Modelling A.I. in Economics

Is NSE ASHIANA a Buy? (Forecast)

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 evaluate Ashiana Housing Limited prediction models with Transfer Learning (ML) and Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the NSE ASHIANA stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell NSE ASHIANA stock.


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

Key Points

  1. How do predictive algorithms actually work?
  2. How do you decide buy or sell a stock?
  3. Understanding Buy, Sell, and Hold Ratings

NSE ASHIANA Target Price Prediction Modeling Methodology

Stocks are possibly the most popular financial instrument invented for building wealth and are the centerpiece of any investment portfolio. The advances in trading technology has opened up the markets so that nowadays nearly anybody can own stocks. From last few decades, there seen explosive increase in the average person's interest for stock market. In a financially explosive market, as the stock market, it is important to have a very accurate prediction of a future trend. Because of the financial crisis and recording profits, it is compulsory to have a secure prediction of the values of the stocks. Predicting a non-linear signal requires progressive algorithms of machine learning with help of Artificial Intelligence (AI). We consider Ashiana Housing Limited Stock Decision Process with Wilcoxon Rank-Sum Test where A is the set of discrete actions of NSE ASHIANA 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(Wilcoxon Rank-Sum Test)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(Transfer Learning (ML)) X S(n):→ (n+8 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of NSE ASHIANA 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 ASHIANA Stock Forecast (Buy or Sell) for (n+8 weeks)


Sample Set: Neural Network
Stock/Index: NSE ASHIANA Ashiana Housing Limited
Time series to forecast n: 14 Nov 2022 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell NSE ASHIANA 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 Ashiana Housing Limited

  1. The risk of a default occurring on financial instruments that have comparable credit risk is higher the longer the expected life of the instrument; for example, the risk of a default occurring on an AAA-rated bond with an expected life of 10 years is higher than that on an AAA-rated bond with an expected life of five years.
  2. An equity method investment cannot be a hedged item in a fair value hedge. This is because the equity method recognises in profit or loss the investor's share of the investee's profit or loss, instead of changes in the investment's fair value. For a similar reason, an investment in a consolidated subsidiary cannot be a hedged item in a fair value hedge. This is because consolidation recognises in profit or loss the subsidiary's profit or loss, instead of changes in the investment's fair value. A hedge of a net investment in a foreign operation is different because it is a hedge of the foreign currency exposure, not a fair value hedge of the change in the value of the investment.
  3. The change in the value of the hedged item determined using a hypothetical derivative may also be used for the purpose of assessing whether a hedging relationship meets the hedge effectiveness requirements.
  4. If an entity previously accounted for a derivative liability that is linked to, and must be settled by, delivery of an equity instrument that does not have a quoted price in an active market for an identical instrument (ie a Level 1 input) at cost in accordance with IAS 39, it shall measure that derivative liability at fair value at the date of initial application. Any difference between the previous carrying amount and the fair value shall be recognised in the opening retained earnings of the reporting period that includes the date of initial application.

*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

Ashiana Housing Limited assigned short-term Ba1 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Transfer Learning (ML) with Wilcoxon Rank-Sum Test1,2,3,4 and conclude that the NSE ASHIANA stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Sell NSE ASHIANA stock.

Financial State Forecast for NSE ASHIANA Ashiana Housing Limited Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba3
Operational Risk 7048
Market Risk7758
Technical Analysis6052
Fundamental Analysis8982
Risk Unsystematic6281

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 547 signals.

References

  1. L. Panait and S. Luke. Cooperative multi-agent learning: The state of the art. Autonomous Agents and Multi-Agent Systems, 11(3):387–434, 2005.
  2. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
  3. Christou, C., P. A. V. B. Swamy G. S. Tavlas (1996), "Modelling optimal strategies for the allocation of wealth in multicurrency investments," International Journal of Forecasting, 12, 483–493.
  4. J. Spall. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control, 37(3):332–341, 1992.
  5. Andrews, D. W. K. W. Ploberger (1994), "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383–1414.
  6. A. Eck, L. Soh, S. Devlin, and D. Kudenko. Potential-based reward shaping for finite horizon online POMDP planning. Autonomous Agents and Multi-Agent Systems, 30(3):403–445, 2016
  7. Zubizarreta JR. 2015. Stable weights that balance covariates for estimation with incomplete outcome data. J. Am. Stat. Assoc. 110:910–22
Frequently Asked QuestionsQ: What is the prediction methodology for NSE ASHIANA stock?
A: NSE ASHIANA stock prediction methodology: We evaluate the prediction models Transfer Learning (ML) and Wilcoxon Rank-Sum Test
Q: Is NSE ASHIANA stock a buy or sell?
A: The dominant strategy among neural network is to Sell NSE ASHIANA Stock.
Q: Is Ashiana Housing Limited stock a good investment?
A: The consensus rating for Ashiana Housing Limited is Sell and assigned short-term Ba1 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of NSE ASHIANA stock?
A: The consensus rating for NSE ASHIANA is Sell.
Q: What is the prediction period for NSE ASHIANA stock?
A: The prediction period for NSE ASHIANA is (n+8 weeks)

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