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Report NEP-FOR-2025-07-28
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:
- Millend Roy & Vladimir Pyltsov & Yinbo Hu, 2025, "IISE PG&E Energy Analytics Challenge 2025: Hourly-Binned Regression Models Beat Transformers in Load Forecasting," Papers, arXiv.org, number 2505.11390, May.
- Altug Aydemir & Mert Gokcu, 2025, "Does Deep Learning Improve Forecast Accuracy of Crude Oil Prices? Evidence from a Neural Network Approach," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2511.
- Anubha Goel & Puneet Pasricha & Martin Magris & Juho Kanniainen, 2025, "Foundation Time-Series AI Model for Realized Volatility Forecasting," Papers, arXiv.org, number 2505.11163, May.
- Qingyu Li & Chiranjib Mukhopadhyay & Abolfazl Bayat & Ali Habibnia, 2025, "Quantum Reservoir Computing for Realized Volatility Forecasting," Papers, arXiv.org, number 2505.13933, May, revised Apr 2026.
- Tony Paul, Nitin, 2025, "GARCH-FX: A Modular Framework for Stochastic and Regime-Aware GARCH Forecasting," MPRA Paper, University Library of Munich, Germany, number 125321, Jul.
- Altug Aydemir & Cem Cebi, 2025, "Forecasting Budgetary Items in Türkiye Using Deep Learning," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2509.
- Yingjie Kuang & Tianchen Zhang & Zhen-Wei Huang & Zhongjie Zeng & Zhe-Yuan Li & Ling Huang & Yuefang Gao, 2025, "CATS: Clustering-Aggregated and Time Series for Business Customer Purchase Intention Prediction," Papers, arXiv.org, number 2505.13558, May.
- Shaobo Li & Ben Sherwood, 2025, "Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles," Papers, arXiv.org, number 2505.16019, May.
- Mahdi Kohan Sefidi, 2025, "Predicting Financial Market Crises using Multilayer Network Analysis and LSTM-based Forecasting of Spillover Effects," Papers, arXiv.org, number 2505.11019, May.
- Kubra Bolukbas & Ertan Tok, 2025, "Machine Learning Applications in Credit Risk Prediction," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2508.
- Elliot L. Epstein & Apaar Sadhwani & Kay Giesecke, 2025, "A Set-Sequence Model for Time Series," Papers, arXiv.org, number 2505.11243, May, revised Oct 2025.
- Item repec:ehl:lserod:128852 is not listed on IDEAS anymore
- Yuke Zhang, 2025, "Interpretable Machine Learning for Macro Alpha: A News Sentiment Case Study," Papers, arXiv.org, number 2505.16136, May.
- Siye Bae & Sangyup Choi & Sang-Hyun Kim & Myunghwan Andrew Lee & Myungkyu Shim, 2025, "Can We Anchor Macroeconomic Expectations Across Party Lines? Evidence from a Randomized Control Trial," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-255, Jul.