Modelling A.I. in Economics

Cummins India Limited Stock Forecast, Price & Rating (NSE CUMMINSIND) (Forecast)

Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on a financial exchange. The successful prediction of a stock's future price will maximize investor's gains. This paper proposes a machine learning model to predict stock market price. We evaluate Cummins India Limited prediction models with Modular Neural Network (Market Volatility Analysis) and Chi-Square1,2,3,4 and conclude that the NSE CUMMINSIND 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 CUMMINSIND stock.


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

Key Points

  1. Which neural network is best for prediction?
  2. How useful are statistical predictions?
  3. Market Outlook

NSE CUMMINSIND Target Price Prediction Modeling Methodology

We present an Artificial Neural Network (ANN) approach to predict stock market indices, particularly with respect to the forecast of their trend movements up or down. Exploiting different Neural Networks architectures, we provide numerical analysis of concrete financial time series. In particular, after a brief r ́esum ́e of the existing literature on the subject, we consider the Multi-layer Perceptron (MLP), the Convolutional Neural Net- works (CNN), and the Long Short-Term Memory (LSTM) recurrent neural networks techniques. We consider Cummins India Limited Stock Decision Process with Chi-Square where A is the set of discrete actions of NSE CUMMINSIND 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(Chi-Square)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 (Market Volatility Analysis)) X S(n):→ (n+4 weeks) S = s 1 s 2 s 3

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: NSE CUMMINSIND Cummins India Limited
Time series to forecast n: 03 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 CUMMINSIND 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

Cummins India Limited assigned short-term B2 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) with Chi-Square1,2,3,4 and conclude that the NSE CUMMINSIND 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 CUMMINSIND stock.

Financial State Forecast for NSE CUMMINSIND Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Baa2
Operational Risk 4450
Market Risk8463
Technical Analysis6370
Fundamental Analysis3190
Risk Unsystematic6688

Prediction Confidence Score

Trust metric by Neural Network: 85 out of 100 with 760 signals.

References

  1. Abadie A, Cattaneo MD. 2018. Econometric methods for program evaluation. Annu. Rev. Econ. 10:465–503
  2. Bottou L. 2012. Stochastic gradient descent tricks. In Neural Networks: Tricks of the Trade, ed. G Montavon, G Orr, K-R Müller, pp. 421–36. Berlin: Springer
  3. Knox SW. 2018. Machine Learning: A Concise Introduction. Hoboken, NJ: Wiley
  4. S. Bhatnagar. An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes. Systems & Control Letters, 59(12):760–766, 2010
  5. Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
  6. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.
  7. O. Bardou, N. Frikha, and G. Pag`es. Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods and Applications, 15(3):173–210, 2009.
Frequently Asked QuestionsQ: What is the prediction methodology for NSE CUMMINSIND stock?
A: NSE CUMMINSIND stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Volatility Analysis) and Chi-Square
Q: Is NSE CUMMINSIND stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE CUMMINSIND Stock.
Q: Is Cummins India Limited stock a good investment?
A: The consensus rating for Cummins India Limited is Hold and assigned short-term B2 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of NSE CUMMINSIND stock?
A: The consensus rating for NSE CUMMINSIND is Hold.
Q: What is the prediction period for NSE CUMMINSIND stock?
A: The prediction period for NSE CUMMINSIND is (n+4 weeks)

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