Report NEP-FOR-2025-05-26

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:

• Tiantian Tu, 2025. "Bridging Short- and Long-Term Dependencies: A CNN-Transformer Hybrid for Financial Time Series Forecasting," Papers 2504.19309, arXiv.org.
• Marco Zanotti, 2025. "Do global forecasting models require frequent retraining?," Working Papers 551, University of Milano-Bicocca, Department of Economics.
• Kyungsu Kim, 2025. "Forecasting Labor Demand: Predicting JOLT Job Openings using Deep Learning Model," Papers 2503.19048, arXiv.org.
• Giovanni Ballarin & Jacopo Capra & Petros Dellaportas, 2025. "Multi-Horizon Echo State Network Prediction of Intraday Stock Returns," Papers 2504.19623, arXiv.org.
• Amelie BARBIER-GAUCHARD & Emmanouil SOFIANOS, 2024. "Forecasting Public Debt in the Euro Area Using Machine Learning: Decision Tools for Financial Markets," Working Papers of BETA 2024-47, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Lucile Marescot & Elodie Fernandez & Hichem Dridi & Ahmed Salem Benahi & Mohamed Lemine Hamouny & Koutaro Ould Maeno & Maria-José Escorihuela & Giovanni Paolini & Cyril Piou, 2025. "A forecasting model for desert locust presence during recession period, using real-time satellite imagery," Post-Print hal-04995261, HAL.
• Ambedkar Dukkipati & Kawin Mayilvaghanan & Naveen Kumar Pallekonda & Sai Prakash Hadnoor & Ranga Shaarad Ayyagari, 2025. "Predictive AI with External Knowledge Infusion for Stocks," Papers 2504.20058, arXiv.org.
• Masoud Ataei, 2025. "Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index," Papers 2504.18958, arXiv.org.
• Davide Furceri & Domenico Giannone & Mr. Faizaan Kisat & Mr. Waikei R Lam & Hongchi Li, 2025. "Debt-at-Risk," IMF Working Papers 2025/086, International Monetary Fund.
• Lutfu S. Sua & Haibo Wang & Jun Huang, 2025. "Spatiotemporal Impact of Trade Policy Variables on Asian Manufacturing Hubs: Bayesian Global Vector Autoregression Model," Papers 2503.17790, arXiv.org.