Modelling A.I. in Economics

ZIONO Zions Bancorporation N.A. Dep Shs Repstg 1/40th Perp Pfd Ser G

Outlook: Zions Bancorporation N.A. Dep Shs Repstg 1/40th Perp Pfd Ser G is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 31 Mar 2023 for (n+3 month)
Methodology : Inductive Learning (ML)

Abstract

Zions Bancorporation N.A. Dep Shs Repstg 1/40th Perp Pfd Ser G prediction model is evaluated with Inductive Learning (ML) and Multiple Regression1,2,3,4 and it is concluded that the ZIONO stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

Key Points

  1. What are main components of Markov decision process?
  2. Operational Risk
  3. Is Target price a good indicator?

ZIONO Target Price Prediction Modeling Methodology

We consider Zions Bancorporation N.A. Dep Shs Repstg 1/40th Perp Pfd Ser G Decision Process with Inductive Learning (ML) where A is the set of discrete actions of ZIONO 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(Multiple 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(Inductive Learning (ML)) X S(n):→ (n+3 month) R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of ZIONO 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?

ZIONO Stock Forecast (Buy or Sell) for (n+3 month)

Sample Set: Neural Network
Stock/Index: ZIONO Zions Bancorporation N.A. Dep Shs Repstg 1/40th Perp Pfd Ser G
Time series to forecast n: 31 Mar 2023 for (n+3 month)

According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

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 Zions Bancorporation N.A. Dep Shs Repstg 1/40th Perp Pfd Ser G

  1. For the purpose of applying the requirement in paragraph 6.5.12 in order to determine whether the hedged future cash flows are expected to occur, an entity shall assume that the interest rate benchmark on which the hedged cash flows (contractually or non-contractually specified) are based is not altered as a result of interest rate benchmark reform.
  2. If an entity previously accounted for a derivative liability that is linked to, and must be settled by, delivery of an equity instrument that does not have a quoted price in an active market for an identical instrument (ie a Level 1 input) at cost in accordance with IAS 39, it shall measure that derivative liability at fair value at the date of initial application. Any difference between the previous carrying amount and the fair value shall be recognised in the opening retained earnings of the reporting period that includes the date of initial application.
  3. If an entity has applied paragraph 7.2.6 then at the date of initial application the entity shall recognise any difference between the fair value of the entire hybrid contract at the date of initial application and the sum of the fair values of the components of the hybrid contract at the date of initial application in the opening retained earnings (or other component of equity, as appropriate) of the reporting period that includes the date of initial application.
  4. If a put option written by an entity prevents a transferred asset from being derecognised and the entity measures the transferred asset at fair value, the associated liability is measured at the option exercise price plus the time value of the option. The measurement of the asset at fair value is limited to the lower of the fair value and the option exercise price because the entity has no right to increases in the fair value of the transferred asset above the exercise price of the option. This ensures that the net carrying amount of the asset and the associated liability is the fair value of the put option obligation. For example, if the fair value of the underlying asset is CU120, the option exercise price is CU100 and the time value of the option is CU5, the carrying amount of the associated liability is CU105 (CU100 + CU5) and the carrying amount of the asset is CU100 (in this case the option exercise price).

*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

Zions Bancorporation N.A. Dep Shs Repstg 1/40th Perp Pfd Ser G is assigned short-term Ba1 & long-term Ba1 estimated rating. Zions Bancorporation N.A. Dep Shs Repstg 1/40th Perp Pfd Ser G prediction model is evaluated with Inductive Learning (ML) and Multiple Regression1,2,3,4 and it is concluded that the ZIONO stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold

ZIONO Zions Bancorporation N.A. Dep Shs Repstg 1/40th Perp Pfd Ser G Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementB3Ba1
Balance SheetBaa2Caa2
Leverage RatiosBaa2C
Cash FlowCaa2Baa2
Rates of Return and ProfitabilityBa3C

*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: 74 out of 100 with 863 signals.

References

  1. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
  2. L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
  3. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., How do you know when a stock will go up or down?(STJ Stock Forecast). AC Investment Research Journal, 101(3).
  4. M. Sobel. The variance of discounted Markov decision processes. Applied Probability, pages 794–802, 1982
  5. Dudik M, Langford J, Li L. 2011. Doubly robust policy evaluation and learning. In Proceedings of the 28th International Conference on Machine Learning, pp. 1097–104. La Jolla, CA: Int. Mach. Learn. Soc.
  6. 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.
  7. Athey S, Mobius MM, Pál J. 2017c. The impact of aggregators on internet news consumption. Unpublished manuscript, Grad. School Bus., Stanford Univ., Stanford, CA
Frequently Asked QuestionsQ: What is the prediction methodology for ZIONO stock?
A: ZIONO stock prediction methodology: We evaluate the prediction models Inductive Learning (ML) and Multiple Regression
Q: Is ZIONO stock a buy or sell?
A: The dominant strategy among neural network is to Hold ZIONO Stock.
Q: Is Zions Bancorporation N.A. Dep Shs Repstg 1/40th Perp Pfd Ser G stock a good investment?
A: The consensus rating for Zions Bancorporation N.A. Dep Shs Repstg 1/40th Perp Pfd Ser G is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of ZIONO stock?
A: The consensus rating for ZIONO is Hold.
Q: What is the prediction period for ZIONO stock?
A: The prediction period for ZIONO is (n+3 month)

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