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Report NEP-FOR-2025-09-29
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:
- Adebola K. Ojo & Ifechukwude Jude Okafor, 2025, "Forecasting Nigerian Equity Stock Returns Using Long Short-Term Memory Technique," Papers, arXiv.org, number 2507.01964, May.
- Hyung Joo Kim & Dong Hwan Oh, 2025, "Local Estimation for Option Pricing: Improving Forecasts with Market State Information," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-076, Aug, DOI: 10.17016/FEDS.2025.076.
- Arash Peik & Mohammad Ali Zare Chahooki & Amin Milani Fard & Mehdi Agha Sarram, 2025, "Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction," Papers, arXiv.org, number 2509.10542, Sep.
- Hao Wang & Jingshu Peng & Yanyan Shen & Xujia Li & Quanqing Xu & Chuanhui Yang & Lei Chen, 2025, "Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization," Papers, arXiv.org, number 2509.10461, Aug, revised Jan 2026.
- Ekaterina V. Peneva & Jeremy B. Rudd & Daniel Villar Vallenas, 2025, "Retrospective on the Federal Reserve Board Staff's Inflation Forecast Errors since 2019," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-069, Aug, DOI: 10.17016/FEDS.2025.069.
- Nicolas Apfel & Holger Breinlich & Nick Green & Dennis Novy & J. M. C. Santos Silva & Tom Zylkin, 2025, "Out-of-sample gravity predictions and trade policy counterfactuals," Papers, arXiv.org, number 2509.11271, Sep, revised Apr 2026.
- Vahab Rostampour, 2025, "Stabilising Lifetime PD Models under Forecast Uncertainty," Papers, arXiv.org, number 2509.10586, Sep, revised Sep 2025.
- Jirong Zhuang & Xuan Wu, 2025, "Meta-Learning Neural Process for Implied Volatility Surfaces with SABR-induced Priors," Papers, arXiv.org, number 2509.11928, Sep, revised Oct 2025.
- Todd Prono, 2025, "When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-075, Aug, DOI: 10.17016/FEDS.2025.075.
- Yi Lu & Aifan Ling & Chaoqun Wang & Yaxin Xu, 2025, "Why Bonds Fail Differently? Explainable Multimodal Learning for Multi-Class Default Prediction," Papers, arXiv.org, number 2509.10802, Sep.
- Francois-Michel Boire & Thibaut Duprey & Alexander Ueberfeldt, 2025, "Financial Shocks and the Output Growth Distribution," Staff Working Papers, Bank of Canada, number 25-25, Sep, DOI: 10.34989/swp-2025-25.
- Angelini, Elena & Bokan, Nikola & Ciccarelli, Matteo & Lalik, Magdalena & Zimic, Srečko, 2025, "The ECB-Multi Country Model. A semi-structural model for forecasting and policy analysis for the largest euro area countries," Working Paper Series, European Central Bank, number 3119, Sep.
- Kuok Sin Un & Marcel Ausloos, 2025, "Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior," Papers, arXiv.org, number 2509.10483, Aug.
- Stéphane Lhuissier, 2025, "Assessing Asymmetric Macroeconomic Risk," Working papers, Banque de France, number 1004.