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Report NEP-FOR-2022-07-11
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:
- Ryan Zischke & Gael M. Martin & David T. Frazier & Donald S. Poskitt, 2022, "The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/22.
- Bjoern Schulte-Tillman & Mawuli Segnon & Bernd Wilfling, 2022, "Financial-market volatility prediction with multiplicative Markov-switching MIDAS components," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 9922, Jun.
- Syed Abul, Basher & Perry, Sadorsky, 2022, "Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?," MPRA Paper, University Library of Munich, Germany, number 113293, Jun.
- Luca Mattia Rolla & Alessandro Giovannelli, 2022, "The Forecasting performance of the Factor model with Martingale Difference errors," Papers, arXiv.org, number 2205.10256, May, revised Jun 2023.
- German Rodikov & Nino Antulov-Fantulin, 2022, "Volatility-inspired $\sigma$-LSTM cell," Papers, arXiv.org, number 2205.07022, May.
- Surbhi Bhatia & Manish K. Singh, 2022, "Fifty years since Altman (1968): Performance of financial distress prediction models," Working Papers, xKDR, number 12, Jun.
- Ina Hajdini & Andre Kurmann, 2022, "Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2022-5, May.
- George Kapetanios & Fotis Papailias, 2022, "Real Time Indicators During the COVID-19 Pandemic Individual Predictors & Selection," Economic Statistics Centre of Excellence (ESCoE) Technical Reports, Economic Statistics Centre of Excellence (ESCoE), number ESCOE-TR-15, Mar.
- Nicole Koenigstein, 2022, "Dynamic and Context-Dependent Stock Price Prediction Using Attention Modules and News Sentiment," Papers, arXiv.org, number 2205.01639, Mar.
- George Kapetanios & Fotis Papailias, 2022, "An Evaluation Framework for Targeted Indicators Aggregates vs. Disaggregates," Economic Statistics Centre of Excellence (ESCoE) Technical Reports, Economic Statistics Centre of Excellence (ESCoE), number ESCOE-TR-17, May.
- Philipp Ratz, 2022, "Nonparametric Value-at-Risk via Sieve Estimation," Papers, arXiv.org, number 2205.07101, May.
- Dimitar Haralampiev Popov, 2022, "SME Viability Assessment Methodology: Combining Altman's Z-Score with Big Data," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2022-04, Jun, revised Jun 2022.
- Nick Arnosti, 2022, "A Continuum Model of Stable Matching With Finite Capacities," Papers, arXiv.org, number 2205.12881, May.
- Joop Age Harm Adema & Cevat Giray Aksoy & Panu Poutvaara, 2022, "Mobile Internet Access and the Desire to Emigrate," CESifo Working Paper Series, CESifo, number 9758.
- Thomas Epper & Ernst Fehr & Kristoffer Balle Hvidberg & Claus Thustrup Kreiner & Soren Leth-Petersen & Gregers Nytoft Rasmussen, 2022, "Preferences predict who commits crime among young men," Post-Print, HAL, number hal-03550163, DOI: 10.1073/pnas.2112645119.
- Johannes S. Kunz & Carol Propper, 2022, "Is Hospital Quality Predictive of Pandemic Deaths? Evidence from US Counties," Papers, Centre for Health Economics, Monash University, number 2022-01, Jun.