Modelling A.I. in Economics

CVLY Codorus Valley Bancorp Inc Common Stock

Outlook: Codorus Valley Bancorp Inc Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 26 Jan 2023 for (n+1 year)
Methodology : Modular Neural Network (Market News Sentiment Analysis)

Abstract

Codorus Valley Bancorp Inc Common Stock prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Ridge Regression1,2,3,4 and it is concluded that the CVLY stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Sell

Key Points

  1. What is the best way to predict stock prices?
  2. Is now good time to invest?
  3. What are the most successful trading algorithms?

CVLY Target Price Prediction Modeling Methodology

We consider Codorus Valley Bancorp Inc Common Stock Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of CVLY 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(Ridge 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 (Market News Sentiment Analysis)) X S(n):→ (n+1 year) r s rs

n:Time series to forecast

p:Price signals of CVLY 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?

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

Sample Set: Neural Network
Stock/Index: CVLY Codorus Valley Bancorp Inc Common Stock
Time series to forecast n: 26 Jan 2023 for (n+1 year)

According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Sell

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 (Grey to Black): *Technical Analysis%

IFRS Reconciliation Adjustments for Codorus Valley Bancorp Inc Common Stock

  1. Fluctuation around a constant hedge ratio (and hence the related hedge ineffectiveness) cannot be reduced by adjusting the hedge ratio in response to each particular outcome. Hence, in such circumstances, the change in the extent of offset is a matter of measuring and recognising hedge ineffectiveness but does not require rebalancing.
  2. When identifying what risk components qualify for designation as a hedged item, an entity assesses such risk components within the context of the particular market structure to which the risk or risks relate and in which the hedging activity takes place. Such a determination requires an evaluation of the relevant facts and circumstances, which differ by risk and market.
  3. An entity that first applies these amendments at the same time it first applies this Standard shall apply paragraphs 7.2.1–7.2.28 instead of paragraphs 7.2.31–7.2.34.
  4. A single hedging instrument may be designated as a hedging instrument of more than one type of risk, provided that there is a specific designation of the hedging instrument and of the different risk positions as hedged items. Those hedged items can be in different hedging relationships.

*International Financial Reporting Standards (IFRS) adjustment process involves reviewing the company's financial statements and identifying any differences between the company's current accounting practices and the requirements of the IFRS. If there are any such differences, neural network makes adjustments to financial statements to bring them into compliance with the IFRS.

Conclusions

Codorus Valley Bancorp Inc Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Codorus Valley Bancorp Inc Common Stock prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Ridge Regression1,2,3,4 and it is concluded that the CVLY stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Sell

CVLY Codorus Valley Bancorp Inc Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCC
Balance SheetBa3C
Leverage RatiosBa3Baa2
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityCBaa2

*Financial analysis is the process of evaluating a company's financial performance and position by neural network. It involves reviewing the company's financial statements, including the balance sheet, income statement, and cash flow statement, as well as other financial reports and documents.
How does neural network examine financial reports and understand financial state of the company?

Prediction Confidence Score

Trust metric by Neural Network: 83 out of 100 with 826 signals.

References

  1. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., Can neural networks predict stock market?(ATVI Stock Forecast). AC Investment Research Journal, 101(3).
  2. J. Harb and D. Precup. Investigating recurrence and eligibility traces in deep Q-networks. In Deep Reinforcement Learning Workshop, NIPS 2016, Barcelona, Spain, 2016.
  3. Clements, M. P. D. F. Hendry (1996), "Intercept corrections and structural change," Journal of Applied Econometrics, 11, 475–494.
  4. Breusch, T. S. (1978), "Testing for autocorrelation in dynamic linear models," Australian Economic Papers, 17, 334–355.
  5. S. Bhatnagar and K. Lakshmanan. An online actor-critic algorithm with function approximation for con- strained Markov decision processes. Journal of Optimization Theory and Applications, 153(3):688–708, 2012.
  6. Y. Chow and M. Ghavamzadeh. Algorithms for CVaR optimization in MDPs. In Advances in Neural Infor- mation Processing Systems, pages 3509–3517, 2014.
  7. Mullainathan S, Spiess J. 2017. Machine learning: an applied econometric approach. J. Econ. Perspect. 31:87–106
Frequently Asked QuestionsQ: What is the prediction methodology for CVLY stock?
A: CVLY stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Ridge Regression
Q: Is CVLY stock a buy or sell?
A: The dominant strategy among neural network is to Sell CVLY Stock.
Q: Is Codorus Valley Bancorp Inc Common Stock stock a good investment?
A: The consensus rating for Codorus Valley Bancorp Inc Common Stock is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of CVLY stock?
A: The consensus rating for CVLY is Sell.
Q: What is the prediction period for CVLY stock?
A: The prediction period for CVLY is (n+1 year)

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