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Report NEP-FOR-2021-08-16
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:
- Li Li & Yanfei Kang & Feng Li, 2021, "Bayesian forecast combination using time-varying features," Papers, arXiv.org, number 2108.02082, Aug, revised Jun 2022.
- Han Lin Shang & Fearghal Kearney, 2021, "Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces," Papers, arXiv.org, number 2107.14026, Jul.
- Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021, "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Working Papers, The George Washington University, The Center for Economic Research, number 2021-005, Aug.
- Eghbal Rahimikia & Stefan Zohren & Ser-Huang Poon, 2021, "Realised Volatility Forecasting: Machine Learning via Financial Word Embedding," Papers, arXiv.org, number 2108.00480, Aug, revised Jan 2026.
- Zihao Wang & Kun Li & Steve Q. Xia & Hongfu Liu, 2021, "Economic Recession Prediction Using Deep Neural Network," Papers, arXiv.org, number 2107.10980, Jul.