Report NEP-FOR-2021-02-22
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:
- Oscar Claveria & Enric Monte & Salvador Torra, 2021, ""Nowcasting and forecasting GDP growth with machine-learning sentiment indicators"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202103, Feb, revised Feb 2021.
- Item repec:nuf:econwp:2021 is not listed on IDEAS anymore
- Wentao Xu & Weiqing Liu & Chang Xu & Jiang Bian & Jian Yin & Tie-Yan Liu, 2021, "REST: Relational Event-driven Stock Trend Forecasting," Papers, arXiv.org, number 2102.07372, Feb, revised Feb 2021.
- Francis X. Diebold & Maximilian Gobel, 2021, "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," Papers, arXiv.org, number 2101.10359, Jan, revised Jan 2022.
- Riza Demirer & Rangan Gupta & He Li & Yu You, 2021, "Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models," Working Papers, University of Pretoria, Department of Economics, number 202112, Feb.
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021, "Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202111, Feb.
- Math., Jambura J. & Purnama, Drajat Indra, 2021, "Peramalan Harga Emas Saat Pandemi Covid-19 Menggunakan Model Hybrid Autoregressive Integrated Moving Average - Support Vector Regression," OSF Preprints, Center for Open Science, number mdu3z, Jan, DOI: 10.31219/osf.io/mdu3z.
- Zihao Zhang & Bryan Lim & Stefan Zohren, 2021, "Deep Learning for Market by Order Data," Papers, arXiv.org, number 2102.08811, Feb, revised Jul 2021.
- Lenka Nechvatalova, 2021, "Multi-Horizon Equity Returns Predictability via Machine Learning," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/02, Feb, revised Feb 2021.
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