## Abstract

**We evaluate Canadian Imperial Bank of Commerce prediction models with Modular Neural Network (Market News Sentiment Analysis) and Chi-Square ^{1,2,3,4} and conclude that the CM 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 Hold CM stock.**

**CM, Canadian Imperial Bank of Commerce, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.**

*Keywords:*## Key Points

- What statistical methods are used to analyze data?
- Technical Analysis with Algorithmic Trading
- Is it better to buy and sell or hold?

## CM Target Price Prediction Modeling Methodology

We consider Canadian Imperial Bank of Commerce Stock Decision Process with Chi-Square where A is the set of discrete actions of CM 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 Î³ ∈ [0, 1] is a move factor for expectation.^{1,2,3,4}

F(Chi-Square)

^{5,6,7}= $\begin{array}{cccc}{p}_{\mathrm{a}1}& {p}_{\mathrm{a}2}& \dots & {p}_{1n}\\ & \vdots \\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & \vdots \\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & \vdots \\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Modular Neural Network (Market News Sentiment Analysis)) X S(n):→ (n+8 weeks) $R=\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& 1\end{array}\right)$

n:Time series to forecast

p:Price signals of CM 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?

## CM Stock Forecast (Buy or Sell) for (n+8 weeks)

**Sample Set:**Neural Network

**Stock/Index:**CM Canadian Imperial Bank of Commerce

**Time series to forecast n: 04 Sep 2022**for (n+8 weeks)

**According to price forecasts for (n+8 weeks) period: The dominant strategy among neural network is to Hold CM 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

Canadian Imperial Bank of Commerce assigned short-term B1 & long-term B1 forecasted stock rating.** We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Chi-Square ^{1,2,3,4} and conclude that the CM 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 Hold CM stock.**

### Financial State Forecast for CM Stock Options & Futures

Rating | Short-Term | Long-Term Senior |
---|---|---|

Outlook* | B1 | B1 |

Operational Risk | 80 | 82 |

Market Risk | 56 | 64 |

Technical Analysis | 46 | 72 |

Fundamental Analysis | 79 | 41 |

Risk Unsystematic | 39 | 38 |

### Prediction Confidence Score

## References

- S. J. Russell and A. Zimdars. Q-decomposition for reinforcement learning agents. In Machine Learning, Proceedings of the Twentieth International Conference (ICML 2003), August 21-24, 2003, Washington, DC, USA, pages 656–663, 2003.
- K. Tuyls and G. Weiss. Multiagent learning: Basics, challenges, and prospects. AI Magazine, 33(3): 41–52, 2012
- Andrews, D. W. K. W. Ploberger (1994), "Optimal tests when a nuisance parameter is present only under the alternative," Econometrica, 62, 1383–1414.
- Jacobs B, Donkers B, Fok D. 2014. Product Recommendations Based on Latent Purchase Motivations. Rotterdam, Neth.: ERIM
- Athey S, Tibshirani J, Wager S. 2016b. Generalized random forests. arXiv:1610.01271 [stat.ME]
- Mikolov T, Chen K, Corrado GS, Dean J. 2013a. Efficient estimation of word representations in vector space. arXiv:1301.3781 [cs.CL]
- V. Mnih, A. P. Badia, M. Mirza, A. Graves, T. P. Lillicrap, T. Harley, D. Silver, and K. Kavukcuoglu. Asynchronous methods for deep reinforcement learning. In Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016, pages 1928–1937, 2016

## Frequently Asked Questions

Q: What is the prediction methodology for CM stock?A: CM stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Chi-Square

Q: Is CM stock a buy or sell?

A: The dominant strategy among neural network is to Hold CM Stock.

Q: Is Canadian Imperial Bank of Commerce stock a good investment?

A: The consensus rating for Canadian Imperial Bank of Commerce is Hold and assigned short-term B1 & long-term B1 forecasted stock rating.

Q: What is the consensus rating of CM stock?

A: The consensus rating for CM is Hold.

Q: What is the prediction period for CM stock?

A: The prediction period for CM is (n+8 weeks)