AUC Score :
Short-Term Revised1 :
Dominant Strategy : Buy
Time series to forecast n:
Methodology : Modular Neural Network (Market Direction Analysis)
Hypothesis Testing : Independent T-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
U.S. Bancorp Depositary Shares Each Representing a 1/1000th Interest in a Share of Series L Non-Cumulative Perpetual Preferred Stock prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Independent T-Test1,2,3,4 and it is concluded that the USB^Q stock is predictable in the short/long term. Modular neural networks (MNNs) are a type of artificial neural network that can be used for market direction analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying patterns in data or predicting future price movements. The modules are then combined to form a single neural network that can perform multiple tasks.In the context of market direction analysis, MNNs can be used to identify patterns in market data that suggest that the market is likely to move in a particular direction. This information can then be used to make predictions about future price movements.5 According to price forecasts for 6 Month period, the dominant strategy among neural network is: Buy
Key Points
- Modular Neural Network (Market Direction Analysis) for USB^Q stock price prediction process.
- Independent T-Test
- How do you decide buy or sell a stock?
- What is prediction model?
- How do you pick a stock?
USB^Q Stock Price Forecast
We consider U.S. Bancorp Depositary Shares Each Representing a 1/1000th Interest in a Share of Series L Non-Cumulative Perpetual Preferred Stock Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of USB^Q 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: USB^Q U.S. Bancorp Depositary Shares Each Representing a 1/1000th Interest in a Share of Series L Non-Cumulative Perpetual Preferred Stock
Time series to forecast: 6 Month
According to price forecasts, the dominant strategy among neural network is: Buy
n:Time series to forecast
p:Price signals of USB^Q stock
j:Nash equilibria (Neural Network)
k:Dominated move of USB^Q stock holders
a:Best response for USB^Q target price
Modular neural networks (MNNs) are a type of artificial neural network that can be used for market direction analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying patterns in data or predicting future price movements. The modules are then combined to form a single neural network that can perform multiple tasks.In the context of market direction analysis, MNNs can be used to identify patterns in market data that suggest that the market is likely to move in a particular direction. This information can then be used to make predictions about future price movements.5 An independent t-test is a statistical test that compares the means of two independent samples. In an independent t-test, the data points in each sample are not related to each other. The independent t-test is a parametric test, which means that it assumes that the data is normally distributed. The independent t-test is also a two-sample test, which means that it compares the means of two independent samples.6,7
For further technical information as per how our model work we invite you to visit the article below:
USB^Q 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 Direction Analysis) based USB^Q Stock Prediction Model
- Financial assets that are held within a business model whose objective is to hold assets in order to collect contractual cash flows are managed to realise cash flows by collecting contractual payments over the life of the instrument. That is, the entity manages the assets held within the portfolio to collect those particular contractual cash flows (instead of managing the overall return on the portfolio by both holding and selling assets). In determining whether cash flows are going to be realised by collecting the financial assets' contractual cash flows, it is necessary to consider the frequency, value and timing of sales in prior periods, the reasons for those sales and expectations about future sales activity. However sales in themselves do not determine the business model and therefore cannot be considered in isolation. Instead, information about past sales and expectations about future sales provide evidence related to how the entity's stated objective for managing the financial assets is achieved and, specifically, how cash flows are realised. An entity must consider information about past sales within the context of the reasons for those sales and the conditions that existed at that time as compared to current conditions.
- The assessment of whether an economic relationship exists includes an analysis of the possible behaviour of the hedging relationship during its term to ascertain whether it can be expected to meet the risk management objective. The mere existence of a statistical correlation between two variables does not, by itself, support a valid conclusion that an economic relationship exists.
- For example, Entity A, whose functional currency is its local currency, has a firm commitment to pay FC150,000 for advertising expenses in nine months' time and a firm commitment to sell finished goods for FC150,000 in 15 months' time. Entity A enters into a foreign currency derivative that settles in nine months' time under which it receives FC100 and pays CU70. Entity A has no other exposures to FC. Entity A does not manage foreign currency risk on a net basis. Hence, Entity A cannot apply hedge accounting for a hedging relationship between the foreign currency derivative and a net position of FC100 (consisting of FC150,000 of the firm purchase commitment—ie advertising services—and FC149,900 (of the FC150,000) of the firm sale commitment) for a nine-month period.
- An entity shall assess at the inception of the hedging relationship, and on an ongoing basis, whether a hedging relationship meets the hedge effectiveness requirements. At a minimum, an entity shall perform the ongoing assessment at each reporting date or upon a significant change in the circumstances affecting the hedge effectiveness requirements, whichever comes first. The assessment relates to expectations about hedge effectiveness and is therefore only forward-looking.
*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.
USB^Q U.S. Bancorp Depositary Shares Each Representing a 1/1000th Interest in a Share of Series L Non-Cumulative Perpetual Preferred Stock Financial Analysis*
Rating | Short-Term | Long-Term Senior |
---|---|---|
Outlook* | B1 | Ba3 |
Income Statement | B1 | Baa2 |
Balance Sheet | Baa2 | B2 |
Leverage Ratios | Baa2 | C |
Cash Flow | Caa2 | Ba1 |
Rates of Return and Profitability | C | Ba3 |
*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
- Clements, M. P. D. F. Hendry (1995), "Forecasting in cointegrated systems," Journal of Applied Econometrics, 10, 127–146.
- V. Borkar. An actor-critic algorithm for constrained Markov decision processes. Systems & Control Letters, 54(3):207–213, 2005.
- C. Wu and Y. Lin. Minimizing risk models in Markov decision processes with policies depending on target values. Journal of Mathematical Analysis and Applications, 231(1):47–67, 1999
- V. Konda and J. Tsitsiklis. Actor-Critic algorithms. In Proceedings of Advances in Neural Information Processing Systems 12, pages 1008–1014, 2000
- Hastie T, Tibshirani R, Tibshirani RJ. 2017. Extended comparisons of best subset selection, forward stepwise selection, and the lasso. arXiv:1707.08692 [stat.ME]
- A. Tamar and S. Mannor. Variance adjusted actor critic algorithms. arXiv preprint arXiv:1310.3697, 2013.
- A. Tamar, D. Di Castro, and S. Mannor. Policy gradients with variance related risk criteria. In Proceedings of the Twenty-Ninth International Conference on Machine Learning, pages 387–396, 2012.
Frequently Asked Questions
Q: Is USB^Q stock expected to rise?A: USB^Q stock prediction model is evaluated with Modular Neural Network (Market Direction Analysis) and Independent T-Test and it is concluded that dominant strategy for USB^Q stock is Buy
Q: Is USB^Q stock a buy or sell?
A: The dominant strategy among neural network is to Buy USB^Q Stock.
Q: Is U.S. Bancorp Depositary Shares Each Representing a 1/1000th Interest in a Share of Series L Non-Cumulative Perpetual Preferred Stock stock a good investment?
A: The consensus rating for U.S. Bancorp Depositary Shares Each Representing a 1/1000th Interest in a Share of Series L Non-Cumulative Perpetual Preferred Stock is Buy and is assigned short-term B1 & long-term Ba3 estimated rating.
Q: What is the consensus rating of USB^Q stock?
A: The consensus rating for USB^Q is Buy.
Q: What is the forecast for USB^Q stock?
A: USB^Q target price forecast: Buy