Modelling A.I. in Economics

PPH PUSHPAY HOLDINGS LIMITED

Outlook: PUSHPAY HOLDINGS LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 10 Feb 2023 for (n+3 month)
Methodology : Deductive Inference (ML)

Abstract

PUSHPAY HOLDINGS LIMITED prediction model is evaluated with Deductive Inference (ML) and Independent T-Test1,2,3,4 and it is concluded that the PPH stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Buy

Key Points

  1. Understanding Buy, Sell, and Hold Ratings
  2. How do predictive algorithms actually work?
  3. Which neural network is best for prediction?

PPH Target Price Prediction Modeling Methodology

We consider PUSHPAY HOLDINGS LIMITED Decision Process with Deductive Inference (ML) where A is the set of discrete actions of PPH 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(Independent T-Test)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(Deductive Inference (ML)) X S(n):→ (n+3 month) r s rs

n:Time series to forecast

p:Price signals of PPH 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?

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

Sample Set: Neural Network
Stock/Index: PPH PUSHPAY HOLDINGS LIMITED
Time series to forecast n: 10 Feb 2023 for (n+3 month)

According to price forecasts for (n+3 month) 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%

IFRS Reconciliation Adjustments for PUSHPAY HOLDINGS LIMITED

  1. An entity is not required to incorporate forecasts of future conditions over the entire expected life of a financial instrument. The degree of judgement that is required to estimate expected credit losses depends on the availability of detailed information. As the forecast horizon increases, the availability of detailed information decreases and the degree of judgement required to estimate expected credit losses increases. The estimate of expected credit losses does not require a detailed estimate for periods that are far in the future—for such periods, an entity may extrapolate projections from available, detailed information.
  2. In some circumstances an entity does not have reasonable and supportable information that is available without undue cost or effort to measure lifetime expected credit losses on an individual instrument basis. In that case, lifetime expected credit losses shall be recognised on a collective basis that considers comprehensive credit risk information. This comprehensive credit risk information must incorporate not only past due information but also all relevant credit information, including forward-looking macroeconomic information, in order to approximate the result of recognising lifetime expected credit losses when there has been a significant increase in credit risk since initial recognition on an individual instrument level.
  3. An entity shall assess whether contractual cash flows are solely payments of principal and interest on the principal amount outstanding for the currency in which the financial asset is denominated.
  4. 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

*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.

Conclusions

PUSHPAY HOLDINGS LIMITED is assigned short-term Ba1 & long-term Ba1 estimated rating. PUSHPAY HOLDINGS LIMITED prediction model is evaluated with Deductive Inference (ML) and Independent T-Test1,2,3,4 and it is concluded that the PPH stock is predictable in the short/long term. According to price forecasts for (n+3 month) period, the dominant strategy among neural network is: Buy

PPH PUSHPAY HOLDINGS LIMITED Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBaa2C
Balance SheetB3Ba1
Leverage RatiosBaa2B3
Cash FlowBaa2Baa2
Rates of Return and ProfitabilityCaa2B3

*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?

Prediction Confidence Score

Trust metric by Neural Network: 86 out of 100 with 840 signals.

References

  1. Breusch, T. S. A. R. Pagan (1979), "A simple test for heteroskedasticity and random coefficient variation," Econometrica, 47, 1287–1294.
  2. Athey S. 2019. The impact of machine learning on economics. In The Economics of Artificial Intelligence: An Agenda, ed. AK Agrawal, J Gans, A Goldfarb. Chicago: Univ. Chicago Press. In press
  3. J. Z. Leibo, V. Zambaldi, M. Lanctot, J. Marecki, and T. Graepel. Multi-agent Reinforcement Learning in Sequential Social Dilemmas. In Proceedings of the 16th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2017), Sao Paulo, Brazil, 2017
  4. S. Proper and K. Tumer. Modeling difference rewards for multiagent learning (extended abstract). In Proceedings of the Eleventh International Joint Conference on Autonomous Agents and Multiagent Systems, Valencia, Spain, June 2012
  5. Dudik M, Erhan D, Langford J, Li L. 2014. Doubly robust policy evaluation and optimization. Stat. Sci. 29:485–511
  6. R. Williams. Simple statistical gradient-following algorithms for connectionist reinforcement learning. Ma- chine learning, 8(3-4):229–256, 1992
  7. Wooldridge JM. 2010. Econometric Analysis of Cross Section and Panel Data. Cambridge, MA: MIT Press
Frequently Asked QuestionsQ: What is the prediction methodology for PPH stock?
A: PPH stock prediction methodology: We evaluate the prediction models Deductive Inference (ML) and Independent T-Test
Q: Is PPH stock a buy or sell?
A: The dominant strategy among neural network is to Buy PPH Stock.
Q: Is PUSHPAY HOLDINGS LIMITED stock a good investment?
A: The consensus rating for PUSHPAY HOLDINGS LIMITED is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of PPH stock?
A: The consensus rating for PPH is Buy.
Q: What is the prediction period for PPH stock?
A: The prediction period for PPH is (n+3 month)

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