Modelling A.I. in Economics

Buy or Sell: NSE ITI Stock (Forecast)

Impact of many factors on the stock prices makes the stock prediction a difficult and highly complicated task. In this paper, machine learning techniques have been applied for the stock price prediction in order to overcome such difficulties. In the implemented work, five models have been developed and their performances are compared in predicting the stock market trends. We evaluate ITI Limited prediction models with Active Learning (ML) and Independent T-Test1,2,3,4 and conclude that the NSE ITI stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold NSE ITI stock.


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

Key Points

  1. Can we predict stock market using machine learning?
  2. Reaction Function
  3. Nash Equilibria

NSE ITI Target Price Prediction Modeling Methodology

Prediction of stock market movement is extremely difficult due to its high mutable nature. The rapid ups and downs occur in stock market because of impact from foreign commodities like emotional behavior of investors, political, psychological and economical factors. Continuous unsettlement in the stock market is major reason why investors sell out at the wrong time and often fail to gain the benefit. While investing in stock market investors must not forget the risk of reward rule and expose their holdings to greater risks. Although it is not possible predict stock market movement with full accuracy, losses from selling stocks at wrong time and its impacts can be reduce to greater extent using prediction of stock market movement based on analysis of historical data. We consider ITI Limited Stock Decision Process with Independent T-Test where A is the set of discrete actions of NSE ITI 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(Independent T-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+6 month) i = 1 n a i

n:Time series to forecast

p:Price signals of NSE ITI 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 ITI Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: NSE ITI ITI Limited
Time series to forecast n: 02 Oct 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold NSE ITI 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

ITI Limited assigned short-term B2 & long-term B2 forecasted stock rating. We evaluate the prediction models Active Learning (ML) with Independent T-Test1,2,3,4 and conclude that the NSE ITI stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold NSE ITI stock.

Financial State Forecast for NSE ITI Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B2
Operational Risk 4434
Market Risk5247
Technical Analysis5174
Fundamental Analysis6765
Risk Unsystematic6039

Prediction Confidence Score

Trust metric by Neural Network: 89 out of 100 with 562 signals.

References

  1. Bierens HJ. 1987. Kernel estimators of regression functions. In Advances in Econometrics: Fifth World Congress, Vol. 1, ed. TF Bewley, pp. 99–144. Cambridge, UK: Cambridge Univ. Press
  2. Dietterich TG. 2000. Ensemble methods in machine learning. In Multiple Classifier Systems: First International Workshop, Cagliari, Italy, June 21–23, pp. 1–15. Berlin: Springer
  3. Bamler R, Mandt S. 2017. Dynamic word embeddings via skip-gram filtering. In Proceedings of the 34th Inter- national Conference on Machine Learning, pp. 380–89. La Jolla, CA: Int. Mach. Learn. Soc.
  4. Dudik M, Erhan D, Langford J, Li L. 2014. Doubly robust policy evaluation and optimization. Stat. Sci. 29:485–511
  5. L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
  6. Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
  7. Christou, C., P. A. V. B. Swamy G. S. Tavlas (1996), "Modelling optimal strategies for the allocation of wealth in multicurrency investments," International Journal of Forecasting, 12, 483–493.
Frequently Asked QuestionsQ: What is the prediction methodology for NSE ITI stock?
A: NSE ITI stock prediction methodology: We evaluate the prediction models Active Learning (ML) and Independent T-Test
Q: Is NSE ITI stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE ITI Stock.
Q: Is ITI Limited stock a good investment?
A: The consensus rating for ITI Limited is Hold and assigned short-term B2 & long-term B2 forecasted stock rating.
Q: What is the consensus rating of NSE ITI stock?
A: The consensus rating for NSE ITI is Hold.
Q: What is the prediction period for NSE ITI stock?
A: The prediction period for NSE ITI is (n+6 month)

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