Modelling A.I. in Economics

AUBAP Atlantic Union Bankshares Corporation Depositary Shares each representing a 1/400th ownership interest in a share of 6.875% Perpetual Non-Cumulative Preferred Stock Series A (Forecast)

Outlook: Atlantic Union Bankshares Corporation Depositary Shares each representing a 1/400th ownership interest in a share of 6.875% Perpetual Non-Cumulative Preferred Stock Series A is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 05 Apr 2023 for (n+8 weeks)
Methodology : Modular Neural Network (Speculative Sentiment Analysis)

Abstract

Atlantic Union Bankshares Corporation Depositary Shares each representing a 1/400th ownership interest in a share of 6.875% Perpetual Non-Cumulative Preferred Stock Series A prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Statistical Hypothesis Testing1,2,3,4 and it is concluded that the AUBAP stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Sell

Key Points

  1. Fundemental Analysis with Algorithmic Trading
  2. Probability Distribution
  3. What is Markov decision process in reinforcement learning?

AUBAP Target Price Prediction Modeling Methodology

We consider Atlantic Union Bankshares Corporation Depositary Shares each representing a 1/400th ownership interest in a share of 6.875% Perpetual Non-Cumulative Preferred Stock Series A Decision Process with Modular Neural Network (Speculative Sentiment Analysis) where A is the set of discrete actions of AUBAP 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(Statistical Hypothesis Testing)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 (Speculative Sentiment Analysis)) X S(n):→ (n+8 weeks) i = 1 n a i

n:Time series to forecast

p:Price signals of AUBAP 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?

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

Sample Set: Neural Network
Stock/Index: AUBAP Atlantic Union Bankshares Corporation Depositary Shares each representing a 1/400th ownership interest in a share of 6.875% Perpetual Non-Cumulative Preferred Stock Series A
Time series to forecast n: 05 Apr 2023 for (n+8 weeks)

According to price forecasts for (n+8 weeks) 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 Atlantic Union Bankshares Corporation Depositary Shares each representing a 1/400th ownership interest in a share of 6.875% Perpetual Non-Cumulative Preferred Stock Series A

  1. For the purpose of applying paragraphs B4.1.11(b) and B4.1.12(b), irrespective of the event or circumstance that causes the early termination of the contract, a party may pay or receive reasonable compensation for that early termination. For example, a party may pay or receive reasonable compensation when it chooses to terminate the contract early (or otherwise causes the early termination to occur).
  2. The following are examples of when the objective of the entity's business model may be achieved by both collecting contractual cash flows and selling financial assets. This list of examples is not exhaustive. Furthermore, the examples are not intended to describe all the factors that may be relevant to the assessment of the entity's business model nor specify the relative importance of the factors.
  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. Changes in market conditions that give rise to market risk include changes in a benchmark interest rate, the price of another entity's financial instrument, a commodity price, a foreign exchange rate or an index of prices or rates.

*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

Atlantic Union Bankshares Corporation Depositary Shares each representing a 1/400th ownership interest in a share of 6.875% Perpetual Non-Cumulative Preferred Stock Series A is assigned short-term Ba1 & long-term Ba1 estimated rating. Atlantic Union Bankshares Corporation Depositary Shares each representing a 1/400th ownership interest in a share of 6.875% Perpetual Non-Cumulative Preferred Stock Series A prediction model is evaluated with Modular Neural Network (Speculative Sentiment Analysis) and Statistical Hypothesis Testing1,2,3,4 and it is concluded that the AUBAP stock is predictable in the short/long term. According to price forecasts for (n+8 weeks) period, the dominant strategy among neural network is: Sell

AUBAP Atlantic Union Bankshares Corporation Depositary Shares each representing a 1/400th ownership interest in a share of 6.875% Perpetual Non-Cumulative Preferred Stock Series A Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2B3
Balance SheetB3B3
Leverage RatiosB3C
Cash FlowCC
Rates of Return and ProfitabilityCB3

*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 480 signals.

References

  1. Akgiray, V. (1989), "Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts," Journal of Business, 62, 55–80.
  2. Scholkopf B, Smola AJ. 2001. Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond. Cambridge, MA: MIT Press
  3. 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
  4. Chernozhukov V, Escanciano JC, Ichimura H, Newey WK. 2016b. Locally robust semiparametric estimation. arXiv:1608.00033 [math.ST]
  5. D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.
  6. Imbens G, Wooldridge J. 2009. Recent developments in the econometrics of program evaluation. J. Econ. Lit. 47:5–86
  7. Abadie A, Imbens GW. 2011. Bias-corrected matching estimators for average treatment effects. J. Bus. Econ. Stat. 29:1–11
Frequently Asked QuestionsQ: What is the prediction methodology for AUBAP stock?
A: AUBAP stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Statistical Hypothesis Testing
Q: Is AUBAP stock a buy or sell?
A: The dominant strategy among neural network is to Sell AUBAP Stock.
Q: Is Atlantic Union Bankshares Corporation Depositary Shares each representing a 1/400th ownership interest in a share of 6.875% Perpetual Non-Cumulative Preferred Stock Series A stock a good investment?
A: The consensus rating for Atlantic Union Bankshares Corporation Depositary Shares each representing a 1/400th ownership interest in a share of 6.875% Perpetual Non-Cumulative Preferred Stock Series A is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of AUBAP stock?
A: The consensus rating for AUBAP is Sell.
Q: What is the prediction period for AUBAP stock?
A: The prediction period for AUBAP is (n+8 weeks)

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