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Report NEP-FOR-2025-07-21
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:
- Imad Talhartit & Sanae Ait Jillali & Mounime El Kabbouri, 2025, "Machine Learning for Stock Price Prediction on the Casablanca Stock Exchange: A Comparative Study of ANN and LSTM Approaches," Post-Print, HAL, number hal-05063012, May, DOI: 10.14738/abr.1305.18770.
- Emmanouil SOFIANOS & Thierry BETTI & Emmanouil Theophilos PAPADIMITRIOU & Amélie BARBIER-GAUCHARD & Periklis GOGAS, 2025, "Using DSGE and Machine Learning to Forecast Public Debt for France," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2025-18.
- Felipe Roldán-Ferrín & Julián A. Parra-Polania, 2025, "Enhancing inflation nowcasting with online search data: a random forest application for Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1318, Jul, DOI: 10.32468/be.1318.
- Frank Schorfheide & Zhiheng You, 2025, "Uncertainty in Empirical Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 33962, Jun.
- Laura Capera Romero & Anne Opschoor, 2025, "Revisiting EWMA in High-Frequency Portfolio Optimization: A Comparative Assessment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-041/III, Jun.
- Sun, Yiqiao & de Bondt, Gabe, 2025, "Enhancing GDP nowcasts with ChatGPT: a novel application of PMI news releases," Working Paper Series, European Central Bank, number 3063, Jun.
- Xia Zou & Yicong Lin & André Lucas, 2025, "Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-036/III, May.
- Dercio de Assis, 2025, "Childhood poverty and life expectancy: Evidence from Brazilian human development units," Discussion Papers, Nottingham Interdisciplinary Centre for Economic and Political Research (NICEP), number 2025-12.
- Eric Engstrom, 2025, "Soft Landing or Stagflation? A Framework for Estimating the Probabilities of Macro Scenarios," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-047, Jul, DOI: 10.17016/FEDS.2025.047.
- Mr. Sam Ouliaris & Ms. Celine Rochon & Daniel Taumoepeau, 2025, "A Quarterly Projection Model for Tonga," IMF Working Papers, International Monetary Fund, number 2025/121, Jun.