Modelling A.I. in Economics

Is NSE NAM-INDIA Stock Expected to Go Up? (Stock Forecast)

Development of linguistic technologies and penetration of social media provide powerful possibilities to investigate users' moods and psychological states of people. In this paper we discussed possibility to improve accuracy of stock market indicators predictions by using data about psychological states of Twitter users. For analysis of psychological states we used lexicon-based approach. We evaluate Nippon Life India Asset Management Limited prediction models with Modular Neural Network (Emotional Trigger/Responses Analysis) and ElasticNet Regression1,2,3,4 and conclude that the NSE NAM-INDIA stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold NSE NAM-INDIA stock.


Keywords: NSE NAM-INDIA, Nippon Life India Asset Management Limited, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Probability Distribution
  2. Trading Signals
  3. Game Theory

NSE NAM-INDIA Target Price Prediction Modeling Methodology

Recurrent Neural Networks (RNNs) is a sub type of neural networks that use feedback connections. Several types of RNN models are used in predicting financial time series. This study was conducted to develop models to predict daily stock prices based on Recurrent Neural Network (RNN) Approach and to measure the accuracy of the models developed and identify the shortcomings of the models if present. We consider Nippon Life India Asset Management Limited Stock Decision Process with ElasticNet Regression where A is the set of discrete actions of NSE NAM-INDIA 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(ElasticNet 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(Modular Neural Network (Emotional Trigger/Responses Analysis)) X S(n):→ (n+3 month) i = 1 n s i

n:Time series to forecast

p:Price signals of NSE NAM-INDIA 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 NAM-INDIA Stock Forecast (Buy or Sell) for (n+3 month)


Sample Set: Neural Network
Stock/Index: NSE NAM-INDIA Nippon Life India Asset Management Limited
Time series to forecast n: 04 Nov 2022 for (n+3 month)

According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold NSE NAM-INDIA 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 Nippon Life India Asset Management Limited

  1. In some circumstances an entity does not have reasonable and supportable information that is available without undue cost or effort to measure lifetime expected credit losses on an individual instrument basis. In that case, lifetime expected credit losses shall be recognised on a collective basis that considers comprehensive credit risk information. This comprehensive credit risk information must incorporate not only past due information but also all relevant credit information, including forward-looking macroeconomic information, in order to approximate the result of recognising lifetime expected credit losses when there has been a significant increase in credit risk since initial recognition on an individual instrument level.
  2. An entity that first applies these amendments after it first applies this Standard shall apply paragraphs 7.2.32–7.2.34. The entity shall also apply the other transition requirements in this Standard necessary for applying these amendments. For that purpose, references to the date of initial application shall be read as referring to the beginning of the reporting period in which an entity first applies these amendments (date of initial application of these amendments).
  3. An entity shall apply this Standard for annual periods beginning on or after 1 January 2018. Earlier application is permitted. If an entity elects to apply this Standard early, it must disclose that fact and apply all of the requirements in this Standard at the same time (but see also paragraphs 7.1.2, 7.2.21 and 7.3.2). It shall also, at the same time, apply the amendments in Appendix C.
  4. For the purpose of applying paragraph 6.5.11, at the point when an entity amends the description of a hedged item as required in paragraph 6.9.1(b), the amount accumulated in the cash flow hedge reserve shall be deemed to be based on the alternative benchmark rate on which the hedged future cash flows are determined.

*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

Nippon Life India Asset Management Limited assigned short-term Baa2 & long-term B1 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) with ElasticNet Regression1,2,3,4 and conclude that the NSE NAM-INDIA stock is predictable in the short/long term. According to price forecasts for (n+3 month) period: The dominant strategy among neural network is to Hold NSE NAM-INDIA stock.

Financial State Forecast for NSE NAM-INDIA Nippon Life India Asset Management Limited Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Baa2B1
Operational Risk 7371
Market Risk7371
Technical Analysis8138
Fundamental Analysis7034
Risk Unsystematic8589

Prediction Confidence Score

Trust metric by Neural Network: 92 out of 100 with 573 signals.

References

  1. Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
  2. Efron B, Hastie T. 2016. Computer Age Statistical Inference, Vol. 5. Cambridge, UK: Cambridge Univ. Press
  3. G. Theocharous and A. Hallak. Lifetime value marketing using reinforcement learning. RLDM 2013, page 19, 2013
  4. Andrews, D. W. K. W. Ploberger (1994), "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383–1414.
  5. J. Baxter and P. Bartlett. Infinite-horizon policy-gradient estimation. Journal of Artificial Intelligence Re- search, 15:319–350, 2001.
  6. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
  7. Mikolov T, Chen K, Corrado GS, Dean J. 2013a. Efficient estimation of word representations in vector space. arXiv:1301.3781 [cs.CL]
Frequently Asked QuestionsQ: What is the prediction methodology for NSE NAM-INDIA stock?
A: NSE NAM-INDIA stock prediction methodology: We evaluate the prediction models Modular Neural Network (Emotional Trigger/Responses Analysis) and ElasticNet Regression
Q: Is NSE NAM-INDIA stock a buy or sell?
A: The dominant strategy among neural network is to Hold NSE NAM-INDIA Stock.
Q: Is Nippon Life India Asset Management Limited stock a good investment?
A: The consensus rating for Nippon Life India Asset Management Limited is Hold and assigned short-term Baa2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of NSE NAM-INDIA stock?
A: The consensus rating for NSE NAM-INDIA is Hold.
Q: What is the prediction period for NSE NAM-INDIA stock?
A: The prediction period for NSE NAM-INDIA is (n+3 month)

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