Modelling A.I. in Economics

CHMI^A Cherry Hill Mortgage Investment Corporation 8.20% Series A Cumulative Redeemable Preferred Stock

Outlook: Cherry Hill Mortgage Investment Corporation 8.20% Series A Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Hold
Time series to forecast n: 24 May 2023 for (n+16 weeks)
Methodology : Modular Neural Network (News Feed Sentiment Analysis)

Abstract

Cherry Hill Mortgage Investment Corporation 8.20% Series A Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (News Feed Sentiment Analysis) and Pearson Correlation1,2,3,4 and it is concluded that the CHMI^A stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

Key Points

  1. What are the most successful trading algorithms?
  2. Trust metric by Neural Network
  3. What is a prediction confidence?

CHMI^A Target Price Prediction Modeling Methodology

We consider Cherry Hill Mortgage Investment Corporation 8.20% Series A Cumulative Redeemable Preferred Stock Decision Process with Modular Neural Network (News Feed Sentiment Analysis) where A is the set of discrete actions of CHMI^A 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(Pearson Correlation)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 (News Feed Sentiment Analysis)) X S(n):→ (n+16 weeks) S = s 1 s 2 s 3

n:Time series to forecast

p:Price signals of CHMI^A 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?

CHMI^A Stock Forecast (Buy or Sell) for (n+16 weeks)

Sample Set: Neural Network
Stock/Index: CHMI^A Cherry Hill Mortgage Investment Corporation 8.20% Series A Cumulative Redeemable Preferred Stock
Time series to forecast n: 24 May 2023 for (n+16 weeks)

According to price forecasts for (n+16 weeks) 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 Cherry Hill Mortgage Investment Corporation 8.20% Series A Cumulative Redeemable Preferred Stock

  1. An alternative benchmark rate designated as a non-contractually specified risk component that is not separately identifiable (see paragraphs 6.3.7(a) and B6.3.8) at the date it is designated shall be deemed to have met that requirement at that date, if, and only if, the entity reasonably expects the alternative benchmark rate will be separately identifiable within 24 months. The 24-month period applies to each alternative benchmark rate separately and starts from the date the entity designates the alternative benchmark rate as a non-contractually specified risk component for the first time (ie the 24- month period applies on a rate-by-rate basis).
  2. If subsequently an entity reasonably expects that the alternative benchmark rate will not be separately identifiable within 24 months from the date the entity designated it as a non-contractually specified risk component for the first time, the entity shall cease applying the requirement in paragraph 6.9.11 to that alternative benchmark rate and discontinue hedge accounting prospectively from the date of that reassessment for all hedging relationships in which the alternative benchmark rate was designated as a noncontractually specified risk component.
  3. In applying the effective interest method, an entity identifies fees that are an integral part of the effective interest rate of a financial instrument. The description of fees for financial services may not be indicative of the nature and substance of the services provided. Fees that are an integral part of the effective interest rate of a financial instrument are treated as an adjustment to the effective interest rate, unless the financial instrument is measured at fair value, with the change in fair value being recognised in profit or loss. In those cases, the fees are recognised as revenue or expense when the instrument is initially recognised.
  4. Rebalancing refers to the adjustments made to the designated quantities of the hedged item or the hedging instrument of an already existing hedging relationship for the purpose of maintaining a hedge ratio that complies with the hedge effectiveness requirements. Changes to designated quantities of a hedged item or of a hedging instrument for a different purpose do not constitute rebalancing for the purpose of this Standard

*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

Cherry Hill Mortgage Investment Corporation 8.20% Series A Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. Cherry Hill Mortgage Investment Corporation 8.20% Series A Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (News Feed Sentiment Analysis) and Pearson Correlation1,2,3,4 and it is concluded that the CHMI^A stock is predictable in the short/long term. According to price forecasts for (n+16 weeks) period, the dominant strategy among neural network is: Hold

CHMI^A Cherry Hill Mortgage Investment Corporation 8.20% Series A Cumulative Redeemable Preferred Stock Financial Analysis*

Rating Short-Term Long-Term Senior
Outlook*Ba1Ba1
Income StatementBa3Baa2
Balance SheetB2Ba3
Leverage RatiosBaa2C
Cash FlowBa3C
Rates of Return and ProfitabilityBaa2Caa2

*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: 78 out of 100 with 749 signals.

References

  1. Harris ZS. 1954. Distributional structure. Word 10:146–62
  2. Bessler, D. A. T. Covey (1991), "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, 11, 461–474.
  3. ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. The Dow Jones Industrial Average (No. Stock Analysis). AC Investment Research.
  4. K. Boda, J. Filar, Y. Lin, and L. Spanjers. Stochastic target hitting time and the problem of early retirement. Automatic Control, IEEE Transactions on, 49(3):409–419, 2004
  5. Miller A. 2002. Subset Selection in Regression. New York: CRC Press
  6. Greene WH. 2000. Econometric Analysis. Upper Saddle River, N J: Prentice Hall. 4th ed.
  7. Rumelhart DE, Hinton GE, Williams RJ. 1986. Learning representations by back-propagating errors. Nature 323:533–36
Frequently Asked QuestionsQ: What is the prediction methodology for CHMI^A stock?
A: CHMI^A stock prediction methodology: We evaluate the prediction models Modular Neural Network (News Feed Sentiment Analysis) and Pearson Correlation
Q: Is CHMI^A stock a buy or sell?
A: The dominant strategy among neural network is to Hold CHMI^A Stock.
Q: Is Cherry Hill Mortgage Investment Corporation 8.20% Series A Cumulative Redeemable Preferred Stock stock a good investment?
A: The consensus rating for Cherry Hill Mortgage Investment Corporation 8.20% Series A Cumulative Redeemable Preferred Stock is Hold and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of CHMI^A stock?
A: The consensus rating for CHMI^A is Hold.
Q: What is the prediction period for CHMI^A stock?
A: The prediction period for CHMI^A is (n+16 weeks)

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