New York Mortgage Trust Inc. 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term B3 & long-term Ba1 estimated rating.

Outlook: New York Mortgage Trust Inc. 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term B3 & long-term Ba1 estimated rating.
AUC Score : What is AUC Score?
Short-Term Revised¹ :
Dominant Strategy : Sell
Time series to forecast n: for Weeks²
Methodology : Modular Neural Network (Market News Sentiment Analysis)
Hypothesis Testing : Pearson Correlation
Surveillance : Major exchange and OTC

¹The accuracy of the model is being monitored on a regular basis.(15-minute period)

²Time series is updated based on short-term trends.

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 (Market News Sentiment Analysis) and Pearson Correlation^1,2,3,4 and it is concluded that the NYMTN stock is predictable in the short/long term. A modular neural network (MNN) is a type of artificial neural network that can be used for news feed sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of news feed sentiment analysis, MNNs can be used to identify the sentiment of news articles, social media posts, and other forms of online content. This information can then be used to filter out irrelevant or unwanted content, to identify trends in public opinion, and to target users with relevant advertising. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Sell

Key Points

1. Stock Forecast Based On a Predictive Algorithm
2. Market Signals
3. Technical Analysis with Algorithmic Trading

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 (Market News Sentiment Analysis) 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(Pearson Correlation)^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 (Market News Sentiment Analysis)) X S(n):→ 16 Weeks $\sum _{i=1}^n\left(a_i\right)$

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

Modular Neural Network (Market News Sentiment Analysis)

A modular neural network (MNN) is a type of artificial neural network that can be used for news feed sentiment analysis. MNNs are made up of multiple smaller neural networks, called modules. Each module is responsible for learning a specific task, such as identifying sentiment in text or identifying patterns in data. The modules are then combined to form a single neural network that can perform multiple tasks. In the context of news feed sentiment analysis, MNNs can be used to identify the sentiment of news articles, social media posts, and other forms of online content. This information can then be used to filter out irrelevant or unwanted content, to identify trends in public opinion, and to target users with relevant advertising.

Pearson Correlation

Pearson correlation, also known as Pearson's product-moment correlation, is a measure of the linear relationship between two variables. It is a statistical measure that assesses the strength and direction of a linear relationship between two variables. The sign of the correlation coefficient indicates the direction of the relationship, while the magnitude of the correlation coefficient indicates the strength of the relationship. A correlation coefficient of 0.9 indicates a strong positive correlation, while a correlation coefficient of 0.2 indicates a weak positive correlation.

 

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)

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: 16 Weeks

According to price forecasts, the dominant strategy among neural network is: Sell

Strategic Interaction Table Legend:

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%

Financial Data Adjustments for Modular Neural Network (Market News Sentiment Analysis) based NYMTN Stock Prediction Model

1. All investments in equity instruments and contracts on those instruments must be measured at fair value. However, in limited circumstances, cost may be an appropriate estimate of fair value. That may be the case if insufficient more recent information is available to measure fair value, or if there is a wide range of possible fair value measurements and cost represents the best estimate of fair value within that range.
2. Time value of money is the element of interest that provides consideration for only the passage of time. That is, the time value of money element does not provide consideration for other risks or costs associated with holding the financial asset. In order to assess whether the element provides consideration for only the passage of time, an entity applies judgement and considers relevant factors such as the currency in which the financial asset is denominated and the period for which the interest rate is set.
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. At the date of initial application, an entity shall assess whether a financial asset meets the condition in paragraphs 4.1.2(a) or 4.1.2A(a) on the basis of the facts and circumstances that exist at that date. The resulting classification shall be applied retrospectively irrespective of the entity's business model in prior reporting periods.

*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.

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*	B3	Ba1
Income Statement	Ba3	Baa2
Balance Sheet	C	C
Leverage Ratios	Ba3	Baa2
Cash Flow	B2	Baa2
Rates of Return and Profitability	C	Ba3

*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?

Conclusions

New York Mortgage Trust Inc. 8.00% Series D Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock is assigned short-term B3 & 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 (Market News Sentiment Analysis) and Pearson Correlation^1,2,3,4 and it is concluded that the NYMTN stock is predictable in the short/long term. According to price forecasts for 16 Weeks period, the dominant strategy among neural network is: Sell

Prediction Confidence Score

Trust metric by Neural Network: 74 out of 100 with 528 signals.

References

1. G. Konidaris, S. Osentoski, and P. Thomas. Value function approximation in reinforcement learning using the Fourier basis. In AAAI, 2011
2. Robins J, Rotnitzky A. 1995. Semiparametric efficiency in multivariate regression models with missing data. J. Am. Stat. Assoc. 90:122–29
3. Cortes C, Vapnik V. 1995. Support-vector networks. Mach. Learn. 20:273–97
4. Jorgenson, D.W., Weitzman, M.L., ZXhang, Y.X., Haxo, Y.M. and Mat, Y.X., 2023. Can Neural Networks Predict Stock Market?. AC Investment Research Journal, 220(44).
5. Imbens GW, Rubin DB. 2015. Causal Inference in Statistics, Social, and Biomedical Sciences. Cambridge, UK: Cambridge Univ. Press
6. S. Bhatnagar, R. Sutton, M. Ghavamzadeh, and M. Lee. Natural actor-critic algorithms. Automatica, 45(11): 2471–2482, 2009
7. Chernozhukov V, Demirer M, Duflo E, Fernandez-Val I. 2018b. Generic machine learning inference on heteroge- nous treatment effects in randomized experiments. NBER Work. Pap. 24678

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 (Market News Sentiment Analysis) and Pearson Correlation
Q: Is NYMTN stock a buy or sell?
A: The dominant strategy among neural network is to Sell 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 Sell and is assigned short-term B3 & long-term Ba1 estimated rating.
Q: What is the consensus rating of NYMTN stock?
A: The consensus rating for NYMTN is Sell.
Q: What is the prediction period for NYMTN stock?
A: The prediction period for NYMTN is 16 Weeks

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