Printed from https://ideas.repec.org/n/nep-for/2022-03-07.html
Report NEP-FOR-2022-03-07
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:
- Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022, "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202211, Feb.
- Alexander Gleim & Nazarii Salish, 2022, "Forecasting Environmental Data: An example to ground-level ozone concentration surfaces," Papers, arXiv.org, number 2202.03332, Feb.
- Carmina Fjellstrom, 2022, "Long Short-Term Memory Neural Network for Financial Time Series," Papers, arXiv.org, number 2201.08218, Jan.
- Davydenko, Andrey & Goodwin, Paul, 2021, "Assessing Point Forecast Bias Across Multiple Time Series: Measures and Visual Tools," SocArXiv, Center for Open Science, number jhtzw, Aug, DOI: 10.31219/osf.io/jhtzw.
- Matthew F. Tomlinson & David Greenwood & Marcin Mucha-Kruczynski, 2022, "2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log-returns: out-of-sample comparison of conditional EVT models," Papers, arXiv.org, number 2202.01043, Feb, revised Oct 2022.
- Effat Ara Easmin Lucky & Md. Mahadi Hasan Sany & Mumenunnesa Keya & Md. Moshiur Rahaman & Umme Habiba Happy & Sharun Akter Khushbu & Md. Arid Hasan, 2022, "Simulating Using Deep Learning The World Trade Forecasting of Export-Import Exchange Rate Convergence Factor During COVID-19," Papers, arXiv.org, number 2201.12291, Jan.
- Ina Hajdini, 2022, "Mis-specified Forecasts and Myopia in an Estimated New Keynesian Model," Working Papers, Federal Reserve Bank of Cleveland, number 22-03R, Feb, revised 06 Mar 2023, DOI: 10.26509/frbc-wp-202203r.
- Taylan Kabbani & Fatih Enes Usta, 2022, "Predicting The Stock Trend Using News Sentiment Analysis and Technical Indicators in Spark," Papers, arXiv.org, number 2201.12283, Jan.
- Modis, Theodore, 2022, "Strengths and weaknesses of the logistic function used in forecasting," OSF Preprints, Center for Open Science, number mrwu3, Jan, DOI: 10.31219/osf.io/mrwu3.
- Hwai-Chung Ho, 2022, "Forecasting the distribution of long-horizon returns with time-varying volatility," Papers, arXiv.org, number 2201.07457, Jan.
- Thackway, William & Ng, Matthew Kok Ming & Lee, Chyi Lin & Pettit, Christopher, 2021, "Building a predictive machine learning model of gentrification in Sydney," SocArXiv, Center for Open Science, number hkc96, Dec, DOI: 10.31219/osf.io/hkc96.