AUC Score :
Short-Term Revised1 :
Dominant Strategy : Buy
Time series to forecast n:
Methodology : Modular Neural Network (DNN Layer)
Hypothesis Testing : Wilcoxon Sign-Rank Test
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
KeyCorp Depositary Shares each representing a 1/40th ownership interest in a share of Fixed Rate Perpetual Non-Cumulative Preferred Stock Series H prediction model is evaluated with Modular Neural Network (DNN Layer) and Wilcoxon Sign-Rank Test1,2,3,4 and it is concluded that the KEY^L stock is predictable in the short/long term. In a modular neural network (MNN), a DNN layer is a type of module that is used to learn complex relationships between input and output data. DNN layers are made up of a series of artificial neurons, which are connected to each other by weighted edges. The weights of the edges are adjusted during training to minimize the error between the network's predictions and the desired output. DNN layers are used in a variety of MNN applications, including natural language processing, speech recognition, and machine translation. In natural language processing, DNN layers are used to extract features from text data, such as the sentiment of a sentence or the topic of a conversation. In speech recognition, DNN layers are used to convert audio data into text data. In machine translation, DNN layers are used to translate text from one language to another.5 According to price forecasts for 1 Year period, the dominant strategy among neural network is: Buy
Key Points
- Modular Neural Network (DNN Layer) for KEY^L stock price prediction process.
- Wilcoxon Sign-Rank Test
- Is Target price a good indicator?
- Buy, Sell and Hold Signals
- How accurate is machine learning in stock market?
KEY^L Stock Price Forecast
We consider KeyCorp Depositary Shares each representing a 1/40th ownership interest in a share of Fixed Rate Perpetual Non-Cumulative Preferred Stock Series H Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of KEY^L 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
Sample Set: Neural Network
Stock/Index: KEY^L KeyCorp Depositary Shares each representing a 1/40th ownership interest in a share of Fixed Rate Perpetual Non-Cumulative Preferred Stock Series H
Time series to forecast: 1 Year
According to price forecasts, the dominant strategy among neural network is: Buy
n:Time series to forecast
p:Price signals of KEY^L stock
j:Nash equilibria (Neural Network)
k:Dominated move of KEY^L stock holders
a:Best response for KEY^L target price
In a modular neural network (MNN), a DNN layer is a type of module that is used to learn complex relationships between input and output data. DNN layers are made up of a series of artificial neurons, which are connected to each other by weighted edges. The weights of the edges are adjusted during training to minimize the error between the network's predictions and the desired output. DNN layers are used in a variety of MNN applications, including natural language processing, speech recognition, and machine translation. In natural language processing, DNN layers are used to extract features from text data, such as the sentiment of a sentence or the topic of a conversation. In speech recognition, DNN layers are used to convert audio data into text data. In machine translation, DNN layers are used to translate text from one language to another.5 The Wilcoxon rank-sum test, also known as the Mann-Whitney U test, is a non-parametric test that is used to compare the medians of two independent samples. It is a rank-based test, which means that it does not assume that the data is normally distributed. The Wilcoxon rank-sum test is calculated by first ranking the data from both samples, and then finding the sum of the ranks for one of the samples. The Wilcoxon rank-sum test statistic is then calculated by subtracting the sum of the ranks for one sample from the sum of the ranks for the other sample. The p-value for the Wilcoxon rank-sum test is calculated using a table of critical values. The p-value is the probability of obtaining a test statistic at least as extreme as the one observed, assuming that the null hypothesis is true.6,7
For further technical information as per how our model work we invite you to visit the article below:
KEY^L Stock Forecast (Buy or Sell) Strategic Interaction Table
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 Modular Neural Network (DNN Layer) based KEY^L Stock Prediction Model
- Compared to a business model whose objective is to hold financial assets to collect contractual cash flows, this business model will typically involve greater frequency and value of sales. This is because selling financial assets is integral to achieving the business model's objective instead of being only incidental to it. However, there is no threshold for the frequency or value of sales that must occur in this business model because both collecting contractual cash flows and selling financial assets are integral to achieving its objective.
