Modelling A.I. in Economics

Huntington assigned short-term Ba3 & long-term B1 forecasted stock rating.

Abstract

We evaluate Huntington prediction models with Running Moving Average (RMA) and Independent T-Test1,2,3,4 and conclude that the HBAN stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold HBAN stock.


Keywords: HBAN, Huntington, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. How useful are statistical predictions?
  2. Can neural networks predict stock market?
  3. Stock Rating

HBAN Target Price Prediction Modeling Methodology

We consider Huntington Stock Decision Process with Independent T-Test where A is the set of discrete actions of HBAN 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(Independent T-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(Running Moving Average (RMA)) X S(n):→ (n+6 month) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of HBAN 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?

HBAN Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: HBAN Huntington
Time series to forecast n: 31 Aug 2022 for (n+6 month)

According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold HBAN 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

Huntington assigned short-term Ba3 & long-term B1 forecasted stock rating. We evaluate the prediction models Running Moving Average (RMA) with Independent T-Test1,2,3,4 and conclude that the HBAN stock is predictable in the short/long term. According to price forecasts for (n+6 month) period: The dominant strategy among neural network is to Hold HBAN stock.

Financial State Forecast for HBAN Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba3B1
Operational Risk 5049
Market Risk6137
Technical Analysis8068
Fundamental Analysis6579
Risk Unsystematic6555

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 715 signals.

References

  1. M. L. Littman. Friend-or-foe q-learning in general-sum games. In Proceedings of the Eighteenth International Conference on Machine Learning (ICML 2001), Williams College, Williamstown, MA, USA, June 28 - July 1, 2001, pages 322–328, 2001
  2. G. Konidaris, S. Osentoski, and P. Thomas. Value function approximation in reinforcement learning using the Fourier basis. In AAAI, 2011
  3. M. L. Littman. Friend-or-foe q-learning in general-sum games. In Proceedings of the Eighteenth International Conference on Machine Learning (ICML 2001), Williams College, Williamstown, MA, USA, June 28 - July 1, 2001, pages 322–328, 2001
  4. D. Bertsekas. Dynamic programming and optimal control. Athena Scientific, 1995.
  5. P. Artzner, F. Delbaen, J. Eber, and D. Heath. Coherent measures of risk. Journal of Mathematical Finance, 9(3):203–228, 1999
  6. Kallus N. 2017. Balanced policy evaluation and learning. arXiv:1705.07384 [stat.ML]
  7. Arjovsky M, Bottou L. 2017. Towards principled methods for training generative adversarial networks. arXiv:1701.04862 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for HBAN stock?
A: HBAN stock prediction methodology: We evaluate the prediction models Running Moving Average (RMA) and Independent T-Test
Q: Is HBAN stock a buy or sell?
A: The dominant strategy among neural network is to Hold HBAN Stock.
Q: Is Huntington stock a good investment?
A: The consensus rating for Huntington is Hold and assigned short-term Ba3 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of HBAN stock?
A: The consensus rating for HBAN is Hold.
Q: What is the prediction period for HBAN stock?
A: The prediction period for HBAN is (n+6 month)

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