Report NEP-FOR-2025-05-19

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:

• Markus Bibinger & Jun Yu & Chen Zhang, 2025. "Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion," Papers 2504.15985, arXiv.org.
• Jingyi Wei & Steve Yang & Zhenyu Cui, 2025. "Integrated GARCH-GRU in Financial Volatility Forecasting," Papers 2504.09380, arXiv.org.
• Vasilios Plakandaras & Matteo Bonato & Rangan Gupta & Oguzhan Cepni, 2025. "Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments," Working Papers 202518, University of Pretoria, Department of Economics.
• Matteo Orlandini & Sebastiano Michele Zema & Mauro Napoletano & Giorgio Fagiolo, 2025. "A Network Approach to Volatility Diffusion and Forecasting in Global Financial Markets," GREDEG Working Papers 2025-19, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2025. "Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty," Working Papers 202516, University of Pretoria, Department of Economics.
• Yu Jeffrey Hu & Jeroen Rombouts & Ines Wilms, 2025. "MLOps Monitoring at Scale for Digital Platforms," Papers 2504.16789, arXiv.org.
• Martina Halouskov'a & v{S}tefan Ly'ocsa, 2025. "Forecasting U.S. equity market volatility with attention and sentiment to the economy," Papers 2503.19767, arXiv.org.
• Alexander C. Abajian & Tamma Carleton & Kyle C. Meng & Olivier Deschenes, 2025. "The Climate Adaptation Feedback," NBER Working Papers 33531, National Bureau of Economic Research, Inc.
• Alessandro Morico & Ovidijus Stauskas, 2025. "Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset," Papers 2504.08455, arXiv.org.
• Filip Stefaniuk & Robert 'Slepaczuk, 2025. "Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data," Papers 2503.18096, arXiv.org.
• Songci Xu & Qiangqiang Cheng & Chi-Guhn Lee, 2025. "A Causal Perspective of Stock Prediction Models," Papers 2503.20987, arXiv.org.