Modelling A.I. in Economics

When to Sell and When to Hold VLY Stock

The stock market has been an attractive field for a large number of organizers and investors to derive useful predictions. Fundamental knowledge of stock market can be utilised with technical indicators to investigate different perspectives of the financial market; also, the influence of various events, financial news, and/or opinions on investors' decisions and hence, market trends have been observed. Such information can be exploited to make reliable predictions and achieve higher profitability. Computational intelligence has emerged with various deep neural network (DNN) techniques to address complex stock market problems. We evaluate VALLEY NATL BP CMN prediction models with Transductive Learning (ML) and Factor1,2,3,4 and conclude that the VLY stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold VLY stock.


Keywords: VLY, VALLEY NATL BP CMN, stock forecast, machine learning based prediction, risk rating, buy-sell behaviour, stock analysis, target price analysis, options and futures.

Key Points

  1. Understanding Buy, Sell, and Hold Ratings
  2. What is prediction in deep learning?
  3. Market Signals

VLY Target Price Prediction Modeling Methodology

The main objective of this research is to predict the market performance on day closing using different machine learning techniques. The prediction model uses different attributes as an input and predicts market as Positive & Negative. We consider VALLEY NATL BP CMN Stock Decision Process with Factor where A is the set of discrete actions of VLY 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(Factor)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(Transductive Learning (ML)) X S(n):→ (n+1 year) r s rs

n:Time series to forecast

p:Price signals of VLY 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?

VLY Stock Forecast (Buy or Sell) for (n+1 year)

Sample Set: Neural Network
Stock/Index: VLY VALLEY NATL BP CMN
Time series to forecast n: 10 Oct 2022 for (n+1 year)

According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold VLY 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

VALLEY NATL BP CMN assigned short-term Ba2 & long-term B1 forecasted stock rating. We evaluate the prediction models Transductive Learning (ML) with Factor1,2,3,4 and conclude that the VLY stock is predictable in the short/long term. According to price forecasts for (n+1 year) period: The dominant strategy among neural network is to Hold VLY stock.

Financial State Forecast for VLY Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*Ba2B1
Operational Risk 6886
Market Risk8069
Technical Analysis8232
Fundamental Analysis6265
Risk Unsystematic4931

Prediction Confidence Score

Trust metric by Neural Network: 81 out of 100 with 697 signals.

References

  1. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
  2. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
  3. V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
  4. A. Y. Ng, D. Harada, and S. J. Russell. Policy invariance under reward transformations: Theory and application to reward shaping. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 278–287, 1999.
  5. Dimakopoulou M, Zhou Z, Athey S, Imbens G. 2018. Balanced linear contextual bandits. arXiv:1812.06227 [cs.LG]
  6. Bierens HJ. 1987. Kernel estimators of regression functions. In Advances in Econometrics: Fifth World Congress, Vol. 1, ed. TF Bewley, pp. 99–144. Cambridge, UK: Cambridge Univ. Press
  7. N. B ̈auerle and J. Ott. Markov decision processes with average-value-at-risk criteria. Mathematical Methods of Operations Research, 74(3):361–379, 2011
Frequently Asked QuestionsQ: What is the prediction methodology for VLY stock?
A: VLY stock prediction methodology: We evaluate the prediction models Transductive Learning (ML) and Factor
Q: Is VLY stock a buy or sell?
A: The dominant strategy among neural network is to Hold VLY Stock.
Q: Is VALLEY NATL BP CMN stock a good investment?
A: The consensus rating for VALLEY NATL BP CMN is Hold and assigned short-term Ba2 & long-term B1 forecasted stock rating.
Q: What is the consensus rating of VLY stock?
A: The consensus rating for VLY is Hold.
Q: What is the prediction period for VLY stock?
A: The prediction period for VLY is (n+1 year)



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