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Report NEP-FOR-2025-02-17
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:
- Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025, "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202501, Feb.
- Prashant Pilla & Raji Mekonen, 2025, "Forecasting S&P 500 Using LSTM Models," Papers, arXiv.org, number 2501.17366, Jan.
- Stéphane Surprenant, 2025, "Quantile VARs and Macroeconomic Risk Forecasting," Staff Working Papers, Bank of Canada, number 25-4, Jan, DOI: 10.34989/swp-2025-4.
- Laura Capera Romero & Anne Opschoor, 2024, "Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-059/III, Nov.
- Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025, "Forecasting the Volatility of Energy Transition Metals," Papers, arXiv.org, number 2501.16069, Jan, revised Jan 2025.
- Ying Chen & Paul Griffin & Paolo Recchia & Lei Zhou & Hongrui Zhang, 2025, "Hybrid Quantum Neural Networks with Amplitude Encoding: Advancing Recovery Rate Predictions," Papers, arXiv.org, number 2501.15828, Jan, revised Jan 2026.