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Report NEP-FOR-2023-01-02
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:
- Montes-Galdón, Carlos & Paredes, Joan & Wolf, Elias, 2022, "Conditional density forecasting: a tempered importance sampling approach," Working Paper Series, European Central Bank, number 2754, Dec.
- Yao Lei Xu & Kriton Konstantinidis & Danilo P. Mandic, 2022, "Graph-Regularized Tensor Regression: A Domain-Aware Framework for Interpretable Multi-Way Financial Modelling," Papers, arXiv.org, number 2211.05581, Oct.
- Damir Filipovi'c & Puneet Pasricha, 2022, "Empirical Asset Pricing via Ensemble Gaussian Process Regression," Papers, arXiv.org, number 2212.01048, Dec, revised Mar 2026.
- Aryan Bhambu & Arabin Kumar Dey, 2022, "Confidence Interval Construction for Multivariate time series using Long Short Term Memory Network," Papers, arXiv.org, number 2211.13915, Nov.