Modelling A.I. in Economics

How Do You Pick a Stock? (NSE BRITANNIA Stock Forecast)

This study presents financial network indicators that can be applied to global stock market investment strategies. We propose to design both undirected and directed volatility networks of global stock market based on simple pair-wise correlation and system-wide connectedness of stock date using a vector auto-regressive model. We evaluate Britannia Industries Limited prediction models with Reinforcement Machine Learning (ML) and Polynomial Regression1,2,3,4 and conclude that the NSE BRITANNIA 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 Sell NSE BRITANNIA stock.


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

Key Points

  1. Buy, Sell and Hold Signals
  2. What is the use of Markov decision process?
  3. How accurate is machine learning in stock market?

NSE BRITANNIA Target Price Prediction Modeling Methodology

Predicting stock market prices is crucial subject at the present economy. Hence, the tendency of researchers towards new opportunities to predict the stock market has been increased. Researchers have found that, historical stock data and Search Engine Queries, social mood from user generated content in sources like Twitter, Web News has a predictive relationship to the future stock prices. Lack of information such as social mood was there in past studies and in this research, we discuss an effective method to analyze multiple information sources to fill the information gap and predict an accurate future value. We consider Britannia Industries Limited Stock Decision Process with Polynomial Regression where A is the set of discrete actions of NSE BRITANNIA 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(Polynomial 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(Reinforcement Machine Learning (ML)) X S(n):→ (n+4 weeks) S = s 1 s 2 s 3

n:Time series to forecast

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


Sample Set: Neural Network
Stock/Index: NSE BRITANNIA Britannia Industries Limited
Time series to forecast n: 02 Nov 2022 for (n+4 weeks)

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

Adjusted IFRS* Prediction Methods for Britannia Industries Limited

  1. When designating a group of items as the hedged item, or a combination of financial instruments as the hedging instrument, an entity shall prospectively cease applying paragraphs 6.8.4–6.8.6 to an individual item or financial instrument in accordance with paragraphs 6.8.9, 6.8.10, or 6.8.11, as relevant, when the uncertainty arising from interest rate benchmark reform is no longer present with respect to the hedged risk and/or the timing and the amount of the interest rate benchmark-based cash flows of that item or financial instrument.
  2. A net position is eligible for hedge accounting only if an entity hedges on a net basis for risk management purposes. Whether an entity hedges in this way is a matter of fact (not merely of assertion or documentation). Hence, an entity cannot apply hedge accounting on a net basis solely to achieve a particular accounting outcome if that would not reflect its risk management approach. Net position hedging must form part of an established risk management strategy. Normally this would be approved by key management personnel as defined in IAS 24.
  3. Historical information is an important anchor or base from which to measure expected credit losses. However, an entity shall adjust historical data, such as credit loss experience, on the basis of current observable data to reflect the effects of the current conditions and its forecasts of future conditions that did not affect the period on which the historical data is based, and to remove the effects of the conditions in the historical period that are not relevant to the future contractual cash flows. In some cases, the best reasonable and supportable information could be the unadjusted historical information, depending on the nature of the historical information and when it was calculated, compared to circumstances at the reporting date and the characteristics of the financial instrument being considered. Estimates of changes in expected credit losses should reflect, and be directionally consistent with, changes in related observable data from period to period
  4. An entity that first applies these amendments at the same time it first applies this Standard shall apply paragraphs 7.2.1–7.2.28 instead of paragraphs 7.2.31–7.2.34.

*International Financial Reporting Standards (IFRS) are a set of accounting rules for the financial statements of public companies that are intended to make them consistent, transparent, and easily comparable around the world.

Conclusions

Britannia Industries Limited assigned short-term Baa2 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Reinforcement Machine Learning (ML) with Polynomial Regression1,2,3,4 and conclude that the NSE BRITANNIA 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 Sell NSE BRITANNIA stock.

Financial State Forecast for NSE BRITANNIA Britannia Industries Limited Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Baa2Ba3
Operational Risk 7869
Market Risk8980
Technical Analysis7634
Fundamental Analysis4750
Risk Unsystematic8784

Prediction Confidence Score

Trust metric by Neural Network: 82 out of 100 with 699 signals.

References

  1. Bastani H, Bayati M. 2015. Online decision-making with high-dimensional covariates. Work. Pap., Univ. Penn./ Stanford Grad. School Bus., Philadelphia/Stanford, CA
  2. J. Peters, S. Vijayakumar, and S. Schaal. Natural actor-critic. In Proceedings of the Sixteenth European Conference on Machine Learning, pages 280–291, 2005.
  3. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
  4. Artis, M. J. W. Zhang (1990), "BVAR forecasts for the G-7," International Journal of Forecasting, 6, 349–362.
  5. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
  6. Meinshausen N. 2007. Relaxed lasso. Comput. Stat. Data Anal. 52:374–93
  7. J. N. Foerster, Y. M. Assael, N. de Freitas, and S. Whiteson. Learning to communicate with deep multi-agent reinforcement learning. In Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain, pages 2137–2145, 2016.
Frequently Asked QuestionsQ: What is the prediction methodology for NSE BRITANNIA stock?
A: NSE BRITANNIA stock prediction methodology: We evaluate the prediction models Reinforcement Machine Learning (ML) and Polynomial Regression
Q: Is NSE BRITANNIA stock a buy or sell?
A: The dominant strategy among neural network is to Sell NSE BRITANNIA Stock.
Q: Is Britannia Industries Limited stock a good investment?
A: The consensus rating for Britannia Industries Limited is Sell and assigned short-term Baa2 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of NSE BRITANNIA stock?
A: The consensus rating for NSE BRITANNIA is Sell.
Q: What is the prediction period for NSE BRITANNIA stock?
A: The prediction period for NSE BRITANNIA is (n+4 weeks)



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