- The accounting for the forward element of forward contracts in accordance with paragraph 6.5.16 applies only to the extent that the forward element relates to the hedged item (aligned forward element). The forward element of a forward contract relates to the hedged item if the critical terms of the forward contract (such as the nominal amount, life and underlying) are aligned with the hedged item. Hence, if the critical terms of the forward contract and the hedged item are not fully aligned, an entity shall determine the aligned forward element, ie how much of the forward element included in the forward contract (actual forward element) relates to the hedged item (and therefore should be treated in accordance with paragraph 6.5.16). An entity determines the aligned forward element using the valuation of the forward contract that would have critical terms that perfectly match the hedged item.
- However, depending on the nature of the financial instruments and the credit risk information available for particular groups of financial instruments, an entity may not be able to identify significant changes in credit risk for individual financial instruments before the financial instrument becomes past due. This may be the case for financial instruments such as retail loans for which there is little or no updated credit risk information that is routinely obtained and monitored on an individual instrument until a customer breaches the contractual terms. If changes in the credit risk for individual financial instruments are not captured before they become past due, a loss allowance based only on credit information at an individual financial instrument level would not faithfully represent the changes in credit risk since initial recognition.
- If a variable-rate financial liability bears interest of (for example) three-month LIBOR minus 20 basis points (with a floor at zero basis points), an entity can designate as the hedged item the change in the cash flows of that entire liability (ie three-month LIBOR minus 20 basis points—including the floor) that is attributable to changes in LIBOR. Hence, as long as the three-month LIBOR forward curve for the remaining life of that liability does not fall below 20 basis points, the hedged item has the same cash flow variability as a liability that bears interest at three-month LIBOR with a zero or positive spread. However, if the three-month LIBOR forward curve for the remaining life of that liability (or a part of it) falls below 20 basis points, the hedged item has a lower cash flow variability than a liability that bears interest at threemonth LIBOR with a zero or positive spread.
*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.
KEY^L KeyCorp Depositary Shares each representing a 1/40th ownership interest in a share of Fixed Rate Perpetual Non-Cumulative Preferred Stock Series H Financial Analysis*
Rating | Short-Term | Long-Term Senior |
---|---|---|
Outlook* | Ba2 | Ba3 |
Income Statement | Baa2 | B3 |
Balance Sheet | Baa2 | Baa2 |
Leverage Ratios | B3 | C |
Cash Flow | Ba1 | Baa2 |
Rates of Return and Profitability | Baa2 | C |
*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?
References
- 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
- Breiman L. 1996. Bagging predictors. Mach. Learn. 24:123–40
- Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
- F. A. Oliehoek, M. T. J. Spaan, and N. A. Vlassis. Optimal and approximate q-value functions for decentralized pomdps. J. Artif. Intell. Res. (JAIR), 32:289–353, 2008
- Imbens GW, Lemieux T. 2008. Regression discontinuity designs: a guide to practice. J. Econom. 142:615–35
- Zeileis A, Hothorn T, Hornik K. 2008. Model-based recursive partitioning. J. Comput. Graph. Stat. 17:492–514 Zhou Z, Athey S, Wager S. 2018. Offline multi-action policy learning: generalization and optimization. arXiv:1810.04778 [stat.ML]
- Candès EJ, Recht B. 2009. Exact matrix completion via convex optimization. Found. Comput. Math. 9:717
Frequently Asked Questions
Q: Is KEY^L stock expected to rise?A: KEY^L stock prediction model is evaluated with Modular Neural Network (DNN Layer) and Wilcoxon Sign-Rank Test and it is concluded that dominant strategy for KEY^L stock is Buy
Q: Is KEY^L stock a buy or sell?
A: The dominant strategy among neural network is to Buy KEY^L Stock.
Q: Is KeyCorp Depositary Shares each representing a 1/40th ownership interest in a share of Fixed Rate Perpetual Non-Cumulative Preferred Stock Series H stock a good investment?
A: The consensus rating for KeyCorp Depositary Shares each representing a 1/40th ownership interest in a share of Fixed Rate Perpetual Non-Cumulative Preferred Stock Series H is Buy and is assigned short-term Ba2 & long-term Ba3 estimated rating.
Q: What is the consensus rating of KEY^L stock?
A: The consensus rating for KEY^L is Buy.
Q: What is the forecast for KEY^L stock?
A: KEY^L target price forecast: Buy
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