Modelling A.I. in Economics

Is CFR^B Stock Expected to Go Up? (Forecast)

Outlook: Cullen/Frost Bankers Inc. Depositary Shares each representing a 1/40th ownership interest in a share of 4.450% non-cumulative perpetual preferred stock Series B is assigned short-term Ba3 & long-term Ba3 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised1 :
Dominant Strategy : Hold
Time series to forecast n: for Weeks2
Methodology : Transductive 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

Cullen/Frost Bankers Inc. Depositary Shares each representing a 1/40th ownership interest in a share of 4.450% non-cumulative perpetual preferred stock Series B prediction model is evaluated with Transductive Learning (ML) and Polynomial Regression1,2,3,4 and it is concluded that the CFR^B stock is predictable in the short/long term. Transductive learning is a supervised machine learning (ML) method in which the model is trained on both labeled and unlabeled data. The goal of transductive learning is to predict the labels of the unlabeled data. Transductive learning is a hybrid of inductive and semi-supervised learning. Inductive learning algorithms are trained on labeled data only, while semi-supervised learning algorithms are trained on a combination of labeled and unlabeled data. Transductive learning algorithms can achieve better performance than inductive learning algorithms on tasks where there is a small amount of labeled data. This is because transductive learning algorithms can use the unlabeled data to help them learn the relationships between the features and the labels.5 According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Hold

Graph 19

Key Points

  1. Transductive Learning (ML) for CFR^B stock price prediction process.
  2. Polynomial Regression
  3. What is statistical models in machine learning?
  4. Should I buy stocks now or wait amid such uncertainty?
  5. Market Outlook

CFR^B Stock Price Forecast

We consider Cullen/Frost Bankers Inc. Depositary Shares each representing a 1/40th ownership interest in a share of 4.450% non-cumulative perpetual preferred stock Series B Decision Process with Transductive Learning (ML) where A is the set of discrete actions of CFR^B 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: CFR^B Cullen/Frost Bankers Inc. Depositary Shares each representing a 1/40th ownership interest in a share of 4.450% non-cumulative perpetual preferred stock Series B
Time series to forecast: 16 Weeks

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


F(Polynomial Regression)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(Transductive Learning (ML)) X S(n):→ 16 Weeks R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of CFR^B stock

j:Nash equilibria (Neural Network)

k:Dominated move of CFR^B stock holders

a:Best response for CFR^B target price


Transductive learning is a supervised machine learning (ML) method in which the model is trained on both labeled and unlabeled data. The goal of transductive learning is to predict the labels of the unlabeled data. Transductive learning is a hybrid of inductive and semi-supervised learning. Inductive learning algorithms are trained on labeled data only, while semi-supervised learning algorithms are trained on a combination of labeled and unlabeled data. Transductive learning algorithms can achieve better performance than inductive learning algorithms on tasks where there is a small amount of labeled data. This is because transductive learning algorithms can use the unlabeled data to help them learn the relationships between the features and the labels.5 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.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?

CFR^B 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 Transductive Learning (ML) based CFR^B Stock Prediction Model

  1. In the reporting period that includes the date of initial application of these amendments, an entity is not required to present the quantitative information required by paragraph 28(f) of IAS 8.
  2. The definition of a derivative in this Standard includes contracts that are settled gross by delivery of the underlying item (eg a forward contract to purchase a fixed rate debt instrument). An entity may have a contract to buy or sell a non-financial item that can be settled net in cash or another financial instrument or by exchanging financial instruments (eg a contract to buy or sell a commodity at a fixed price at a future date). Such a contract is within the scope of this Standard unless it was entered into and continues to be held for the purpose of delivery of a non-financial item in accordance with the entity's expected purchase, sale or usage requirements. However, this Standard applies to such contracts for an entity's expected purchase, sale or usage requirements if the entity makes a designation in accordance with paragraph 2.5 (see paragraphs 2.4–2.7).
  3. 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.
  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.

CFR^B Cullen/Frost Bankers Inc. Depositary Shares each representing a 1/40th ownership interest in a share of 4.450% non-cumulative perpetual preferred stock Series B Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba3Ba3
Income StatementB3B1
Balance SheetB3Caa2
Leverage RatiosBa2Ba1
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityBaa2B1

*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. Dimakopoulou M, Zhou Z, Athey S, Imbens G. 2018. Balanced linear contextual bandits. arXiv:1812.06227 [cs.LG]
  2. LeCun Y, Bengio Y, Hinton G. 2015. Deep learning. Nature 521:436–44
  3. V. Borkar. Stochastic approximation: a dynamical systems viewpoint. Cambridge University Press, 2008
  4. Mnih A, Hinton GE. 2007. Three new graphical models for statistical language modelling. In International Conference on Machine Learning, pp. 641–48. La Jolla, CA: Int. Mach. Learn. Soc.
  5. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71:135–71
  6. A. Eck, L. Soh, S. Devlin, and D. Kudenko. Potential-based reward shaping for finite horizon online POMDP planning. Autonomous Agents and Multi-Agent Systems, 30(3):403–445, 2016
  7. 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).
Frequently Asked QuestionsQ: Is CFR^B stock expected to rise?
A: CFR^B stock prediction model is evaluated with Transductive Learning (ML) and Polynomial Regression and it is concluded that dominant strategy for CFR^B stock is Hold
Q: Is CFR^B stock a buy or sell?
A: The dominant strategy among neural network is to Hold CFR^B Stock.
Q: Is Cullen/Frost Bankers Inc. Depositary Shares each representing a 1/40th ownership interest in a share of 4.450% non-cumulative perpetual preferred stock Series B stock a good investment?
A: The consensus rating for Cullen/Frost Bankers Inc. Depositary Shares each representing a 1/40th ownership interest in a share of 4.450% non-cumulative perpetual preferred stock Series B is Hold and is assigned short-term Ba3 & long-term Ba3 estimated rating.
Q: What is the consensus rating of CFR^B stock?
A: The consensus rating for CFR^B is Hold.
Q: What is the forecast for CFR^B stock?
A: CFR^B target price forecast: Hold

Premium

  • Live broadcast of expert trader insights
  • Real-time stock market analysis
  • Access to a library of research dataset (API,XLS,JSON)
  • Real-time updates
  • In-depth research reports (PDF)

Login
This project is licensed under the license; additional terms may apply.