Report NEP-FOR-2025-07-28

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:

• Millend Roy & Vladimir Pyltsov & Yinbo Hu, 2025. "IISE PG&E Energy Analytics Challenge 2025: Hourly-Binned Regression Models Beat Transformers in Load Forecasting," Papers 2505.11390, arXiv.org.
• 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 2511, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Anubha Goel & Puneet Pasricha & Martin Magris & Juho Kanniainen, 2025. "Foundation Time-Series AI Model for Realized Volatility Forecasting," Papers 2505.11163, arXiv.org.
• Qingyu Li & Chiranjib Mukhopadhyay & Abolfazl Bayat & Ali Habibnia, 2025. "Quantum Reservoir Computing for Realized Volatility Forecasting," Papers 2505.13933, arXiv.org.
• Tony Paul, Nitin, 2025. "GARCH-FX: A Modular Framework for Stochastic and Regime-Aware GARCH Forecasting," MPRA Paper 125321, University Library of Munich, Germany.
• Altug Aydemir & Cem Cebi, 2025. "Forecasting Budgetary Items in Türkiye Using Deep Learning," Working Papers 2509, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• 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 2505.13558, arXiv.org.
• Shaobo Li & Ben Sherwood, 2025. "Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles," Papers 2505.16019, arXiv.org.
• Mahdi Kohan Sefidi, 2025. "Predicting Financial Market Crises using Multilayer Network Analysis and LSTM-based Forecasting of Spillover Effects," Papers 2505.11019, arXiv.org.
• Kubra Bolukbas & Ertan Tok, 2025. "Machine Learning Applications in Credit Risk Prediction," Working Papers 2508, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Elliot L. Epstein & Apaar Sadhwani & Kay Giesecke, 2025. "A Set-Sequence Model for Time Series," Papers 2505.11243, arXiv.org.
• Paker, Meredith & Stephenson, Judy & Wallis, Patrick, 2025. "Predictive modeling the past," LSE Research Online Documents on Economics 128852, London School of Economics and Political Science, LSE Library.
• Yuke Zhang, 2025. "Interpretable Machine Learning for Macro Alpha: A News Sentiment Case Study," Papers 2505.16136, arXiv.org.
• 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 2025rwp-255, Yonsei University, Yonsei Economics Research Institute.