Modelling A.I. in Economics

AUB^A Stock: A Bubble Waiting to Burst

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 B3 & long-term Ba3 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Sell
Time series to forecast n: for Weeks2
Methodology : Modular Neural Network (Market News Sentiment Analysis)
Hypothesis Testing : Factor
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

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 (Market News Sentiment Analysis) and Factor1,2,3,4 and it is concluded that the AUB^A stock is predictable in the short/long term. A modular neural network (MNN) is a type of artificial neural network that can be used for news feed sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of news feed sentiment analysis, MNNs can be used to identify the sentiment of news articles, social media posts, and other forms of online content. This information can then be used to filter out irrelevant or unwanted content, to identify trends in public opinion, and to target users with relevant advertising.5 According to price forecasts for 4 Weeks period, the dominant strategy among neural network is: Sell

Graph 50

Key Points

  1. Modular Neural Network (Market News Sentiment Analysis) for AUB^A stock price prediction process.
  2. Factor
  3. What are the most successful trading algorithms?
  4. Fundemental Analysis with Algorithmic Trading
  5. Reaction Function

AUB^A Stock Price Forecast

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 (Market News Sentiment Analysis) where A is the set of discrete actions of AUB^A 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: AUB^A 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: 4 Weeks

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


F(Factor)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 (Market News Sentiment Analysis)) X S(n):→ 4 Weeks i = 1 n r i

n:Time series to forecast

p:Price signals of AUB^A stock

j:Nash equilibria (Neural Network)

k:Dominated move of AUB^A stock holders

a:Best response for AUB^A target price


A modular neural network (MNN) is a type of artificial neural network that can be used for news feed sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of news feed sentiment analysis, MNNs can be used to identify the sentiment of news articles, social media posts, and other forms of online content. This information can then be used to filter out irrelevant or unwanted content, to identify trends in public opinion, and to target users with relevant advertising.5 In statistics, a factor is a variable that can influence the value of another variable. Factors can be categorical or continuous. Categorical factors have a limited number of possible values, such as gender (male or female) or blood type (A, B, AB, or O). Continuous factors can have an infinite number of possible values, such as height or weight. Factors can be used to explain the variation in a dependent variable. For example, a study might find that there is a relationship between gender and height. In this case, gender would be the independent variable, height would be the dependent variable, and the factor would be gender.6,7

 

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AUB^A 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 (Market News Sentiment Analysis) based AUB^A Stock Prediction Model

  1. In some jurisdictions, the government or a regulatory authority sets interest rates. For example, such government regulation of interest rates may be part of a broad macroeconomic policy or it may be introduced to encourage entities to invest in a particular sector of the economy. In some of these cases, the objective of the time value of money element is not to provide consideration for only the passage of time. However, despite paragraphs B4.1.9A–B4.1.9D, a regulated interest rate shall be considered a proxy for the time value of money element for the purpose of applying the condition in paragraphs 4.1.2(b) and 4.1.2A(b) if that regulated interest rate provides consideration that is broadly consistent with the passage of time and does not provide exposure to risks or volatility in the contractual cash flows that are inconsistent with a basic lending arrangement.
  2. As noted in paragraph B4.3.1, when an entity becomes a party to a hybrid contract with a host that is not an asset within the scope of this Standard and with one or more embedded derivatives, paragraph 4.3.3 requires the entity to identify any such embedded derivative, assess whether it is required to be separated from the host contract and, for those that are required to be separated, measure the derivatives at fair value at initial recognition and subsequently. These requirements can be more complex, or result in less reliable measures, than measuring the entire instrument at fair value through profit or loss. For that reason this Standard permits the entire hybrid contract to be designated as at fair value through profit or loss.
  3. In accordance with paragraph 4.1.3(a), principal is the fair value of the financial asset at initial recognition. However that principal amount may change over the life of the financial asset (for example, if there are repayments of principal).
  4. 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.

*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.

AUB^A 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*B3Ba3
Income StatementCaa2Caa2
Balance SheetB2Baa2
Leverage RatiosBaa2Baa2
Cash FlowCaa2Caa2
Rates of Return and ProfitabilityCB1

*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

  1. Chernozhukov V, Chetverikov D, Demirer M, Duflo E, Hansen C, et al. 2016a. Double machine learning for treatment and causal parameters. Tech. Rep., Cent. Microdata Methods Pract., Inst. Fiscal Stud., London
  2. Ruiz FJ, Athey S, Blei DM. 2017. SHOPPER: a probabilistic model of consumer choice with substitutes and complements. arXiv:1711.03560 [stat.ML]
  3. J. Filar, D. Krass, and K. Ross. Percentile performance criteria for limiting average Markov decision pro- cesses. IEEE Transaction of Automatic Control, 40(1):2–10, 1995.
  4. M. Sobel. The variance of discounted Markov decision processes. Applied Probability, pages 794–802, 1982
  5. Lai TL, Robbins H. 1985. Asymptotically efficient adaptive allocation rules. Adv. Appl. Math. 6:4–22
  6. Ruiz FJ, Athey S, Blei DM. 2017. SHOPPER: a probabilistic model of consumer choice with substitutes and complements. arXiv:1711.03560 [stat.ML]
  7. R. Rockafellar and S. Uryasev. Optimization of conditional value-at-risk. Journal of Risk, 2:21–42, 2000.
Frequently Asked QuestionsQ: Is AUB^A stock expected to rise?
A: AUB^A stock prediction model is evaluated with Modular Neural Network (Market News Sentiment Analysis) and Factor and it is concluded that dominant strategy for AUB^A stock is Sell
Q: Is AUB^A stock a buy or sell?
A: The dominant strategy among neural network is to Sell AUB^A 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 B3 & long-term Ba3 estimated rating.
Q: What is the consensus rating of AUB^A stock?
A: The consensus rating for AUB^A is Sell.
Q: What is the forecast for AUB^A stock?
A: AUB^A target price forecast: Sell

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