NYMTN New York Mortgage Trust Inc. 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock

Outlook: New York Mortgage Trust Inc. 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating.
Dominant Strategy : Buy
Time series to forecast n: 11 May 2023 for (n+6 month)
Methodology : Modular Neural Network (DNN Layer)

Abstract

New York Mortgage Trust Inc. 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (DNN Layer) and Statistical Hypothesis Testing^1,2,3,4 and it is concluded that the NYMTN stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Buy

Key Points

1. What is a prediction confidence?
2. What is Markov decision process in reinforcement learning?
3. Can we predict stock market using machine learning?

NYMTN Target Price Prediction Modeling Methodology

We consider New York Mortgage Trust Inc. 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock Decision Process with Modular Neural Network (DNN Layer) where A is the set of discrete actions of NYMTN 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(Statistical Hypothesis Testing)^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 (DNN Layer)) X S(n):→ (n+6 month) $\overrightarrow{R}=\left(r_1,r_2,r_3\right)$

n:Time series to forecast

p:Price signals of NYMTN 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?

NYMTN Stock Forecast (Buy or Sell) for (n+6 month)

Sample Set: Neural Network
Stock/Index: NYMTN New York Mortgage Trust Inc. 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock
Time series to forecast n: 11 May 2023 for (n+6 month)

According to price forecasts for (n+6 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 New York Mortgage Trust Inc. 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock

1. The definition of a derivative refers to non-financial variables that are not specific to a party to the contract. These include an index of earthquake losses in a particular region and an index of temperatures in a particular city. Non-financial variables specific to a party to the contract include the occurrence or non-occurrence of a fire that damages or destroys an asset of a party to the contract. A change in the fair value of a non-financial asset is specific to the owner if the fair value reflects not only changes in market prices for such assets (a financial variable) but also the condition of the specific non-financial asset held (a non-financial variable). For example, if a guarantee of the residual value of a specific car exposes the guarantor to the risk of changes in the car's physical condition, the change in that residual value is specific to the owner of the car.
2. The assessment of whether an economic relationship exists includes an analysis of the possible behaviour of the hedging relationship during its term to ascertain whether it can be expected to meet the risk management objective. The mere existence of a statistical correlation between two variables does not, by itself, support a valid conclusion that an economic relationship exists.
3. An embedded prepayment option in an interest-only or principal-only strip is closely related to the host contract provided the host contract (i) initially resulted from separating the right to receive contractual cash flows of a financial instrument that, in and of itself, did not contain an embedded derivative, and (ii) does not contain any terms not present in the original host debt contract.
4. For the purpose of recognising foreign exchange gains and losses under IAS 21, a financial asset measured at fair value through other comprehensive income in accordance with paragraph 4.1.2A is treated as a monetary item. Accordingly, such a financial asset is treated as an asset measured at amortised cost in the foreign currency. Exchange differences on the amortised cost are recognised in profit or loss and other changes in the carrying amount are recognised in accordance with paragraph 5.7.10.

*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. 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term Ba1 & long-term Ba1 estimated rating. New York Mortgage Trust Inc. 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock prediction model is evaluated with Modular Neural Network (DNN Layer) and Statistical Hypothesis Testing^1,2,3,4 and it is concluded that the NYMTN stock is predictable in the short/long term. According to price forecasts for (n+6 month) period, the dominant strategy among neural network is: Buy

NYMTN New York Mortgage Trust Inc. 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock Financial Analysis*

Rating	Short-Term	Long-Term Senior
Outlook*	Ba1	Ba1
Income Statement	Caa2	Baa2
Balance Sheet	Baa2	Ba1
Leverage Ratios	C	Caa2
Cash Flow	B3	B2
Rates of Return and Profitability	Baa2	Baa2

*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: 77 out of 100 with 875 signals.

References

1. Clements, M. P. D. F. Hendry (1997), "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, 13, 341–355.
2. Efron B, Hastie T, Johnstone I, Tibshirani R. 2004. Least angle regression. Ann. Stat. 32:407–99
3. D. Bertsekas and J. Tsitsiklis. Neuro-dynamic programming. Athena Scientific, 1996.
4. Hill JL. 2011. Bayesian nonparametric modeling for causal inference. J. Comput. Graph. Stat. 20:217–40
5. Gentzkow M, Kelly BT, Taddy M. 2017. Text as data. NBER Work. Pap. 23276
6. Athey S, Imbens GW. 2017a. The econometrics of randomized experiments. In Handbook of Economic Field Experiments, Vol. 1, ed. E Duflo, A Banerjee, pp. 73–140. Amsterdam: Elsevier
7. Breusch, T. S. (1978), "Testing for autocorrelation in dynamic linear models," Australian Economic Papers, 17, 334–355.

Frequently Asked Questions

Q: What is the prediction methodology for NYMTN stock?
A: NYMTN stock prediction methodology: We evaluate the prediction models Modular Neural Network (DNN Layer) and Statistical Hypothesis Testing
Q: Is NYMTN stock a buy or sell?
A: The dominant strategy among neural network is to Buy NYMTN Stock.
Q: Is New York Mortgage Trust Inc. 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock stock a good investment?
A: The consensus rating for New York Mortgage Trust Inc. 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is Buy and is assigned short-term Ba1 & long-term Ba1 estimated rating.
Q: What is the consensus rating of NYMTN stock?
A: The consensus rating for NYMTN is Buy.
Q: What is the prediction period for NYMTN stock?
A: The prediction period for NYMTN is (n+6 month)

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