Modelling A.I. in Economics

Can stock prices be predicted? (NSE SWANENERGY Stock Forecast)

The presented paper modeled and predicted stock returns using LSTM. The historical data of stock market were transformed into 30-days-long sequences with 10 learning features and 7-day earning rate labeling. The model was fitted by training on 1200000 sequences and tested using the other 350000 sequences. We evaluate Swan Energy Limited prediction models with Deductive Inference (ML) and Ridge Regression1,2,3,4 and conclude that the NSE SWANENERGY stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold NSE SWANENERGY stock.


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

Key Points

  1. Game Theory
  2. How do predictive algorithms actually work?
  3. Investment Risk

NSE SWANENERGY Target Price Prediction Modeling Methodology

Stock market predictions are one of the challenging tasks for financial investors across the globe. This challenge is due to the uncertainty and volatility of the stock prices in the market. Due to technology and globalization of business and financial markets it is important to predict the stock prices more quickly and accurately. Last few years there has been much improvement in the field of Neural Network (NN) applications in business and financial markets. Artificial Neural Network (ANN) methods are mostly implemented and play a vital role in decision making for stock market predictions. We consider Swan Energy Limited Stock Decision Process with Ridge Regression where A is the set of discrete actions of NSE SWANENERGY 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= 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(Deductive Inference (ML)) X S(n):→ (n+4 weeks) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of NSE SWANENERGY 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 SWANENERGY Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: NSE SWANENERGY Swan Energy Limited
Time series to forecast n: 01 Oct 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold NSE SWANENERGY 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

Swan Energy Limited assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Deductive Inference (ML) with Ridge Regression1,2,3,4 and conclude that the NSE SWANENERGY stock is predictable in the short/long term. According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold NSE SWANENERGY stock.

Financial State Forecast for NSE SWANENERGY Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 6390
Market Risk7372
Technical Analysis3141
Fundamental Analysis4242
Risk Unsystematic5354

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 659 signals.

References

  1. D. White. Mean, variance, and probabilistic criteria in finite Markov decision processes: A review. Journal of Optimization Theory and Applications, 56(1):1–29, 1988.
  2. Semenova V, Goldman M, Chernozhukov V, Taddy M. 2018. Orthogonal ML for demand estimation: high dimensional causal inference in dynamic panels. arXiv:1712.09988 [stat.ML]
  3. Friedberg R, Tibshirani J, Athey S, Wager S. 2018. Local linear forests. arXiv:1807.11408 [stat.ML]
  4. Hirano K, Porter JR. 2009. Asymptotics for statistical treatment rules. Econometrica 77:1683–701
  5. Li L, Chu W, Langford J, Moon T, Wang X. 2012. An unbiased offline evaluation of contextual bandit algo- rithms with generalized linear models. In Proceedings of 4th ACM International Conference on Web Search and Data Mining, pp. 297–306. New York: ACM
  6. Robins J, Rotnitzky A. 1995. Semiparametric efficiency in multivariate regression models with missing data. J. Am. Stat. Assoc. 90:122–29
  7. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
Frequently Asked QuestionsQ: What is the prediction methodology for NSE SWANENERGY stock?
A: NSE SWANENERGY stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Ridge Regression
Q: Is NSE SWANENERGY stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE SWANENERGY Stock.
Q: Is Swan Energy Limited stock a good investment?
A: The consensus rating for Swan Energy Limited is Hold and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of NSE SWANENERGY stock?
A: The consensus rating for NSE SWANENERGY is Hold.
Q: What is the prediction period for NSE SWANENERGY stock?
A: The prediction period for NSE SWANENERGY is (n+4 weeks)

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