Modelling A.I. in Economics

NLY^G Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock (Forecast)

Outlook: Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Sell
Time series to forecast n: 03 Apr 2023 for (n+16 weeks)
Methodology : Modular Neural Network (CNN Layer)

Abstract

Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (CNN Layer) and Chi-Square1,2,3,4 and it is concluded that the NLY^G stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Sell

Key Points

  1. What are the most successful trading algorithms?
  2. How useful are statistical predictions?
  3. Dominated Move

NLY^G Target Price Prediction Modeling Methodology

We consider Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of NLY^G 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(Chi-Square)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 (CNN Layer)) X S(n):→ (n+16 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of NLY^G 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?

NLY^G Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: NLY^G Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock
Time series to forecast n: 03 Apr 2023 for (n+16 weeks)

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

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 Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock

  1. An equity method investment cannot be a hedged item in a fair value hedge. This is because the equity method recognises in profit or loss the investor's share of the investee's profit or loss, instead of changes in the investment's fair value. For a similar reason, an investment in a consolidated subsidiary cannot be a hedged item in a fair value hedge. This is because consolidation recognises in profit or loss the subsidiary's profit or loss, instead of changes in the investment's fair value. A hedge of a net investment in a foreign operation is different because it is a hedge of the foreign currency exposure, not a fair value hedge of the change in the value of the investment.
  2. 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.
  3. The business model may be to hold assets to collect contractual cash flows even if the entity sells financial assets when there is an increase in the assets' credit risk. To determine whether there has been an increase in the assets' credit risk, the entity considers reasonable and supportable information, including forward looking information. Irrespective of their frequency and value, sales due to an increase in the assets' credit risk are not inconsistent with a business model whose objective is to hold financial assets to collect contractual cash flows because the credit quality of financial assets is relevant to the entity's ability to collect contractual cash flows. Credit risk management activities that are aimed at minimising potential credit losses due to credit deterioration are integral to such a business model. Selling a financial asset because it no longer meets the credit criteria specified in the entity's documented investment policy is an example of a sale that has occurred due to an increase in credit risk. However, in the absence of such a policy, the entity may demonstrate in other ways that the sale occurred due to an increase in credit risk.
  4. For the purpose of applying paragraphs B4.1.11(b) and B4.1.12(b), irrespective of the event or circumstance that causes the early termination of the contract, a party may pay or receive reasonable compensation for that early termination. For example, a party may pay or receive reasonable compensation when it chooses to terminate the contract early (or otherwise causes the early termination to occur).

*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

Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (CNN Layer) and Chi-Square1,2,3,4 and it is concluded that the NLY^G stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Sell

NLY^G Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementCaa2Baa2
Balance SheetBa2Baa2
Leverage RatiosCaa2C
Cash FlowB3Baa2
Rates of Return and ProfitabilityBaa2Ba3

*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: 76 out of 100 with 869 signals.

References

  1. F. A. Oliehoek, M. T. J. Spaan, and N. A. Vlassis. Optimal and approximate q-value functions for decentralized pomdps. J. Artif. Intell. Res. (JAIR), 32:289–353, 2008
  2. Bamler R, Mandt S. 2017. Dynamic word embeddings via skip-gram filtering. In Proceedings of the 34th Inter- national Conference on Machine Learning, pp. 380–89. La Jolla, CA: Int. Mach. Learn. Soc.
  3. A. Tamar, Y. Glassner, and S. Mannor. Policy gradients beyond expectations: Conditional value-at-risk. In AAAI, 2015
  4. Çetinkaya, A., Zhang, Y.Z., Hao, Y.M. and Ma, X.Y., What are buy sell or hold recommendations?(AIRC Stock Forecast). AC Investment Research Journal, 101(3).
  5. Rumelhart DE, Hinton GE, Williams RJ. 1986. Learning representations by back-propagating errors. Nature 323:533–36
  6. Athey S, Imbens G, Wager S. 2016a. Efficient inference of average treatment effects in high dimensions via approximate residual balancing. arXiv:1604.07125 [math.ST]
  7. Dimakopoulou M, Athey S, Imbens G. 2017. Estimation considerations in contextual bandits. arXiv:1711.07077 [stat.ML]
Frequently Asked QuestionsQ: What is the prediction methodology for NLY^G stock?
A: NLY^G stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Chi-Square
Q: Is NLY^G stock a buy or sell?
A: The dominant strategy among neural network is to Sell NLY^G Stock.
Q: Is Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock stock a good investment?
A: The consensus rating for Annaly Capital Management Inc 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is Sell and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of NLY^G stock?
A: The consensus rating for NLY^G is Sell.
Q: What is the prediction period for NLY^G stock?
A: The prediction period for NLY^G is (n+16 weeks)

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