Printed from https://ideas.repec.org/n/nep-for/2022-05-02.html
Report NEP-FOR-2022-05-02
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:
- Md Rashidul Hasan & Muntasir A Kabir & Rezoan A Shuvro & Pankaz Das, 2022, "A Comparative Study on Forecasting of Retail Sales," Papers, arXiv.org, number 2203.06848, Mar.
- Jun Lu & Shao Yi, 2022, "Reducing overestimating and underestimating volatility via the augmented blending-ARCH model," Papers, arXiv.org, number 2203.12456, Mar.
- Tobias Fissler & Hajo Holzmann, 2022, "Measurability of functionals and of ideal point forecasts," Papers, arXiv.org, number 2203.08635, Mar.
- Cameron Fen & Samir Undavia, 2022, "Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model," Papers, arXiv.org, number 2203.06540, Mar.
- Naimoli, Antonio, 2022, "The information content of sentiment indices for forecasting Value at Risk and Expected Shortfall in equity markets," MPRA Paper, University Library of Munich, Germany, number 112588, Mar.
- Wheatcroft, Edward, 2020, "A profitable model for predicting the over/under market in football," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103712, Jul.
- Ishu Gupta & Tarun Kumar Madan & Sukhman Singh & Ashutosh Kumar Singh, 2022, "HiSA-SMFM: Historical and Sentiment Analysis based Stock Market Forecasting Model," Papers, arXiv.org, number 2203.08143, Mar.
- Darren Shannon & Grigorios Fountas, 2022, "Amending the Heston Stochastic Volatility Model to Forecast Local Motor Vehicle Crash Rates: A Case Study of Washington, D.C," Papers, arXiv.org, number 2203.01729, Mar.
- Javad T. Firouzjaee & Pouriya Khaliliyan, 2022, "Machine learning model to project the impact of Ukraine crisis," Papers, arXiv.org, number 2203.01738, Mar.