Report NEP-FOR-2025-05-12

This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Malte Knüppel issued this report. It is usually issued weekly.

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