When should you buy or sell a stock? (NSE GLAXO Stock Forecast)

Stock prediction with data mining techniques is one of the most important issues in finance being investigated by researchers across the globe. Data mining techniques can be used extensively in the financial markets to help investors make qualitative decision. One of the techniques is artificial neural network (ANN). However, in the application of ANN for predicting the financial market the use of technical analysis variables for stock prediction is predominant. In this paper, we present a hybridized approach which combines the use of the variables of technical and fundamental analysis of stock market indicators for prediction of future price of stock in order to improve on the existing approaches. We evaluate GlaxoSmithKline Pharmaceuticals Limited prediction models with Modular Neural Network (Financial Sentiment Analysis) and Ridge Regression^1,2,3,4 and conclude that the NSE GLAXO 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 Sell NSE GLAXO stock.

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

Key Points

1. How useful are statistical predictions?
2. What statistical methods are used to analyze data?
3. Technical Analysis with Algorithmic Trading

NSE GLAXO Target Price Prediction Modeling Methodology

Recently, numerous investigations for stock price prediction and portfolio management using machine learning have been trying to develop efficient mechanical trading systems. But these systems have a limitation in that they are mainly based on the supervised learning which is not so adequate for learning problems with long-term goals and delayed rewards. This paper proposes a method of applying reinforcement learning, suitable for modeling and learning various kinds of interactions in real situations, to the problem of stock price prediction. We consider GlaxoSmithKline Pharmaceuticals Limited Stock Decision Process with Ridge Regression where A is the set of discrete actions of NSE GLAXO 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(Ridge Regression)^5,6,7= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Modular Neural Network (Financial Sentiment Analysis)) X S(n):→ (n+16 weeks) $\sum _{i=1}^n\left(a_i\right)$

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: NSE GLAXO GlaxoSmithKline Pharmaceuticals Limited
Time series to forecast n: 26 Sep 2022 for (n+16 weeks)

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

GlaxoSmithKline Pharmaceuticals Limited assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) with Ridge Regression^1,2,3,4 and conclude that the NSE GLAXO 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 Sell NSE GLAXO stock.

Financial State Forecast for NSE GLAXO Stock Options & Futures

Rating	Short-Term	Long-Term Senior
Outlook*	Ba3	B1
Operational Risk	76	84
Market Risk	74	65
Technical Analysis	60	40
Fundamental Analysis	72	52
Risk Unsystematic	47	51

Prediction Confidence Score

Trust metric by Neural Network: 86 out of 100 with 785 signals.

References

1. Hill JL. 2011. Bayesian nonparametric modeling for causal inference. J. Comput. Graph. Stat. 20:217–40
2. Brailsford, T.J. R.W. Faff (1996), "An evaluation of volatility forecasting techniques," Journal of Banking Finance, 20, 419–438.
3. Z. Wang, T. Schaul, M. Hessel, H. van Hasselt, M. Lanctot, and N. de Freitas. Dueling network architectures for deep reinforcement learning. In Proceedings of the International Conference on Machine Learning (ICML), pages 1995–2003, 2016.
4. Alexander, J. C. Jr. (1995), "Refining the degree of earnings surprise: A comparison of statistical and analysts' forecasts," Financial Review, 30, 469–506.
5. Doudchenko N, Imbens GW. 2016. Balancing, regression, difference-in-differences and synthetic control methods: a synthesis. NBER Work. Pap. 22791
6. Thomas P, Brunskill E. 2016. Data-efficient off-policy policy evaluation for reinforcement learning. In Pro- ceedings of the International Conference on Machine Learning, pp. 2139–48. La Jolla, CA: Int. Mach. Learn. Soc.
7. Imbens GW, Rubin DB. 2015. Causal Inference in Statistics, Social, and Biomedical Sciences. Cambridge, UK: Cambridge Univ. Press

Frequently Asked Questions

Q: What is the prediction methodology for NSE GLAXO stock?
A: NSE GLAXO stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Ridge Regression
Q: Is NSE GLAXO stock a buy or sell?
A: The dominant strategy among neural network is to Sell NSE GLAXO Stock.
Q: Is GlaxoSmithKline Pharmaceuticals Limited stock a good investment?
A: The consensus rating for GlaxoSmithKline Pharmaceuticals Limited is Sell and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of NSE GLAXO stock?
A: The consensus rating for NSE GLAXO is Sell.
Q: What is the prediction period for NSE GLAXO stock?
A: The prediction period for NSE GLAXO is (n+16 weeks)

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