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Report NEP-FOR-2025-05-12
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:
- Yunhua Pei & John Cartlidge & Anandadeep Mandal & Daniel Gold & Enrique Marcilio & Riccardo Mazzon, 2025, "Cross-Modal Temporal Fusion for Financial Market Forecasting," Papers, arXiv.org, number 2504.13522, Apr, revised Aug 2025.
- Hannah O’Keeffe & Katerina Petrova, 2025, "Component-Based Dynamic Factor Nowcast Model," Staff Reports, Federal Reserve Bank of New York, number 1152, Apr, DOI: 10.59576/sr.1152.
- Anand, Vaibhav, 2025, "Prediction Technologies and Optimal Adaptation," OSF Preprints, Center for Open Science, number tvwhz_v2, Mar, DOI: 10.31219/osf.io/tvwhz_v2.
- Apró, William Zoltán, 2025, "Agentic AI-Driven Forecasting for IT Projects," OSF Preprints, Center for Open Science, number jtvqu_v1, Apr, DOI: 10.31219/osf.io/jtvqu_v1.
- Nikhil Shivakumar Nayak, 2025, "Mathematical Modeling of Option Pricing with an Extended Black-Scholes Framework," Papers, arXiv.org, number 2504.03175, Apr, revised Apr 2025.
- Matthew Smith & Francisco Alvarez, 2025, "Machine Learning for Applied Economic Analysis: Gaining Practical Insights," Working Papers, FEDEA, number 2025-03, Apr.
- Fredy Pokou & Jules Sadefo Kamdem & Franc{c}ois Benhmad, 2025, "Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models," Papers, arXiv.org, number 2504.16635, Apr, revised Aug 2025.
- Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2025, "Forward Selection Fama-MacBeth Regression with Higher Order Asset-Pricing Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 33663, Apr.
- Kensei Nakamura & Shohei Yanagita, 2025, "Preferences with Multiple Forecasts," Papers, arXiv.org, number 2504.04368, Apr.
- Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2025, "How Do We Learn About the Long Run?," Staff Reports, Federal Reserve Bank of New York, number 1150, Apr, DOI: 10.59576/sr.1150.
- Alejandro Lopez-Lira & Yuehua Tang & Mingyin Zhu, 2025, "The Memorization Problem: Can We Trust LLMs' Economic Forecasts?," Papers, arXiv.org, number 2504.14765, Apr, revised Dec 2025.
- SeungJae Hwang, 2025, "A Mean-Reverting Model of Exchange Rate Risk Premium Using Ornstein-Uhlenbeck Dynamics," Papers, arXiv.org, number 2504.06028, Apr.
- Jinhui Li & Wenjia Xie & Luis Seco, 2025, "Dynamic Investment Strategies Through Market Classification and Volatility: A Machine Learning Approach," Papers, arXiv.org, number 2504.02841, Mar.