**Outlook:**Immunome Inc. Common Stock assigned short-term Ba3 & long-term Ba3 forecasted stock rating.

**Dominant Strategy :**Hold

**Time series to forecast n: 10 Dec 2022**for (n+3 month)

**Methodology :**Modular Neural Network (Market News Sentiment Analysis)

## Abstract

Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on a financial exchange. The successful prediction of a stock's future price will maximize investor's gains. This paper proposes a machine learning model to predict stock market price.(Batra, R. and Daudpota, S.M., 2018, March. Integrating StockTwits with sentiment analysis for better prediction of stock price movement. In 2018 International Conference on Computing, Mathematics and Engineering Technologies (iCoMET) (pp. 1-5). IEEE.)** We evaluate Immunome Inc. Common Stock prediction models with Modular Neural Network (Market News Sentiment Analysis) and Polynomial Regression ^{1,2,3,4} and conclude that the IMNM stock is predictable in the short/long term. **

**According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold**

## Key Points

- What are buy sell or hold recommendations?
- Is now good time to invest?
- What is the use of Markov decision process?

## IMNM Target Price Prediction Modeling Methodology

We consider Immunome Inc. Common Stock Decision Process with Modular Neural Network (Market News Sentiment Analysis) where A is the set of discrete actions of IMNM 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(Polynomial Regression)

^{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 News Sentiment Analysis)) X S(n):→ (n+3 month) $\sum _{i=1}^{n}\left({r}_{i}\right)$

n:Time series to forecast

p:Price signals of IMNM stock

j:Nash equilibria (Neural Network)

k:Dominated move

a:Best response for target price

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

## IMNM Stock Forecast (Buy or Sell) for (n+3 month)

**Sample Set:**Neural Network

**Stock/Index:**IMNM Immunome Inc. Common Stock

**Time series to forecast n: 10 Dec 2022**for (n+3 month)

**According to price forecasts for (n+3 month) 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 Immunome Inc. Common Stock

- Adjusting the hedge ratio by increasing the volume of the hedging instrument does not affect how the changes in the value of the hedged item are measured. The measurement of the changes in the fair value of the hedging instrument related to the previously designated volume also remains unaffected. However, from the date of rebalancing, the changes in the fair value of the hedging instrument also include the changes in the value of the additional volume of the hedging instrument. The changes are measured starting from, and by reference to, the date of rebalancing instead of the date on which the hedging relationship was designated. For example, if an entity originally hedged the price risk of a commodity using a derivative volume of 100 tonnes as the hedging instrument and added a volume of 10 tonnes on rebalancing, the hedging instrument after rebalancing would comprise a total derivative volume of 110 tonnes. The change in the fair value of the hedging instrument is the total change in the fair value of the derivatives that make up the total volume of 110 tonnes. These derivatives could (and probably would) have different critical terms, such as their forward rates, because they were entered into at different points in time (including the possibility of designating derivatives into hedging relationships after their initial recognition).
- In accordance with the hedge effectiveness requirements, the hedge ratio of the hedging relationship must be the same as that resulting from the quantity of the hedged item that the entity actually hedges and the quantity of the hedging instrument that the entity actually uses to hedge that quantity of hedged item. Hence, if an entity hedges less than 100 per cent of the exposure on an item, such as 85 per cent, it shall designate the hedging relationship using a hedge ratio that is the same as that resulting from 85 per cent of the exposure and the quantity of the hedging instrument that the entity actually uses to hedge those 85 per cent. Similarly, if, for example, an entity hedges an exposure using a nominal amount of 40 units of a financial instrument, it shall designate the hedging relationship using a hedge ratio that is the same as that resulting from that quantity of 40 units (ie the entity must not use a hedge ratio based on a higher quantity of units that it might hold in total or a lower quantity of units) and the quantity of the hedged item that it actually hedges with those 40 units.
- However, depending on the nature of the financial instruments and the credit risk information available for particular groups of financial instruments, an entity may not be able to identify significant changes in credit risk for individual financial instruments before the financial instrument becomes past due. This may be the case for financial instruments such as retail loans for which there is little or no updated credit risk information that is routinely obtained and monitored on an individual instrument until a customer breaches the contractual terms. If changes in the credit risk for individual financial instruments are not captured before they become past due, a loss allowance based only on credit information at an individual financial instrument level would not faithfully represent the changes in credit risk since initial recognition.
- Annual Improvements to IFRSs 2010–2012 Cycle, issued in December 2013, amended paragraphs 4.2.1 and 5.7.5 as a consequential amendment derived from the amendment to IFRS 3. An entity shall apply that amendment prospectively to business combinations to which the amendment to IFRS 3 applies.

*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

Immunome Inc. Common Stock assigned short-term Ba3 & long-term Ba3 forecasted stock rating.** We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) with Polynomial Regression ^{1,2,3,4} and conclude that the IMNM stock is predictable in the short/long term.**

**According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Hold**

### Financial State Forecast for IMNM Immunome Inc. Common Stock Options & Futures

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

Outlook* | Ba3 | Ba3 |

Operational Risk | 68 | 41 |

Market Risk | 63 | 84 |

Technical Analysis | 80 | 60 |

Fundamental Analysis | 42 | 48 |

Risk Unsystematic | 84 | 74 |

### Prediction Confidence Score

## References

- M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
- Bessler, D. A. S. W. Fuller (1993), "Cointegration between U.S. wheat markets," Journal of Regional Science, 33, 481–501.
- Matzkin RL. 1994. Restrictions of economic theory in nonparametric methods. In Handbook of Econometrics, Vol. 4, ed. R Engle, D McFadden, pp. 2523–58. Amsterdam: Elsevier
- S. Bhatnagar, H. Prasad, and L. Prashanth. Stochastic recursive algorithms for optimization, volume 434. Springer, 2013
- 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
- M. Benaim, J. Hofbauer, and S. Sorin. Stochastic approximations and differential inclusions, Part II: Appli- cations. Mathematics of Operations Research, 31(4):673–695, 2006
- Canova, F. B. E. Hansen (1995), "Are seasonal patterns constant over time? A test for seasonal stability," Journal of Business and Economic Statistics, 13, 237–252.

## Frequently Asked Questions

Q: What is the prediction methodology for IMNM stock?A: IMNM stock prediction methodology: We evaluate the prediction models Modular Neural Network (Market News Sentiment Analysis) and Polynomial Regression

Q: Is IMNM stock a buy or sell?

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

Q: Is Immunome Inc. Common Stock stock a good investment?

A: The consensus rating for Immunome Inc. Common Stock is Hold and assigned short-term Ba3 & long-term Ba3 forecasted stock rating.

Q: What is the consensus rating of IMNM stock?

A: The consensus rating for IMNM is Hold.

Q: What is the prediction period for IMNM stock?

A: The prediction period for IMNM is (n+3 month)