Modelling A.I. in Economics

Dime Community Bancshares Inc. Fixed-Rate Non-Cumulative Perpetual Preferred Stock Series A Forecast & Analysis

Outlook: Dime Community Bancshares Inc. Fixed-Rate Non-Cumulative Perpetual Preferred Stock Series A is assigned short-term B1 & long-term B1 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Sell
Time series to forecast n: for Weeks2
Methodology : Active Learning (ML)
Hypothesis Testing : Statistical Hypothesis Testing
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

Dime Community Bancshares Inc. Fixed-Rate Non-Cumulative Perpetual Preferred Stock Series A prediction model is evaluated with Active Learning (ML) and Statistical Hypothesis Testing1,2,3,4 and it is concluded that the DCOMP stock is predictable in the short/long term. Active learning (AL) is a machine learning (ML) method in which the model actively queries the user for labels on data points. This allows the model to learn more efficiently, as it is only learning about the data points that are most informative.5 According to price forecasts for 8 Weeks period, the dominant strategy among neural network is: Sell

Graph 40

Key Points

  1. Active Learning (ML) for DCOMP stock price prediction process.
  2. Statistical Hypothesis Testing
  3. Market Risk
  4. What is the best way to predict stock prices?
  5. Is now good time to invest?

DCOMP Stock Price Forecast

We consider Dime Community Bancshares Inc. Fixed-Rate Non-Cumulative Perpetual Preferred Stock Series A Decision Process with Active Learning (ML) where A is the set of discrete actions of DCOMP 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: DCOMP Dime Community Bancshares Inc. Fixed-Rate Non-Cumulative Perpetual Preferred Stock Series A
Time series to forecast: 8 Weeks

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


F(Statistical Hypothesis Testing)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(Active Learning (ML)) X S(n):→ 8 Weeks R = r 1 r 2 r 3

n:Time series to forecast

p:Price signals of DCOMP stock

j:Nash equilibria (Neural Network)

k:Dominated move of DCOMP stock holders

a:Best response for DCOMP target price


Active learning (AL) is a machine learning (ML) method in which the model actively queries the user for labels on data points. This allows the model to learn more efficiently, as it is only learning about the data points that are most informative.5 Statistical hypothesis testing is a process used to determine whether there is enough evidence to support a claim about a population based on a sample. The process involves making two hypotheses, a null hypothesis and an alternative hypothesis, and then collecting data and using statistical tests to determine which hypothesis is more likely to be true. The null hypothesis is the statement that there is no difference between the population and the sample. The alternative hypothesis is the statement that there is a difference between the population and the sample. The statistical test is used to calculate a p-value, which is the probability of obtaining the observed data or more extreme data if the null hypothesis is true. A p-value of less than 0.05 is typically considered to be statistically significant, which means that there is less than a 5% chance of obtaining the observed data or more extreme data if 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: 

How do PredictiveAI algorithms actually work?

DCOMP 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 Active Learning (ML) based DCOMP Stock Prediction Model

  1. A firm commitment to acquire a business in a business combination cannot be a hedged item, except for foreign currency risk, because the other risks being hedged cannot be specifically identified and measured. Those other risks are general business risks.
  2. Alternatively, the entity may base the assessment on both types of information, ie qualitative factors that are not captured through the internal ratings process and a specific internal rating category at the reporting date, taking into consideration the credit risk characteristics at initial recognition, if both types of information are relevant.
  3. For the avoidance of doubt, the effects of replacing the original counterparty with a clearing counterparty and making the associated changes as described in paragraph 6.5.6 shall be reflected in the measurement of the hedging instrument and therefore in the assessment of hedge effectiveness and the measurement of hedge effectiveness
  4. An entity shall apply this Standard retrospectively, in accordance with IAS 8 Accounting Policies, Changes in Accounting Estimates and Errors, except as specified in paragraphs 7.2.4–7.2.26 and 7.2.28. This Standard shall not be applied to items that have already been derecognised at 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.

DCOMP Dime Community Bancshares Inc. Fixed-Rate Non-Cumulative Perpetual Preferred Stock Series A Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*B1B1
Income StatementB3Caa2
Balance SheetBaa2Baa2
Leverage RatiosCaa2Ba2
Cash FlowB2C
Rates of Return and ProfitabilityBaa2B2

*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. 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).
  2. Athey S, Imbens GW. 2017a. The econometrics of randomized experiments. In Handbook of Economic Field Experiments, Vol. 1, ed. E Duflo, A Banerjee, pp. 73–140. Amsterdam: Elsevier
  3. Imbens GW, Rubin DB. 2015. Causal Inference in Statistics, Social, and Biomedical Sciences. Cambridge, UK: Cambridge Univ. Press
  4. Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
  5. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
  6. S. Proper and K. Tumer. Modeling difference rewards for multiagent learning (extended abstract). In Proceedings of the Eleventh International Joint Conference on Autonomous Agents and Multiagent Systems, Valencia, Spain, June 2012
  7. Ashley, R. (1988), "On the relative worth of recent macroeconomic forecasts," International Journal of Forecasting, 4, 363–376.
Frequently Asked QuestionsQ: Is DCOMP stock expected to rise?
A: DCOMP stock prediction model is evaluated with Active Learning (ML) and Statistical Hypothesis Testing and it is concluded that dominant strategy for DCOMP stock is Sell
Q: Is DCOMP stock a buy or sell?
A: The dominant strategy among neural network is to Sell DCOMP Stock.
Q: Is Dime Community Bancshares Inc. Fixed-Rate Non-Cumulative Perpetual Preferred Stock Series A stock a good investment?
A: The consensus rating for Dime Community Bancshares Inc. Fixed-Rate Non-Cumulative Perpetual Preferred Stock Series A is Sell and is assigned short-term B1 & long-term B1 estimated rating.
Q: What is the consensus rating of DCOMP stock?
A: The consensus rating for DCOMP is Sell.
Q: What is the forecast for DCOMP stock?
A: DCOMP target price forecast: Sell

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