AUC Score :
Short-Term Revised1 :
Dominant Strategy :
Time series to forecast n:
ML Model Testing : Multi-Task Learning (ML)
Hypothesis Testing : Stepwise 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.
Key Points
This exclusive content is only available to premium users.About Dow Jones U.S. Financial Services Index
This exclusive content is only available to premium users.
ML Model Testing
n:Time series to forecast
p:Price signals of Dow Jones U.S. Financial Services index
j:Nash equilibria (Neural Network)
k:Dominated move of Dow Jones U.S. Financial Services index holders
a:Best response for Dow Jones U.S. Financial Services target price
For further technical information as per how our model work we invite you to visit the article below:
How do KappaSignal algorithms actually work?
Dow Jones U.S. Financial Services Index Forecast 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%
Rating | Short-Term | Long-Term Senior |
---|---|---|
Outlook | B1 | Ba2 |
Income Statement | Caa2 | Ba3 |
Balance Sheet | B2 | B3 |
Leverage Ratios | Baa2 | Baa2 |
Cash Flow | Ba1 | Baa2 |
Rates of Return and Profitability | C | Ba1 |
*An aggregate rating for an index summarizes the overall sentiment towards the companies it includes. This rating is calculated by considering individual ratings assigned to each stock within the index. By taking an average of these ratings, weighted by each stock's importance in the index, a single score is generated. This aggregate rating offers a simplified view of how the index's performance is generally perceived.
How does neural network examine financial reports and understand financial state of the company?
References
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