Modelling A.I. in Economics

What are buy sell or hold recommendations? (NSE SHREECEM Stock Forecast) (Forecast)

Different machine learning algorithms are discussed in this literature review. These algorithms can be used for predicting the stock market. The prediction of the stock market is one of the challenging tasks that must have to be handled. In this paper, it is discussed how the machine learning algorithms can be used for predicting the stock value. We evaluate SHREE CEMENT LIMITED prediction models with Active Learning (ML) and Sign Test1,2,3,4 and conclude that the NSE SHREECEM stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold NSE SHREECEM stock.


Keywords: NSE SHREECEM, SHREE CEMENT LIMITED, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Buy, Sell and Hold Signals
  2. What is statistical models in machine learning?
  3. Can machine learning predict?

NSE SHREECEM Target Price Prediction Modeling Methodology

Investors raise profit from stock market by maximising gains and minimising loses. The profit is difficult to raise because of the volatile nature of stock market prices. Predictive modelling allows investors to make informed decisions. We consider SHREE CEMENT LIMITED Stock Decision Process with Sign Test where A is the set of discrete actions of NSE SHREECEM 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(Sign 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(Active Learning (ML)) X S(n):→ (n+3 month) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of NSE SHREECEM 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 SHREECEM Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: NSE SHREECEM SHREE CEMENT LIMITED
Time series to forecast n: 30 Sep 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold NSE SHREECEM 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

SHREE CEMENT LIMITED assigned short-term Ba2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Active Learning (ML) with Sign Test1,2,3,4 and conclude that the NSE SHREECEM stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold NSE SHREECEM stock.

Financial State Forecast for NSE SHREECEM Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba2Ba3
Operational Risk 4449
Market Risk8083
Technical Analysis8674
Fundamental Analysis7058
Risk Unsystematic5864

Prediction Confidence Score

Trust metric by Neural Network: 85 out of 100 with 710 signals.

References

  1. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
  2. A. Shapiro, W. Tekaya, J. da Costa, and M. Soares. Risk neutral and risk averse stochastic dual dynamic programming method. European journal of operational research, 224(2):375–391, 2013
  3. C. Wu and Y. Lin. Minimizing risk models in Markov decision processes with policies depending on target values. Journal of Mathematical Analysis and Applications, 231(1):47–67, 1999
  4. Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
  5. Banerjee, A., J. J. Dolado, J. W. Galbraith, D. F. Hendry (1993), Co-integration, Error-correction, and the Econometric Analysis of Non-stationary Data. Oxford: Oxford University Press.
  6. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
  7. Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.
Frequently Asked QuestionsQ: What is the prediction methodology for NSE SHREECEM stock?
A: NSE SHREECEM stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Sign Test
Q: Is NSE SHREECEM stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE SHREECEM Stock.
Q: Is SHREE CEMENT LIMITED stock a good investment?
A: The consensus rating for SHREE CEMENT LIMITED is Hold and assigned short-term Ba2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of NSE SHREECEM stock?
A: The consensus rating for NSE SHREECEM is Hold.
Q: What is the prediction period for NSE SHREECEM stock?
A: The prediction period for NSE SHREECEM is (n+3 month)

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