Printed from https://ideas.repec.org/n/nep-for/2022-09-05.html
Report NEP-FOR-2022-09-05
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:
- Gustavo Silva Araujo & Wagner Piazza Gaglianone, 2022, "Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models," Working Papers Series, Central Bank of Brazil, Research Department, number 561, Jul.
- Ryan Thompson & Yilin Qian & Andrey L. Vasnev, 2022, "Flexible global forecast combinations," Papers, arXiv.org, number 2207.07318, Jul, revised Mar 2024.
- Jacob Goldin & Julian Nyarko & Justin Young, 2022, "Forecasting Algorithms for Causal Inference with Panel Data," Papers, arXiv.org, number 2208.03489, Aug, revised Apr 2024.
- Shaswat Mohanty & Anirudh Vijay & Nandagopan Gopakumar, 2022, "StockBot: Using LSTMs to Predict Stock Prices," Papers, arXiv.org, number 2207.06605, Jul, revised Jul 2022.
- Niccol`o Ajroldi & Jacopo Diquigiovanni & Matteo Fontana & Simone Vantini, 2022, "Conformal Prediction Bands for Two-Dimensional Functional Time Series," Papers, arXiv.org, number 2207.13656, Jul, revised Jul 2023.
- Florian Huber & Luca Onorante & Michael Pfarrhofer, 2022, "Forecasting euro area inflation using a huge panel of survey expectations," Papers, arXiv.org, number 2207.12225, Jul.
- Mostafa Shabani & Dat Thanh Tran & Juho Kanniainen & Alexandros Iosifidis, 2022, "Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification," Papers, arXiv.org, number 2207.11577, Jul.
- Stefanos Bennett & Jase Clarkson, 2022, "Time Series Prediction under Distribution Shift using Differentiable Forgetting," Papers, arXiv.org, number 2207.11486, Jul.
- Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers, arXiv.org, number 2208.00972, Aug.