Printed from https://ideas.repec.org/n/nep-for/2018-07-09.html
Report NEP-FOR-2018-07-09
This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Rob J Hyndman issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FOR
The following items were announced in this report:
- Steffen Q. Mueller, 2018, "Pre- and within-season attendance forecasting in Major League Baseball: A random forest approach," Working Papers, Chair for Economic Policy, University of Hamburg, number 065, Jun.
- Alain-Philippe Fortin & Jean-Guy Simonato & Georges Dionne, 2018, "Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 18-4, Jun.
- Yen H. Lok, 2018, "On the backtesting of trading strategies," 2018 Papers, Job Market Papers, number plo493, Jun.