Modelling A.I. in Economics

NSE KIRLOSBROS Stock Price Prediction

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 evaluate Kirloskar Brothers Limited prediction models with Supervised Machine Learning (ML) and Pearson Correlation1,2,3,4 and conclude that the NSE KIRLOSBROS stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold NSE KIRLOSBROS stock.


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

Key Points

  1. How can neural networks improve predictions?
  2. What is Markov decision process in reinforcement learning?
  3. Can neural networks predict stock market?

NSE KIRLOSBROS Target Price Prediction Modeling Methodology

With the up-gradation of technology and exploration of new machine learning models, the stock market data analysis has gained attention as these models provide a platform for businessman and traders to choose more profitable stocks. As these data are in large volumes and highly complex so a need of more efficient machine learning model for daily predictions is always looked upon. We consider Kirloskar Brothers Limited Stock Decision Process with Pearson Correlation where A is the set of discrete actions of NSE KIRLOSBROS 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(Pearson Correlation)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(Supervised Machine Learning (ML)) X S(n):→ (n+1 year) i = 1 n r i

n:Time series to forecast

p:Price signals of NSE KIRLOSBROS 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 KIRLOSBROS Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: NSE KIRLOSBROS Kirloskar Brothers Limited
Time series to forecast n: 02 Oct 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold NSE KIRLOSBROS 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

Kirloskar Brothers Limited assigned short-term B2 & long-term B1 forecasted stock rating. We evaluate the prediction models Supervised Machine Learning (ML) with Pearson Correlation1,2,3,4 and conclude that the NSE KIRLOSBROS stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold NSE KIRLOSBROS stock.

Financial State Forecast for NSE KIRLOSBROS Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B2B1
Operational Risk 3886
Market Risk5979
Technical Analysis5642
Fundamental Analysis6834
Risk Unsystematic5755

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 625 signals.

References

  1. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
  2. Lai TL, Robbins H. 1985. Asymptotically efficient adaptive allocation rules. Adv. Appl. Math. 6:4–22
  3. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
  4. A. Shapiro, W. Tekaya, J. da Costa, and M. Soares. Risk neutral and risk averse stochastic dual dynamic programming method. European journal of operational research, 224(2):375–391, 2013
  5. Clements, M. P. D. F. Hendry (1995), "Forecasting in cointegrated systems," Journal of Applied Econometrics, 10, 127–146.
  6. V. Borkar. An actor-critic algorithm for constrained Markov decision processes. Systems & Control Letters, 54(3):207–213, 2005.
  7. Holland PW. 1986. Statistics and causal inference. J. Am. Stat. Assoc. 81:945–60
Frequently Asked QuestionsQ: What is the prediction methodology for NSE KIRLOSBROS stock?
A: NSE KIRLOSBROS stock prediction methodology: We evaluate the prediction models Supervised Machine Learning (ML) and Pearson Correlation
Q: Is NSE KIRLOSBROS stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE KIRLOSBROS Stock.
Q: Is Kirloskar Brothers Limited stock a good investment?
A: The consensus rating for Kirloskar Brothers Limited is Hold and assigned short-term B2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of NSE KIRLOSBROS stock?
A: The consensus rating for NSE KIRLOSBROS is Hold.
Q: What is the prediction period for NSE KIRLOSBROS stock?
A: The prediction period for NSE KIRLOSBROS is (n+1 year)

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