Modelling A.I. in Economics

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

In the finance world stock trading is one of the most important activities. Stock market prediction is an act of trying to determine the future value of a stock other financial instrument traded on a financial exchange. This paper explains the prediction of a stock using Machine Learning. The technical and fundamental or the time series analysis is used by the most of the stockbrokers while making the stock predictions. We evaluate AU Small Finance Bank Limited prediction models with Modular Neural Network (Emotional Trigger/Responses Analysis) and Beta1,2,3,4 and conclude that the NSE AUBANK 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 AUBANK stock.


Keywords: NSE AUBANK, AU 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. How do you know when a stock will go up or down?
  2. Is now good time to invest?
  3. Buy, Sell and Hold Signals

NSE AUBANK Target Price Prediction Modeling Methodology

Predicting the future price of financial assets has always been an important research topic in the field of quantitative finance. This paper attempts to use the latest artificial intelligence technologies to design and implement a framework for financial asset price prediction. We consider AU Small Finance Bank Limited Stock Decision Process with Beta where A is the set of discrete actions of NSE AUBANK 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(Beta)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 (Emotional Trigger/Responses Analysis)) X S(n):→ (n+1 year) i = 1 n r i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: NSE AUBANK AU Small Finance Bank Limited
Time series to forecast n: 26 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 AUBANK 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

AU Small Finance Bank Limited assigned short-term Ba3 & long-term Ba1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) with Beta1,2,3,4 and conclude that the NSE AUBANK 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 AUBANK stock.

Financial State Forecast for NSE AUBANK Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba1
Operational Risk 8878
Market Risk4590
Technical Analysis4880
Fundamental Analysis4672
Risk Unsystematic8739

Prediction Confidence Score

Trust metric by Neural Network: 80 out of 100 with 679 signals.

References

  1. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
  2. Andrews, D. W. K. W. Ploberger (1994), "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383–1414.
  3. Bera, A. M. L. Higgins (1997), "ARCH and bilinearity as competing models for nonlinear dependence," Journal of Business Economic Statistics, 15, 43–50.
  4. Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
  5. Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
  6. S. Bhatnagar. An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes. Systems & Control Letters, 59(12):760–766, 2010
  7. Efron B, Hastie T, Johnstone I, Tibshirani R. 2004. Least angle regression. Ann. Stat. 32:407–99
Frequently Asked QuestionsQ: What is the prediction methodology for NSE AUBANK stock?
A: NSE AUBANK stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and Beta
Q: Is NSE AUBANK stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE AUBANK Stock.
Q: Is AU Small Finance Bank Limited stock a good investment?
A: The consensus rating for AU Small Finance Bank Limited is Hold and assigned short-term Ba3 & long-term Ba1 forecasted stock rating.
Q: What is the consensus rating of NSE AUBANK stock?
A: The consensus rating for NSE AUBANK is Hold.
Q: What is the prediction period for NSE AUBANK stock?
A: The prediction period for NSE AUBANK is (n+1 year)

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