Printed from https://ideas.repec.org/n/nep-for/2022-06-20.html
Report NEP-FOR-2022-06-20
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:
- Udai Nagpal & Krishan Nagpal, 2022, "Cluster-based Regression using Variational Inference and Applications in Financial Forecasting," Papers, arXiv.org, number 2205.00605, May, revised Dec 2023.
- Reisenhofer, Rafael & Bayer, Xandro & Hautsch, Nikolaus, 2022, "HARNet: A convolutional neural network for realized volatility forecasting," CFS Working Paper Series, Center for Financial Studies (CFS), number 680.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Forecasting under Structural Breaks Using Improved Weighted Estimation," Working Papers, University of California at Riverside, Department of Economics, number 202210, May.
- James Mitchell & Aubrey Poon & Dan Zhu, 2022, "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers, Federal Reserve Bank of Cleveland, number 22-12R, May, revised 11 Apr 2023, DOI: 10.26509/frbc-wp-202212r.