Modelling A.I. in Economics

Where Will SLMBP Stock Be in 16 Weeks?

Outlook: SLM Corporation Floating Rate Non-Cumulative Preferred Stock Series B is assigned short-term Ba2 & long-term Ba1 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Hold
Time series to forecast n: for Weeks2
Methodology : Multi-Instance Learning (ML)
Hypothesis Testing : Polynomial Regression
Surveillance : Major exchange and OTC

1The accuracy of the model is being monitored on a regular basis.(15-minute period)

2Time series is updated based on short-term trends.

Summary

SLM Corporation Floating Rate Non-Cumulative Preferred Stock Series B prediction model is evaluated with Multi-Instance Learning (ML) and Polynomial Regression1,2,3,4 and it is concluded that the SLMBP stock is predictable in the short/long term. Multi-instance learning (MIL) is a machine learning (ML) problem where a dataset consists of multiple instances, and each instance is associated with a single label. The goal of MIL is to learn a model that can predict the label of a new instance based on the labels of the instances that it is similar to. MIL is a challenging problem because the instances in a dataset are not labeled individually. This means that the model cannot simply learn a mapping from the features of an instance to its label. Instead, the model must learn a way to combine the features of multiple instances to predict the label of a new instance. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Hold

Graph 41

Key Points

  1. Why do we need predictive models?
  2. Trading Signals
  3. Trust metric by Neural Network

SLMBP Target Price Prediction Modeling Methodology

We consider SLM Corporation Floating Rate Non-Cumulative Preferred Stock Series B Decision Process with Multi-Instance Learning (ML) where A is the set of discrete actions of SLMBP 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(Polynomial 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(Multi-Instance Learning (ML)) X S(n):→ 16 Weeks i = 1 n r i

n:Time series to forecast

p:Price signals of SLMBP stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

Multi-Instance Learning (ML)

Multi-instance learning (MIL) is a machine learning (ML) problem where a dataset consists of multiple instances, and each instance is associated with a single label. The goal of MIL is to learn a model that can predict the label of a new instance based on the labels of the instances that it is similar to. MIL is a challenging problem because the instances in a dataset are not labeled individually. This means that the model cannot simply learn a mapping from the features of an instance to its label. Instead, the model must learn a way to combine the features of multiple instances to predict the label of a new instance.

Polynomial Regression

Polynomial regression is a type of regression analysis that uses a polynomial function to model the relationship between a dependent variable and one or more independent variables. Polynomial functions are mathematical functions that have a polynomial term, which is a term that is raised to a power greater than 1. In polynomial regression, the dependent variable is modeled as a polynomial function of the independent variables. The degree of the polynomial function is determined by the researcher. The higher the degree of the polynomial function, the more complex the model will be.

 

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?

SLMBP Stock Forecast (Buy or Sell)

Sample Set: Neural Network
Stock/Index: SLMBP SLM Corporation Floating Rate Non-Cumulative Preferred Stock Series B
Time series to forecast: 16 Weeks

According to price forecasts, the dominant strategy among neural network is: Hold

Strategic Interaction Table Legend:

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%

Financial Data Adjustments for Multi-Instance Learning (ML) based SLMBP Stock Prediction Model

