FITB Options & Futures Prediction


Three networks are compared for low false alarm stock trend predictions. Short-term trends, particularly attractive for neural network analysis, can be used profitably in scenarios such as option trading, but only with significant risk. Therefore, we focus on limiting false alarms, which improves the risk/reward ratio by preventing losses. To predict stock trends, we exploit time delay, recurrent, and probabilistic neural networks (TDNN, RNN, and PNN, respectively), utilizing conjugate gradient and multistream extended Kalman filter training for TDNN and RNN. We evaluate Fifth Third Bank prediction models with Modular Neural Network (CNN Layer) and Logistic Regression1,2,3,4 and conclude that the FITB 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 Hold FITB stock.


Keywords: FITB, Fifth Third Bank, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Short/Long Term Stocks
  2. Trust metric by Neural Network
  3. Nash Equilibria

FITB Target Price Prediction Modeling Methodology

Stock market prediction is a major exertion in the field of finance and establishing businesses. Stock market is totally uncertain as the prices of stocks keep fluctuating on a daily basis because of numerous factors that influence it. One of the traditional ways of predicting stock prices was by using only historical data. But with time it was observed that other factors such as peoples' sentiments and other news events occurring in and around the country affect the stock market, for e.g. national elections, natural calamity etc. We consider Fifth Third Bank Stock Decision Process with Logistic Regression where A is the set of discrete actions of FITB 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(Logistic 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 (CNN Layer)) X S(n):→ (n+4 weeks) e x rx

n:Time series to forecast

p:Price signals of FITB 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?

FITB Stock Forecast (Buy or Sell) for (n+4 weeks)

Sample Set: Neural Network
Stock/Index: FITB Fifth Third Bank
Time series to forecast n: 17 Sep 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Hold FITB 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

Fifth Third Bank assigned short-term B1 & long-term Ba3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (CNN Layer) with Logistic Regression1,2,3,4 and conclude that the FITB 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 Hold FITB stock.

Financial State Forecast for FITB Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1Ba3
Operational Risk 3475
Market Risk5037
Technical Analysis6532
Fundamental Analysis8780
Risk Unsystematic5484

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 738 signals.

References

  1. uyer, S. Whiteson, B. Bakker, and N. A. Vlassis. Multiagent reinforcement learning for urban traffic control using coordination graphs. In Machine Learning and Knowledge Discovery in Databases, European Conference, ECML/PKDD 2008, Antwerp, Belgium, September 15-19, 2008, Proceedings, Part I, pages 656–671, 2008.
  2. Breiman L. 2001b. Statistical modeling: the two cultures (with comments and a rejoinder by the author). Stat. Sci. 16:199–231
  3. Imbens GW, Lemieux T. 2008. Regression discontinuity designs: a guide to practice. J. Econom. 142:615–35
  4. Ruiz FJ, Athey S, Blei DM. 2017. SHOPPER: a probabilistic model of consumer choice with substitutes and complements. arXiv:1711.03560 [stat.ML]
  5. M. Sobel. The variance of discounted Markov decision processes. Applied Probability, pages 794–802, 1982
  6. D. Bertsekas. Nonlinear programming. Athena Scientific, 1999.
  7. Bengio Y, Ducharme R, Vincent P, Janvin C. 2003. A neural probabilistic language model. J. Mach. Learn. Res. 3:1137–55
Frequently Asked QuestionsQ: What is the prediction methodology for FITB stock?
A: FITB stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Logistic Regression
Q: Is FITB stock a buy or sell?
A: The dominant strategy among neural network is to Hold FITB Stock.
Q: Is Fifth Third Bank stock a good investment?
A: The consensus rating for Fifth Third Bank is Hold and assigned short-term B1 & long-term Ba3 forecasted stock rating.
Q: What is the consensus rating of FITB stock?
A: The consensus rating for FITB is Hold.
Q: What is the prediction period for FITB stock?
A: The prediction period for FITB is (n+4 weeks)

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