Modelling A.I. in Economics

AUBN Auburn National Bancorporation Inc. Common Stock

Outlook: Auburn National Bancorporation Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 20 Apr 2023 for (n+1 year)
Methodology : Multi-Instance Learning (ML)

Abstract

Auburn National Bancorporation Inc. Common Stock prediction model is evaluated with Multi-Instance Learning (ML) and Factor1,2,3,4 and it is concluded that the AUBN stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

Key Points

  1. How do you decide buy or sell a stock?
  2. How do you pick a stock?
  3. What are the most successful trading algorithms?

AUBN Target Price Prediction Modeling Methodology

We consider Auburn National Bancorporation Inc. Common Stock Decision Process with Multi-Instance Learning (ML) where A is the set of discrete actions of AUBN 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(Factor)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(Multi-Instance Learning (ML)) X S(n):→ (n+1 year) i = 1 n r i

n:Time series to forecast

p:Price signals of AUBN 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?

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

Sample Set: Neural Network
Stock/Index: AUBN Auburn National Bancorporation Inc. Common Stock
Time series to forecast n: 20 Apr 2023 for (n+1 year)

According to price forecasts for (n+1 year) 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 Auburn National Bancorporation Inc. Common Stock

  1. IFRS 15, issued in May 2014, amended paragraphs 3.1.1, 4.2.1, 5.1.1, 5.2.1, 5.7.6, B3.2.13, B5.7.1, C5 and C42 and deleted paragraph C16 and its related heading. Paragraphs 5.1.3 and 5.7.1A, and a definition to Appendix A, were added. An entity shall apply those amendments when it applies IFRS 15.
  2. 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).
  3. Because the hedge accounting model is based on a general notion of offset between gains and losses on the hedging instrument and the hedged item, hedge effectiveness is determined not only by the economic relationship between those items (ie the changes in their underlyings) but also by the effect of credit risk on the value of both the hedging instrument and the hedged item. The effect of credit risk means that even if there is an economic relationship between the hedging instrument and the hedged item, the level of offset might become erratic. This can result from a change in the credit risk of either the hedging instrument or the hedged item that is of such a magnitude that the credit risk dominates the value changes that result from the economic relationship (ie the effect of the changes in the underlyings). A level of magnitude that gives rise to dominance is one that would result in the loss (or gain) from credit risk frustrating the effect of changes in the underlyings on the value of the hedging instrument or the hedged item, even if those changes were significant.
  4. Amounts presented in other comprehensive income shall not be subsequently transferred to profit or loss. However, the entity may transfer the cumulative gain or loss within equity.

*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

Auburn National Bancorporation Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Auburn National Bancorporation Inc. Common Stock prediction model is evaluated with Multi-Instance Learning (ML) and Factor1,2,3,4 and it is concluded that the AUBN stock is predictable in the short/long term. According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Buy

AUBN Auburn National Bancorporation Inc. Common Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa1B2
Balance SheetBaa2Baa2
Leverage RatiosB1Baa2
Cash FlowCC
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: 89 out of 100 with 813 signals.

References

  1. Athey S, Imbens G, Wager S. 2016a. Efficient inference of average treatment effects in high dimensions via approximate residual balancing. arXiv:1604.07125 [math.ST]
  2. Chernozhukov V, Newey W, Robins J. 2018c. Double/de-biased machine learning using regularized Riesz representers. arXiv:1802.08667 [stat.ML]
  3. Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
  4. Alpaydin E. 2009. Introduction to Machine Learning. Cambridge, MA: MIT Press
  5. Bastani H, Bayati M. 2015. Online decision-making with high-dimensional covariates. Work. Pap., Univ. Penn./ Stanford Grad. School Bus., Philadelphia/Stanford, CA
  6. Athey S, Bayati M, Imbens G, Zhaonan Q. 2019. Ensemble methods for causal effects in panel data settings. NBER Work. Pap. 25675
  7. Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
Frequently Asked QuestionsQ: What is the prediction methodology for AUBN stock?
A: AUBN stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Factor
Q: Is AUBN stock a buy or sell?
A: The dominant strategy among neural network is to Buy AUBN Stock.
Q: Is Auburn National Bancorporation Inc. Common Stock stock a good investment?
A: The consensus rating for Auburn National Bancorporation Inc. Common Stock is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of AUBN stock?
A: The consensus rating for AUBN is Buy.
Q: What is the prediction period for AUBN stock?
A: The prediction period for AUBN is (n+1 year)

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