stock Decision Process with Wilcoxon Sign-Rank Test where A is the set of discrete actions of NSE MMTC 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(Statistical Inference (ML)) X S(n):→ (n+1 year) e x rx

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: NSE MMTC MMTC 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 MMTC 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

MMTC Limited assigned short-term Ba3 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Wilcoxon Sign-Rank Test1,2,3,4 and conclude that the NSE MMTC 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 MMTC stock.

Financial State Forecast for NSE MMTC Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba1
Operational Risk 8655
Market Risk8487
Technical Analysis6276
Fundamental Analysis3856
Risk Unsystematic6473

Prediction Confidence Score

Trust metric by Neural Network: 88 out of 100 with 649 signals.

References

  1. Hastie T, Tibshirani R, Wainwright M. 2015. Statistical Learning with Sparsity: The Lasso and Generalizations. New York: CRC Press
  2. Breusch, T. S. (1978), "Testing for autocorrelation in dynamic linear models," Australian Economic Papers, 17, 334–355.
  3. Holland PW. 1986. Statistics and causal inference. J. Am. Stat. Assoc. 81:945–60
  4. Holland PW. 1986. Statistics and causal inference. J. Am. Stat. Assoc. 81:945–60
  5. J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
  6. B. Derfer, N. Goodyear, K. Hung, C. Matthews, G. Paoni, K. Rollins, R. Rose, M. Seaman, and J. Wiles. Online marketing platform, August 17 2007. US Patent App. 11/893,765
  7. M. Sobel. The variance of discounted Markov decision processes. Applied Probability, pages 794–802, 1982
Frequently Asked QuestionsQ: What is the prediction methodology for NSE MMTC stock?
A: NSE MMTC stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Wilcoxon Sign-Rank Test
Q: Is NSE MMTC stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE MMTC Stock.
Q: Is MMTC Limited stock a good investment?
A: The consensus rating for MMTC Limited is Hold and assigned short-term Ba3 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of NSE MMTC stock?
A: The consensus rating for NSE MMTC is Hold.
Q: What is the prediction period for NSE MMTC stock?
A: The prediction period for NSE MMTC is (n+1 year)

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