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Report NEP-FOR-2020-08-24
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:
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020, "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working papers, University of Connecticut, Department of Economics, number 2020-10, Aug.
- Anastasios Panagiotelis & Puwasala Gamakumara & George Athanasopoulos & Rob J Hyndman, 2020, "Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 26/20.
- Marcin Chlebus & Michał Dyczko & Michał Woźniak, 2020, "Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-22.
- Håvard Hungnes, 2020, "Predicting the exchange rate path. The importance of using up-to-date observations in the forecasts," Discussion Papers, Statistics Norway, Research Department, number 934, Jun.
- De Santis, Roberto A. & Van der Veken, Wouter, 2020, "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series, European Central Bank, number 2436, Jul.
- Lekha Chakraborty & Pinaki Chakraborty & Ruzel Shrestha, 2020, "Budget Credibility of Subnational Governments: Analyzing the Fiscal Forecasting Errors of 28 States in India," Economics Working Paper Archive, Levy Economics Institute, number wp_964, Jul.
- Zhenzhong Wang & Zhengyuan Zhu & Cindy Yu, 2020, "Variable Selection in Macroeconomic Forecasting with Many Predictors," Papers, arXiv.org, number 2007.10160, Jul.
- Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202064, Jul.
- Yongtong Shao & Minghao Li & Dermot J. Hayes & Wendong Zhang & Tao Xiong & Wei Xie, 2020, "China's Missing Pigs: Correcting China's Hog Inventory Data Using a Machine Learning Approach," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 20-wp607, Aug.