Modelling A.I. in Economics

HBANP Huntington Bancshares Incorporated Depositary Shares 4.500% Series H Non-Cumulative Perpetual Preferred Stock

Outlook: Huntington Bancshares Incorporated Depositary Shares 4.500% Series H Non-Cumulative Perpetual Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 31 Jan 2023 for (n+8 weeks)
Methodology : Modular Neural Network (Financial Sentiment Analysis)

Abstract

Huntington Bancshares Incorporated Depositary Shares 4.500% Series H Non-Cumulative Perpetual Preferred Stock prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the HBANP stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. What is prediction in deep learning?
  2. Stock Forecast Based On a Predictive Algorithm
  3. How do you pick a stock?

HBANP Target Price Prediction Modeling Methodology

We consider Huntington Bancshares Incorporated Depositary Shares 4.500% Series H Non-Cumulative Perpetual Preferred Stock Decision Process with Modular Neural Network (Financial Sentiment Analysis) where A is the set of discrete actions of HBANP 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(Wilcoxon Sign-Rank Test)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 (Financial Sentiment Analysis)) X S(n):→ (n+8 weeks) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of HBANP 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?

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

Sample Set: Neural Network
Stock/Index: HBANP Huntington Bancshares Incorporated Depositary Shares 4.500% Series H Non-Cumulative Perpetual Preferred Stock
Time series to forecast n: 31 Jan 2023 for (n+8 weeks)

According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Buy

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 Huntington Bancshares Incorporated Depositary Shares 4.500% Series H Non-Cumulative Perpetual Preferred Stock

  1. To be eligible for designation as a hedged item, a risk component must be a separately identifiable component of the financial or the non-financial item, and the changes in the cash flows or the fair value of the item attributable to changes in that risk component must be reliably measurable.
  2. Expected credit losses shall be discounted to the reporting date, not to the expected default or some other date, using the effective interest rate determined at initial recognition or an approximation thereof. If a financial instrument has a variable interest rate, expected credit losses shall be discounted using the current effective interest rate determined in accordance with paragraph B5.4.5.
  3. An example of a fair value hedge is a hedge of exposure to changes in the fair value of a fixed-rate debt instrument arising from changes in interest rates. Such a hedge could be entered into by the issuer or by the holder.
  4. To the extent that a transfer of a financial asset does not qualify for derecognition, the transferor's contractual rights or obligations related to the transfer are not accounted for separately as derivatives if recognising both the derivative and either the transferred asset or the liability arising from the transfer would result in recognising the same rights or obligations twice. For example, a call option retained by the transferor may prevent a transfer of financial assets from being accounted for as a sale. In that case, the call option is not separately recognised as a derivative asset.

*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

Huntington Bancshares Incorporated Depositary Shares 4.500% Series H Non-Cumulative Perpetual Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Huntington Bancshares Incorporated Depositary Shares 4.500% Series H Non-Cumulative Perpetual Preferred Stock prediction model is evaluated with Modular Neural Network (Financial Sentiment Analysis) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the HBANP stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Buy

HBANP Huntington Bancshares Incorporated Depositary Shares 4.500% Series H Non-Cumulative Perpetual Preferred Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2Baa2
Balance SheetB2Baa2
Leverage RatiosBa2B3
Cash FlowB3B2
Rates of Return and ProfitabilityBaa2Baa2

*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: 84 out of 100 with 727 signals.

References

  1. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
  2. J. N. Foerster, Y. M. Assael, N. de Freitas, and S. Whiteson. Learning to communicate with deep multi-agent reinforcement learning. In Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain, pages 2137–2145, 2016.
  3. Blei DM, Lafferty JD. 2009. Topic models. In Text Mining: Classification, Clustering, and Applications, ed. A Srivastava, M Sahami, pp. 101–24. Boca Raton, FL: CRC Press
  4. Sutton RS, Barto AG. 1998. Reinforcement Learning: An Introduction. Cambridge, MA: MIT Press
  5. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
  6. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
  7. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
Frequently Asked QuestionsQ: What is the prediction methodology for HBANP stock?
A: HBANP stock prediction methodology: We evaluate the prediction models Modular Neural Network (Financial Sentiment Analysis) and Wilcoxon Sign-Rank Test
Q: Is HBANP stock a buy or sell?
A: The dominant strategy among neural network is to Buy HBANP Stock.
Q: Is Huntington Bancshares Incorporated Depositary Shares 4.500% Series H Non-Cumulative Perpetual Preferred Stock stock a good investment?
A: The consensus rating for Huntington Bancshares Incorporated Depositary Shares 4.500% Series H Non-Cumulative Perpetual Preferred Stock is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of HBANP stock?
A: The consensus rating for HBANP is Buy.
Q: What is the prediction period for HBANP stock?
A: The prediction period for HBANP is (n+8 weeks)

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