Modelling A.I. in Economics

PRIF^J Priority Income Fund Inc. 6.000% Series J Term Preferred Stock due 2028

Outlook: Priority Income Fund Inc. 6.000% Series J Term Preferred Stock due 2028 assigned short-term B1 & long-term B3 forecasted stock rating.
Dominant Strategy : Buy
Time series to forecast n: 18 Dec 2022 for (n+16 weeks)
Methodology : Modular Neural Network (Speculative Sentiment Analysis)

Abstract

In this paper, we introduce a new prediction model depend on Bidirectional Gated Recurrent Unit (BGRU). Our predictive model relies on both online financial news and historical stock prices data to predict the stock movements in the future.(Song, Y., 2018. Stock trend prediction: Based on machine learning methods (Doctoral dissertation, UCLA).) We evaluate Priority Income Fund Inc. 6.000% Series J Term Preferred Stock due 2028 prediction models with Modular Neural Network (Speculative Sentiment Analysis) and Polynomial Regression1,2,3,4 and conclude that the PRIF^J stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

Key Points

  1. Dominated Move
  2. Nash Equilibria
  3. How useful are statistical predictions?

PRIF^J Target Price Prediction Modeling Methodology

We consider Priority Income Fund Inc. 6.000% Series J Term Preferred Stock due 2028 Decision Process with Modular Neural Network (Speculative Sentiment Analysis) where A is the set of discrete actions of PRIF^J 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= 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(Modular Neural Network (Speculative Sentiment Analysis)) X S(n):→ (n+16 weeks) e x rx

n:Time series to forecast

p:Price signals of PRIF^J 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?

PRIF^J Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: PRIF^J Priority Income Fund Inc. 6.000% Series J Term Preferred Stock due 2028
Time series to forecast n: 18 Dec 2022 for (n+16 weeks)

According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

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 Priority Income Fund Inc. 6.000% Series J Term Preferred Stock due 2028

  1. When an entity designates a financial liability as at fair value through profit or loss, it must determine whether presenting in other comprehensive income the effects of changes in the liability's credit risk would create or enlarge an accounting mismatch in profit or loss. An accounting mismatch would be created or enlarged if presenting the effects of changes in the liability's credit risk in other comprehensive income would result in a greater mismatch in profit or loss than if those amounts were presented in profit or loss
  2. 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.
  3. A hedge of a firm commitment (for example, a hedge of the change in fuel price relating to an unrecognised contractual commitment by an electric utility to purchase fuel at a fixed price) is a hedge of an exposure to a change in fair value. Accordingly, such a hedge is a fair value hedge. However, in accordance with paragraph 6.5.4, a hedge of the foreign currency risk of a firm commitment could alternatively be accounted for as a cash flow hedge.
  4. Expected credit losses reflect an entity's own expectations of credit losses. However, when considering all reasonable and supportable information that is available without undue cost or effort in estimating expected credit losses, an entity should also consider observable market information about the credit risk of the particular financial instrument or similar financial instruments.

*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

Priority Income Fund Inc. 6.000% Series J Term Preferred Stock due 2028 assigned short-term B1 & long-term B3 forecasted stock rating. We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) with Polynomial Regression1,2,3,4 and conclude that the PRIF^J stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Buy

Financial State Forecast for PRIF^J Priority Income Fund Inc. 6.000% Series J Term Preferred Stock due 2028 Options & Futures

Rating Short-Term Long-Term Senior
Outlook*B1B3
Operational Risk 4165
Market Risk7238
Technical Analysis4942
Fundamental Analysis7546
Risk Unsystematic6441

Prediction Confidence Score

Trust metric by Neural Network: 84 out of 100 with 669 signals.

References

  1. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., MO Stock Price Prediction. AC Investment Research Journal, 101(3).
  2. J. Hu and M. P. Wellman. Nash q-learning for general-sum stochastic games. Journal of Machine Learning Research, 4:1039–1069, 2003.
  3. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
  4. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
  5. Wooldridge JM. 2010. Econometric Analysis of Cross Section and Panel Data. Cambridge, MA: MIT Press
  6. Morris CN. 1983. Parametric empirical Bayes inference: theory and applications. J. Am. Stat. Assoc. 78:47–55
  7. M. J. Hausknecht. Cooperation and Communication in Multiagent Deep Reinforcement Learning. PhD thesis, The University of Texas at Austin, 2016
Frequently Asked QuestionsQ: What is the prediction methodology for PRIF^J stock?
A: PRIF^J stock prediction methodology: We evaluate the prediction models Modular Neural Network (Speculative Sentiment Analysis) and Polynomial Regression
Q: Is PRIF^J stock a buy or sell?
A: The dominant strategy among neural network is to Buy PRIF^J Stock.
Q: Is Priority Income Fund Inc. 6.000% Series J Term Preferred Stock due 2028 stock a good investment?
A: The consensus rating for Priority Income Fund Inc. 6.000% Series J Term Preferred Stock due 2028 is Buy and assigned short-term B1 & long-term B3 forecasted stock rating.
Q: What is the consensus rating of PRIF^J stock?
A: The consensus rating for PRIF^J is Buy.
Q: What is the prediction period for PRIF^J stock?
A: The prediction period for PRIF^J is (n+16 weeks)

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