Modelling A.I. in Economics

RBB RBB Bancorp Common Stock (Forecast)

RBB Bancorp Common Stock Research Report

Summary

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 evaluate RBB Bancorp Common Stock prediction models with Statistical Inference (ML) and Chi-Square1,2,3,4 and conclude that the RBB 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 Buy RBB stock.

Key Points

  1. What statistical methods are used to analyze data?
  2. Is Target price a good indicator?
  3. What is statistical models in machine learning?

RBB Target Price Prediction Modeling Methodology

We consider RBB Bancorp Common Stock Decision Process with Statistical Inference (ML) where A is the set of discrete actions of RBB 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(Chi-Square)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(Statistical Inference (ML)) X S(n):→ (n+4 weeks) i = 1 n s i

n:Time series to forecast

p:Price signals of RBB stock

j:Nash equilibria (Neural Network)

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?

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

Sample Set: Neural Network
Stock/Index: RBB RBB Bancorp Common Stock
Time series to forecast n: 03 Dec 2022 for (n+4 weeks)

According to price forecasts for (n+4 weeks) period: The dominant strategy among neural network is to Buy RBB 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 RBB Bancorp Common Stock

  1. For the purpose of this Standard, reasonable and supportable information is that which is reasonably available at the reporting date without undue cost or effort, including information about past events, current conditions and forecasts of future economic conditions. Information that is available for financial reporting purposes is considered to be available without undue cost or effort.
  2. Lifetime expected credit losses are generally expected to be recognised before a financial instrument becomes past due. Typically, credit risk increases significantly before a financial instrument becomes past due or other lagging borrower-specific factors (for example, a modification or restructuring) are observed. Consequently when reasonable and supportable information that is more forward-looking than past due information is available without undue cost or effort, it must be used to assess changes in credit risk.
  3. Lifetime expected credit losses are not recognised on a financial instrument simply because it was considered to have low credit risk in the previous reporting period and is not considered to have low credit risk at the reporting date. In such a case, an entity shall determine whether there has been a significant increase in credit risk since initial recognition and thus whether lifetime expected credit losses are required to be recognised in accordance with paragraph 5.5.3.
  4. The definition of a derivative refers to non-financial variables that are not specific to a party to the contract. These include an index of earthquake losses in a particular region and an index of temperatures in a particular city. Non-financial variables specific to a party to the contract include the occurrence or non-occurrence of a fire that damages or destroys an asset of a party to the contract. A change in the fair value of a non-financial asset is specific to the owner if the fair value reflects not only changes in market prices for such assets (a financial variable) but also the condition of the specific non-financial asset held (a non-financial variable). For example, if a guarantee of the residual value of a specific car exposes the guarantor to the risk of changes in the car's physical condition, the change in that residual value is specific to the owner of the car.

*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

RBB Bancorp Common Stock assigned short-term B1 & long-term B3 forecasted stock rating. We evaluate the prediction models Statistical Inference (ML) with Chi-Square1,2,3,4 and conclude that the RBB 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 Buy RBB stock.

Financial State Forecast for RBB RBB Bancorp Common Stock Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B3
Operational Risk 7038
Market Risk7853
Technical Analysis7448
Fundamental Analysis3431
Risk Unsystematic3966

Prediction Confidence Score

Trust metric by Neural Network: 87 out of 100 with 695 signals.

References

  1. A. Tamar, D. Di Castro, and S. Mannor. Policy gradients with variance related risk criteria. In Proceedings of the Twenty-Ninth International Conference on Machine Learning, pages 387–396, 2012.
  2. L. Prashanth and M. Ghavamzadeh. Actor-critic algorithms for risk-sensitive MDPs. In Proceedings of Advances in Neural Information Processing Systems 26, pages 252–260, 2013.
  3. Scholkopf B, Smola AJ. 2001. Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. Cambridge, MA: MIT Press
  4. J. G. Schneider, W. Wong, A. W. Moore, and M. A. Riedmiller. Distributed value functions. In Proceedings of the Sixteenth International Conference on Machine Learning (ICML 1999), Bled, Slovenia, June 27 - 30, 1999, pages 371–378, 1999.
  5. Abadir, K. M., K. Hadri E. Tzavalis (1999), "The influence of VAR dimensions on estimator biases," Econometrica, 67, 163–181.
  6. Cheung, Y. M.D. Chinn (1997), "Further investigation of the uncertain unit root in GNP," Journal of Business and Economic Statistics, 15, 68–73.
  7. C. Szepesvári. Algorithms for Reinforcement Learning. Synthesis Lectures on Artificial Intelligence and Machine Learning. Morgan & Claypool Publishers, 2010
Frequently Asked QuestionsQ: What is the prediction methodology for RBB stock?
A: RBB stock prediction methodology: We evaluate the prediction models Statistical Inference (ML) and Chi-Square
Q: Is RBB stock a buy or sell?
A: The dominant strategy among neural network is to Buy RBB Stock.
Q: Is RBB Bancorp Common Stock stock a good investment?
A: The consensus rating for RBB Bancorp Common Stock is Buy and assigned short-term B1 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of RBB stock?
A: The consensus rating for RBB is Buy.
Q: What is the prediction period for RBB stock?
A: The prediction period for RBB is (n+4 weeks)

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