NYMT New York Mortgage Trust Inc. Common Stock (Forecast)

Outlook: New York Mortgage Trust Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 29 Apr 2023 for (n+16 weeks)
Methodology : Modular Neural Network (CNN Layer)

Abstract

New York Mortgage Trust Inc. Common Stock prediction model is evaluated with Modular Neural Network (CNN Layer) and Polynomial Regression^1,2,3,4 and it is concluded that the NYMT 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. What are the most successful trading algorithms?
2. Understanding Buy, Sell, and Hold Ratings
3. Technical Analysis with Algorithmic Trading

NYMT Target Price Prediction Modeling Methodology

We consider New York Mortgage Trust Inc. Common Stock Decision Process with Modular Neural Network (CNN Layer) where A is the set of discrete actions of NYMT 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= $\begin{array}{cccc}{p}_{\mathrm{a}1}& p_{\mathrm{a}2}& \dots & p_{1n}\\ & ⋮\\ p_{j1}& p_{j2}& \dots & p_{jn}\\ & ⋮\\ p_{k1}& p_{k2}& \dots & p_{kn}\\ & ⋮\\ p_{n1}& p_{n2}& \dots & p_{nn}\end{array}$ X R(Modular Neural Network (CNN Layer)) X S(n):→ (n+16 weeks) $\begin{array}{l}\int e^x\mathrm{rx}\end{array}$

n:Time series to forecast

p:Price signals of NYMT 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?

NYMT Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: NYMT New York Mortgage Trust Inc. Common Stock
Time series to forecast n: 29 Apr 2023 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%

IFRS Reconciliation Adjustments for New York Mortgage Trust Inc. Common Stock

1. Expected credit losses shall be discounted to the reporting date, not to the expected default or some other date, using the effective interest rate determined at initial recognition or an approximation thereof. If a financial instrument has a variable interest rate, expected credit losses shall be discounted using the current effective interest rate determined in accordance with paragraph B5.4.5.
2. An entity that first applies these amendments at the same time it first applies this Standard shall apply paragraphs 7.2.1–7.2.28 instead of paragraphs 7.2.31–7.2.34.
3. To make that determination, an entity must assess whether it expects that the effects of changes in the liability's credit risk will be offset in profit or loss by a change in the fair value of another financial instrument measured at fair value through profit or loss. Such an expectation must be based on an economic relationship between the characteristics of the liability and the characteristics of the other financial instrument.
4. A regular way purchase or sale gives rise to a fixed price commitment between trade date and settlement date that meets the definition of a derivative. However, because of the short duration of the commitment it is not recognised as a derivative financial instrument. Instead, this Standard provides for special accounting for such regular way contracts (see paragraphs 3.1.2 and B3.1.3–B3.1.6).

*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

New York Mortgage Trust Inc. Common Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. New York Mortgage Trust Inc. Common Stock prediction model is evaluated with Modular Neural Network (CNN Layer) and Polynomial Regression^1,2,3,4 and it is concluded that the NYMT 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

NYMT New York Mortgage Trust Inc. Common Stock Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	Ba2	Ba3
Balance Sheet	Caa2	C
Leverage Ratios	B1	Baa2
Cash Flow	Baa2	B2
Rates of Return and Profitability	C	Caa2

*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: 72 out of 100 with 508 signals.

References

1. Varian HR. 2014. Big data: new tricks for econometrics. J. Econ. Perspect. 28:3–28
2. Challen, D. W. A. J. Hagger (1983), Macroeconomic Systems: Construction, Validation and Applications. New York: St. Martin's Press.
3. Mnih A, Teh YW. 2012. A fast and simple algorithm for training neural probabilistic language models. In Proceedings of the 29th International Conference on Machine Learning, pp. 419–26. La Jolla, CA: Int. Mach. Learn. Soc.
4. 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
5. Vapnik V. 2013. The Nature of Statistical Learning Theory. Berlin: Springer
6. A. Eck, L. Soh, S. Devlin, and D. Kudenko. Potential-based reward shaping for finite horizon online POMDP planning. Autonomous Agents and Multi-Agent Systems, 30(3):403–445, 2016
7. D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.

Frequently Asked Questions

Q: What is the prediction methodology for NYMT stock?
A: NYMT stock prediction methodology: We evaluate the prediction models Modular Neural Network (CNN Layer) and Polynomial Regression
Q: Is NYMT stock a buy or sell?
A: The dominant strategy among neural network is to Buy NYMT Stock.
Q: Is New York Mortgage Trust Inc. Common Stock stock a good investment?
A: The consensus rating for New York Mortgage Trust Inc. Common Stock is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of NYMT stock?
A: The consensus rating for NYMT is Buy.
Q: What is the prediction period for NYMT stock?
A: The prediction period for NYMT is (n+16 weeks)

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