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Report NEP-FOR-2025-01-13
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:
- Thomas Gaertner & Christoph Lippert & Stefan Konigorski, 2024, "Automated Demand Forecasting in small to medium-sized enterprises," Papers, arXiv.org, number 2412.20420, Dec.
- Faria, Gonçalo & Verona, Fabio, 2024, "Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators," Bank of Finland Research Discussion Papers, Bank of Finland, number 14/2024.
- Verona, Fabio, 2025, "From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2025.
- Francesco Audrino & Jonathan Chassot, 2024, "Hard to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-70, Nov.
- Kamil {L}. Szyd{l}owski & Jaros{l}aw A. Chudziak, 2024, "Hidformer: Transformer-Style Neural Network in Stock Price Forecasting," Papers, arXiv.org, number 2412.19932, Dec.
- Mohammad R. Jahan-Parvar & Charles Knipp & Pawel J. Szerszen, 2024, "Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-100, Dec, DOI: 10.17016/FEDS.2024.100.
- Linzenich, Jan & Meunier, Baptiste, 2024, "Nowcasting Made Easier: a toolbox for economists," Working Paper Series, European Central Bank, number 3004, Dec.
- Paul, Joseph R. & Schaffer, Mark E., 2024, "An introduction to conformal inference for economists," Accountancy, Economics, and Finance Working Papers, Heriot-Watt University, Department of Accountancy, Economics, and Finance, number 2024-13.