**Outlook:**BiondVax Pharmaceuticals Ltd. American Depositary Shares assigned short-term Baa2 & long-term B2 forecasted stock rating.

**Dominant Strategy :**Hold

**Time series to forecast n: 14 Dec 2022**for (n+1 year)

**Methodology :**Modular Neural Network (Market Direction Analysis)

## Abstract

Predictions on stock market prices are a great challenge due to the fact that it is an immensely complex, chaotic and dynamic environment. There are many studies from various areas aiming to take on that challenge and Machine Learning approaches have been the focus of many of them. There are many examples of Machine Learning algorithms been able to reach satisfactory results when doing that type of prediction. This article studies the usage of LSTM networks on that scenario, to predict future trends of stock prices based on the price history, alongside with technical analysis indicators.(Akhtar, M.M., Zamani, A.S., Khan, S., Shatat, A.S.A., Dilshad, S. and Samdani, F., 2022. Stock market prediction based on statistical data using machine learning algorithms. Journal of King Saud University-Science, 34(4), p.101940.)** We evaluate BiondVax Pharmaceuticals Ltd. American Depositary Shares prediction models with Modular Neural Network (Market Direction Analysis) and Paired T-Test ^{1,2,3,4} and conclude that the BVXV stock is predictable in the short/long term. **

**According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold**

## Key Points

- Market Risk
- What are main components of Markov decision process?
- How accurate is machine learning in stock market?

## BVXV Target Price Prediction Modeling Methodology

We consider BiondVax Pharmaceuticals Ltd. American Depositary Shares Decision Process with Modular Neural Network (Market Direction Analysis) where A is the set of discrete actions of BVXV 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}

F(Paired T-Test)

^{5,6,7}= $\begin{array}{cccc}{p}_{\mathrm{a}1}& {p}_{\mathrm{a}2}& \dots & {p}_{1n}\\ & \vdots \\ {p}_{j1}& {p}_{j2}& \dots & {p}_{jn}\\ & \vdots \\ {p}_{k1}& {p}_{k2}& \dots & {p}_{kn}\\ & \vdots \\ {p}_{n1}& {p}_{n2}& \dots & {p}_{nn}\end{array}$ X R(Modular Neural Network (Market Direction Analysis)) X S(n):→ (n+1 year) $\begin{array}{l}\int {e}^{x}\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of BVXV stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

For further technical information as per how our model work we invite you to visit the article below:

How do AC Investment Research machine learning (predictive) algorithms actually work?

## BVXV Stock Forecast (Buy or Sell) for (n+1 year)

**Sample Set:**Neural Network

**Stock/Index:**BVXV BiondVax Pharmaceuticals Ltd. American Depositary Shares

**Time series to forecast n: 14 Dec 2022**for (n+1 year)

**According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold**

**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%**

## Adjusted IFRS* Prediction Methods for BiondVax Pharmaceuticals Ltd. American Depositary Shares

- An entity shall apply Prepayment Features with Negative Compensation (Amendments to IFRS 9) retrospectively in accordance with IAS 8, except as specified in paragraphs 7.2.30–7.2.34
- This Standard does not specify a method for assessing whether a hedging relationship meets the hedge effectiveness requirements. However, an entity shall use a method that captures the relevant characteristics of the hedging relationship including the sources of hedge ineffectiveness. Depending on those factors, the method can be a qualitative or a quantitative assessment.
- Paragraphs 6.9.7–6.9.13 provide exceptions to the requirements specified in those paragraphs only. An entity shall apply all other hedge accounting requirements in this Standard, including the qualifying criteria in paragraph 6.4.1, to hedging relationships that were directly affected by interest rate benchmark reform.
- However, in some cases, the time value of money element may be modified (ie imperfect). That would be the case, for example, if a financial asset's interest rate is periodically reset but the frequency of that reset does not match the tenor of the interest rate (for example, the interest rate resets every month to a one-year rate) or if a financial asset's interest rate is periodically reset to an average of particular short- and long-term interest rates. In such cases, an entity must assess the modification to determine whether the contractual cash flows represent solely payments of principal and interest on the principal amount outstanding. In some circumstances, the entity may be able to make that determination by performing a qualitative assessment of the time value of money element whereas, in other circumstances, it may be necessary to perform a quantitative assessment.

*International Financial Reporting Standards (IFRS) are a set of accounting rules for the financial statements of public companies that are intended to make them consistent, transparent, and easily comparable around the world.

## Conclusions

BiondVax Pharmaceuticals Ltd. American Depositary Shares assigned short-term Baa2 & long-term B2 forecasted stock rating.** We evaluate the prediction models Modular Neural Network (Market Direction Analysis) with Paired T-Test ^{1,2,3,4} and conclude that the BVXV stock is predictable in the short/long term.**

**According to price forecasts for (n+1 year) period, the dominant strategy among neural network is: Hold**

### Financial State Forecast for BVXV BiondVax Pharmaceuticals Ltd. American Depositary Shares Options & Futures

Rating | Short-Term | Long-Term Senior |
---|---|---|

Outlook* | Baa2 | B2 |

Operational Risk | 74 | 52 |

Market Risk | 85 | 57 |

Technical Analysis | 84 | 80 |

Fundamental Analysis | 68 | 30 |

Risk Unsystematic | 66 | 50 |

### Prediction Confidence Score

## References

- Wu X, Kumar V, Quinlan JR, Ghosh J, Yang Q, et al. 2008. Top 10 algorithms in data mining. Knowl. Inform. Syst. 14:1–37
- Chow, G. C. (1960), "Tests of equality between sets of coefficients in two linear regressions," Econometrica, 28, 591–605.
- Arora S, Li Y, Liang Y, Ma T. 2016. RAND-WALK: a latent variable model approach to word embeddings. Trans. Assoc. Comput. Linguist. 4:385–99
- Tibshirani R. 1996. Regression shrinkage and selection via the lasso. J. R. Stat. Soc. B 58:267–88
- V. Borkar. Stochastic approximation: a dynamical systems viewpoint. Cambridge University Press, 2008
- J. Ott. A Markov decision model for a surveillance application and risk-sensitive Markov decision processes. PhD thesis, Karlsruhe Institute of Technology, 2010.
- Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., GXO Options & Futures Prediction. AC Investment Research Journal, 101(3).

## Frequently Asked Questions

Q: What is the prediction methodology for BVXV stock?A: BVXV stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market Direction Analysis) and Paired T-Test

Q: Is BVXV stock a buy or sell?

A: The dominant strategy among neural network is to Hold BVXV Stock.

Q: Is BiondVax Pharmaceuticals Ltd. American Depositary Shares stock a good investment?

A: The consensus rating for BiondVax Pharmaceuticals Ltd. American Depositary Shares is Hold and assigned short-term Baa2 & long-term B2 forecasted stock rating.

Q: What is the consensus rating of BVXV stock?

A: The consensus rating for BVXV is Hold.

Q: What is the prediction period for BVXV stock?

A: The prediction period for BVXV is (n+1 year)