Printed from https://ideas.repec.org/n/nep-for/2018-07-23.html
Report NEP-FOR-2018-07-23
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:
- Sebastian J. Dietz & Philipp Kneringer & Georg J. Mayr & Achim Zeileis, 2018, "Low visibility forecasts for different flight planning horizons using tree-based boosting models," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-11, Jul.
- Thorsten Simon & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2018, "Lightning Prediction Using Model Output Statistics," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-14, Jul.
- Florian Huber & Gregor Kastner & Michael Pfarrhofer, 2018, "Introducing shrinkage in heavy-tailed state space models to predict equity excess returns," Papers, arXiv.org, number 1805.12217, May, revised Jul 2019.
- Alexey Ivashchenko, 2017, "Credit Spreads, Daily Business Cycle, and Corporate Bond Returns Predictability," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-67, Apr, revised Jan 2018.
- Dominique Guégan & Matteo Iacopini, 2018, "Nonparameteric forecasting of multivariate probability density functions," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18012, Mar.
- Gálvez-Soriano Oscar de Jesús, 2018, "Nowcasting Mexican GDP using Factor Models and Bridge Equations," Working Papers, Banco de México, number 2018-06, Jun.
- Kotilainen, Markku, 2018, "Forecasting Activity at Etla in 1971–2018," ETLA Brief, The Research Institute of the Finnish Economy, number 69, Jul.
- Yu-Long Zhou & Ren-Jie Han & Qian Xu & Wei-Ke Zhang, 2018, "Long Short-Term Memory Networks for CSI300 Volatility Prediction with Baidu Search Volume," Papers, arXiv.org, number 1805.11954, May.
- Dominique Guegan & Matteo Iacopini, 2018, "Nonparametric forecasting of multivariate probability density functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01821815, Mar, DOI: 10.48550/arXiv.1803.06823.