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Report NEP-FOR-2025-05-19
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:
- Markus Bibinger & Jun Yu & Chen Zhang, 2025, "Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion," Papers, arXiv.org, number 2504.15985, Apr.
- Jingyi Wei & Steve Yang & Zhenyu Cui, 2025, "Unified GARCH-Recurrent Neural Network in Financial Volatility Forecasting," Papers, arXiv.org, number 2504.09380, Apr, revised Nov 2025.
- 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, University of Pretoria, Department of Economics, number 202518, Apr.
- 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, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2025-19, May.
- 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, University of Pretoria, Department of Economics, number 202516, Apr.
- Yu Jeffrey Hu & Jeroen Rombouts & Ines Wilms, 2025, "MLOps Monitoring at Scale for Digital Platforms," Papers, arXiv.org, number 2504.16789, Apr.
- Martina Halouskov'a & v{S}tefan Ly'ocsa, 2025, "Forecasting U.S. equity market volatility with attention and sentiment to the economy," Papers, arXiv.org, number 2503.19767, Mar.
- Alexander C. Abajian & Tamma Carleton & Kyle C. Meng & Olivier Deschenes, 2025, "The Climate Adaptation Feedback," NBER Working Papers, National Bureau of Economic Research, Inc, number 33531, Feb.
- Alessandro Morico & Ovidijus Stauskas, 2025, "Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD-QD Dataset," Papers, arXiv.org, number 2504.08455, Apr, revised Nov 2025.
- Filip Stefaniuk & Robert 'Slepaczuk, 2025, "Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data," Papers, arXiv.org, number 2503.18096, Mar.
- Songci Xu & Qiangqiang Cheng & Chi-Guhn Lee, 2025, "A Causal Perspective of Stock Prediction Models," Papers, arXiv.org, number 2503.20987, Mar.