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Report NEP-FOR-2020-01-13
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:
- Boriss Siliverstovs, 2019, "Assessing Nowcast Accuracy of US GDP Growth in Real Time: The Role of Booms and Busts," Working Papers, Latvijas Banka, number 2019/01, Mar.
- Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019, "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers, Banco de España, number 1947, Dec.
- Gergely Ganics & Florens Odendahl, 2019, "Bayesian VAR forecasts, survey information and structural change in the euro area," Working Papers, Banco de España, number 1948, Dec.
- Alisa Yusupova & Nicos G. Pavlidis & Efthymios G. Pavlidis, 2019, "Adaptive Dynamic Model Averaging with an Application to House Price Forecasting," Papers, arXiv.org, number 1912.04661, Dec.
- Nicola Uras & Lodovica Marchesi & Michele Marchesi & Roberto Tonelli, 2020, "Forecasting Bitcoin closing price series using linear regression and neural networks models," Papers, arXiv.org, number 2001.01127, Jan.
- Aniruddha Dutta & Saket Kumar & Meheli Basu, 2019, "A Gated Recurrent Unit Approach to Bitcoin Price Prediction," Papers, arXiv.org, number 1912.11166, Dec.
- Jackson, Emerson Abraham & Tamuke, Edmund, 2019, "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," MPRA Paper, University Library of Munich, Germany, number 96845, Sep, revised 23 Dec 2019.
- Ao Kong & Hongliang Zhu & Robert Azencott, 2019, "Predicting intraday jumps in stock prices using liquidity measures and technical indicators," Papers, arXiv.org, number 1912.07165, Dec.
- Zijian Zeng & Meng Li, 2020, "Bayesian Median Autoregression for Robust Time Series Forecasting," Papers, arXiv.org, number 2001.01116, Jan, revised Dec 2020.
- Jackson, Emerson Abraham & Tamuke, Edmund & Jabbie, Mohamed, 2019, "Disaggregated Short-Term Inflation Forecast (STIF) for Monetary Policy Decision in Sierra Leone," MPRA Paper, University Library of Munich, Germany, number 96735, Sep, revised 26 Nov 2019.
- Shengli Chen & Zili Zhang, 2019, "Forecasting Implied Volatility Smile Surface via Deep Learning and Attention Mechanism," Papers, arXiv.org, number 1912.11059, Dec.
- Kea BARET & Theophilos PAPADIMITRIOU, 2019, "On the Stability and Growth Pact compliance: what is predictable with machine learning?," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-48.
- Nyoni, Smartson. Pumulani & Nyoni, Thabani, 2019, "Forecasting TB notifications at Zengeza clinic in Chitungwiza, Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 97331, Dec.