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Report NEP-FOR-2022-02-07
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:
- Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022, "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202203, Jan.
- Bańbura, Marta & Leiva-León, Danilo & Menz, Jan-Oliver, 2021, "Do inflation expectations improve model-based inflation forecasts?," Discussion Papers, Deutsche Bundesbank, number 48/2021.
- Lars Lien Ankile & Kjartan Krange, 2022, "Deep Learning and Linear Programming for Automated Ensemble Forecasting and Interpretation," Papers, arXiv.org, number 2201.00426, Jan, revised Nov 2022.
- Paloma Taltavull de La Paz, 2021, "Predicting housing prices. A long term housing price path for Spanish regions," LARES, Latin American Real Estate Society (LARES), number lares-2021-4dra, Jan.
- Javad T. Firouzjaee & Pouriya Khaliliyan, 2022, "The Interpretability of LSTM Models for Predicting Oil Company Stocks: Impact of Correlated Features," Papers, arXiv.org, number 2201.00350, Jan, revised Dec 2023.