Modelling A.I. in Economics

PERI Perion Network Ltd. Ordinary Shares (Forecast)

Outlook: Perion Network Ltd. Ordinary Shares is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 01 Apr 2023 for (n+3 month)
Methodology : Modular Neural Network (Social Media Sentiment Analysis)

Abstract

Perion Network Ltd. Ordinary Shares prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Multiple Regression1,2,3,4 and it is concluded that the PERI 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

  1. What is the use of Markov decision process?
  2. How do you pick a stock?
  3. Can machine learning predict?

PERI Target Price Prediction Modeling Methodology

We consider Perion Network Ltd. Ordinary Shares Decision Process with Modular Neural Network (Social Media Sentiment Analysis) where A is the set of discrete actions of PERI 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(Multiple 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 (Social Media Sentiment Analysis)) X S(n):→ (n+3 month) R = 1 0 0 0 1 0 0 0 1

n:Time series to forecast

p:Price signals of PERI 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?

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

Sample Set: Neural Network
Stock/Index: PERI Perion Network Ltd. Ordinary Shares
Time series to forecast n: 01 Apr 2023 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%

IFRS Reconciliation Adjustments for Perion Network Ltd. Ordinary Shares

  1. An entity is not required to restate prior periods to reflect the application of these amendments. The entity may restate prior periods if, and only if, it is possible without the use of hindsight. If an entity does not restate prior periods, the entity shall recognise any difference between the previous carrying amount and the carrying amount at the beginning of the annual reporting period that includes the date of initial application of these amendments in the opening retained earnings (or other component of equity, as appropriate) of the annual reporting period that includes the date of initial application of these amendments.
  2. In some circumstances, the renegotiation or modification of the contractual cash flows of a financial asset can lead to the derecognition of the existing financial asset in accordance with this Standard. When the modification of a financial asset results in the derecognition of the existing financial asset and the subsequent recognition of the modified financial asset, the modified asset is considered a 'new' financial asset for the purposes of this Standard.
  3. 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.
  4. Lifetime expected credit losses are not recognised on a financial instrument simply because it was considered to have low credit risk in the previous reporting period and is not considered to have low credit risk at the reporting date. In such a case, an entity shall determine whether there has been a significant increase in credit risk since initial recognition and thus whether lifetime expected credit losses are required to be recognised in accordance with paragraph 5.5.3.

*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

Perion Network Ltd. Ordinary Shares is assigned short-term Ba1 & long-term Ba1 estimated rating. Perion Network Ltd. Ordinary Shares prediction model is evaluated with Modular Neural Network (Social Media Sentiment Analysis) and Multiple Regression1,2,3,4 and it is concluded that the PERI 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

PERI Perion Network Ltd. Ordinary Shares Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCB3
Balance SheetB1Caa2
Leverage RatiosBa3B3
Cash FlowB3Baa2
Rates of Return and ProfitabilityBaa2Baa2

*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: 92 out of 100 with 590 signals.

References

  1. Pennington J, Socher R, Manning CD. 2014. GloVe: global vectors for word representation. In Proceedings of the 2014 Conference on Empirical Methods on Natural Language Processing, pp. 1532–43. New York: Assoc. Comput. Linguist.
  2. Bell RM, Koren Y. 2007. Lessons from the Netflix prize challenge. ACM SIGKDD Explor. Newsl. 9:75–79
  3. R. Rockafellar and S. Uryasev. Conditional value-at-risk for general loss distributions. Journal of Banking and Finance, 26(7):1443 – 1471, 2002
  4. L. Busoniu, R. Babuska, and B. D. Schutter. A comprehensive survey of multiagent reinforcement learning. IEEE Transactions of Systems, Man, and Cybernetics Part C: Applications and Reviews, 38(2), 2008.
  5. 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
  6. Zeileis A, Hothorn T, Hornik K. 2008. Model-based recursive partitioning. J. Comput. Graph. Stat. 17:492–514 Zhou Z, Athey S, Wager S. 2018. Offline multi-action policy learning: generalization and optimization. arXiv:1810.04778 [stat.ML]
  7. Athey S, Imbens G. 2016. Recursive partitioning for heterogeneous causal effects. PNAS 113:7353–60
Frequently Asked QuestionsQ: What is the prediction methodology for PERI stock?
A: PERI stock prediction methodology: We evaluate the prediction models Modular Neural Network (Social Media Sentiment Analysis) and Multiple Regression
Q: Is PERI stock a buy or sell?
A: The dominant strategy among neural network is to Hold PERI Stock.
Q: Is Perion Network Ltd. Ordinary Shares stock a good investment?
A: The consensus rating for Perion Network Ltd. Ordinary Shares is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of PERI stock?
A: The consensus rating for PERI is Hold.
Q: What is the prediction period for PERI stock?
A: The prediction period for PERI is (n+3 month)

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