Modelling A.I. in Economics

NSE EDELWEISS Target Price Forecast

Prediction of stock market is a long-time attractive topic to researchers from different fields. In particular, numerous studies have been conducted to predict the movement of stock market using machine learning algorithms such as support vector machine (SVM) and reinforcement learning. In this project, we propose a new prediction algorithm that exploits the temporal correlation among global stock markets and various financial products to predict the next-day stock trend. We evaluate Edelweiss Financial Services Limited prediction models with Modular Neural Network (Emotional Trigger/Responses Analysis) and Statistical Hypothesis Testing1,2,3,4 and conclude that the NSE EDELWEISS 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 EDELWEISS stock.


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

Key Points

  1. Stock Forecast Based On a Predictive Algorithm
  2. What is prediction model?
  3. What statistical methods are used to analyze data?

NSE EDELWEISS Target Price Prediction Modeling Methodology

In this paper, we propose a hybrid machine learning system based on Genetic Algor ithm (GA) and Support Vector Machines (SVM) for stock market prediction. A variety of indicators from the technical analysis field of study are used as input features. We also make use of the correlation between stock prices of different companies to forecast the price of a stock, making use of technical indicators of highly correlated stocks, not only the stock to be predicted. The genetic algorithm is used to select the set of most informative input features from among all the technical indicators. We consider Edelweiss Financial Services Limited Stock Decision Process with Statistical Hypothesis Testing where A is the set of discrete actions of NSE EDELWEISS 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(Statistical Hypothesis Testing)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+4 weeks) i = 1 n a i

n:Time series to forecast

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

Sample Set: Neural Network
Stock/Index: NSE EDELWEISS Edelweiss Financial Services Limited
Time series to forecast n: 02 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 EDELWEISS 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

Edelweiss Financial Services Limited assigned short-term B2 & long-term Baa2 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) with Statistical Hypothesis Testing1,2,3,4 and conclude that the NSE EDELWEISS 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 EDELWEISS stock.

Financial State Forecast for NSE EDELWEISS Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2Baa2
Operational Risk 3965
Market Risk5670
Technical Analysis7090
Fundamental Analysis3675
Risk Unsystematic6374

Prediction Confidence Score

Trust metric by Neural Network: 77 out of 100 with 614 signals.

References

  1. Breiman L. 1993. Better subset selection using the non-negative garotte. Tech. Rep., Univ. Calif., Berkeley
  2. Wu X, Kumar V, Quinlan JR, Ghosh J, Yang Q, et al. 2008. Top 10 algorithms in data mining. Knowl. Inform. Syst. 14:1–37
  3. S. Bhatnagar, H. Prasad, and L. Prashanth. Stochastic recursive algorithms for optimization, volume 434. Springer, 2013
  4. Efron B, Hastie T, Johnstone I, Tibshirani R. 2004. Least angle regression. Ann. Stat. 32:407–99
  5. Artis, M. J. W. Zhang (1990), "BVAR forecasts for the G-7," International Journal of Forecasting, 6, 349–362.
  6. Athey S, Blei D, Donnelly R, Ruiz F. 2017b. Counterfactual inference for consumer choice across many prod- uct categories. AEA Pap. Proc. 108:64–67
  7. Keane MP. 2013. Panel data discrete choice models of consumer demand. In The Oxford Handbook of Panel Data, ed. BH Baltagi, pp. 54–102. Oxford, UK: Oxford Univ. Press
Frequently Asked QuestionsQ: What is the prediction methodology for NSE EDELWEISS stock?
A: NSE EDELWEISS stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and Statistical Hypothesis Testing
Q: Is NSE EDELWEISS stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE EDELWEISS Stock.
Q: Is Edelweiss Financial Services Limited stock a good investment?
A: The consensus rating for Edelweiss Financial Services Limited is Hold and assigned short-term B2 & long-term Baa2 forecasted stock rating.
Q: What is the consensus rating of NSE EDELWEISS stock?
A: The consensus rating for NSE EDELWEISS is Hold.
Q: What is the prediction period for NSE EDELWEISS stock?
A: The prediction period for NSE EDELWEISS is (n+4 weeks)

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