  1. If any instrument in the pool does not meet the conditions in either paragraph B4.1.23 or paragraph B4.1.24, the condition in paragraph B4.1.21(b) is not met. In performing this assessment, a detailed instrument-byinstrument analysis of the pool may not be necessary. However, an entity must use judgement and perform sufficient analysis to determine whether the instruments in the pool meet the conditions in paragraphs B4.1.23–B4.1.24. (See also paragraph B4.1.18 for guidance on contractual cash flow characteristics that have only a de minimis effect.)
  2. Subject to the conditions in paragraphs 4.1.5 and 4.2.2, this Standard allows an entity to designate a financial asset, a financial liability, or a group of financial instruments (financial assets, financial liabilities or both) as at fair value through profit or loss provided that doing so results in more relevant information.
  3. A hedge of a firm commitment (for example, a hedge of the change in fuel price relating to an unrecognised contractual commitment by an electric utility to purchase fuel at a fixed price) is a hedge of an exposure to a change in fair value. Accordingly, such a hedge is a fair value hedge. However, in accordance with paragraph 6.5.4, a hedge of the foreign currency risk of a firm commitment could alternatively be accounted for as a cash flow hedge.
  4. Conversely, if the critical terms of the hedging instrument and the hedged item are not closely aligned, there is an increased level of uncertainty about the extent of offset. Consequently, the hedge effectiveness during the term of the hedging relationship is more difficult to predict. In such a situation it might only be possible for an entity to conclude on the basis of a quantitative assessment that an economic relationship exists between the hedged item and the hedging instrument (see paragraphs B6.4.4–B6.4.6). In some situations a quantitative assessment might also be needed to assess whether the hedge ratio used for designating the hedging relationship meets the hedge effectiveness requirements (see paragraphs B6.4.9–B6.4.11). An entity can use the same or different methods for those two different purposes.

*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.

SLMBP SLM Corporation Floating Rate Non-Cumulative Preferred Stock Series B Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba2Ba1
Income StatementBaa2Caa2
Balance SheetBaa2B3
Leverage RatiosBaa2Baa2
Cash FlowCBaa2
Rates of Return and ProfitabilityB1Baa2

*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?

Conclusions

SLM Corporation Floating Rate Non-Cumulative Preferred Stock Series B is assigned short-term Ba2 & long-term Ba1 estimated rating. SLM Corporation Floating Rate Non-Cumulative Preferred Stock Series B prediction model is evaluated with Multi-Instance Learning (ML) and Polynomial Regression1,2,3,4 and it is concluded that the SLMBP stock is predictable in the short/long term. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Hold

Prediction Confidence Score

Trust metric by Neural Network: 72 out of 100 with 703 signals.

References

  1. Cheung, Y. M.D. Chinn (1997), "Further investigation of the uncertain unit root in GNP," Journal of Business and Economic Statistics, 15, 68–73.
  2. P. Milgrom and I. Segal. Envelope theorems for arbitrary choice sets. Econometrica, 70(2):583–601, 2002
  3. Barrett, C. B. (1997), "Heteroscedastic price forecasting for food security management in developing countries," Oxford Development Studies, 25, 225–236.
  4. Alpaydin E. 2009. Introduction to Machine Learning. Cambridge, MA: MIT Press
  5. Jorgenson, D.W., Weitzman, M.L., ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. Can Neural Networks Predict Stock Market?. AC Investment Research Journal, 220(44).
  6. Jiang N, Li L. 2016. Doubly robust off-policy value evaluation for reinforcement learning. In Proceedings of the 33rd International Conference on Machine Learning, pp. 652–61. La Jolla, CA: Int. Mach. Learn. Soc.
  7. Armstrong, J. S. M. C. Grohman (1972), "A comparative study of methods for long-range market forecasting," Management Science, 19, 211–221.
Frequently Asked QuestionsQ: What is the prediction methodology for SLMBP stock?
A: SLMBP stock prediction methodology: We evaluate the prediction models Multi-Instance Learning (ML) and Polynomial Regression
Q: Is SLMBP stock a buy or sell?
A: The dominant strategy among neural network is to Hold SLMBP Stock.
Q: Is SLM Corporation Floating Rate Non-Cumulative Preferred Stock Series B stock a good investment?
A: The consensus rating for SLM Corporation Floating Rate Non-Cumulative Preferred Stock Series B is Hold and is assigned short-term Ba2 & long-term Ba1 estimated rating.
Q: What is the consensus rating of SLMBP stock?
A: The consensus rating for SLMBP is Hold.
Q: What is the prediction period for SLMBP stock?
A: The prediction period for SLMBP is 16 Weeks

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