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Report NEP-FOR-2025-10-20
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:
- Ruben Aag & Hilde C. Bjornland & Peder Eliassen, 2025, "Forecasting Oil and Natural Gas Prices: A Model Combination Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-54, Oct.
- Ta-Chung Chi & Ting-Han Fan & Raffaele M. Ghigliazza & Domenico Giannone & Zixuan & Wang, 2025, "Macroeconomic Forecasting and Machine Learning," Papers, arXiv.org, number 2510.11008, Oct.
- Basellini, Ugofilippo & Camarda, Carlo Giovanni, 2025, "Forecasting Cohort Mortality: Lee–Carter Methods and CCP-Splines," SocArXiv, Center for Open Science, number 8fxyk_v1, Oct, DOI: 10.31219/osf.io/8fxyk_v1.
- Ahad Yaqoob & Syed M. Abdullah, 2025, "Predictive Performance of LSTM Networks on Sectoral Stocks in an Emerging Market: A Case Study of the Pakistan Stock Exchange," Papers, arXiv.org, number 2509.14401, Sep.
- Yun Lin & Jiawei Lou & Jinghe Zhang, 2025, "From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions," Papers, arXiv.org, number 2509.24144, Sep.
- Ross Koval & Nicholas Andrews & Xifeng Yan, 2025, "Multimodal Language Models with Modality-Specific Experts for Financial Forecasting from Interleaved Sequences of Text and Time Series," Papers, arXiv.org, number 2509.19628, Sep.
- Lucía Cuadro-Sáez & Corinna Ghirelli & Maximiliano Moreno-López & Javier J. Pérez, 2025, "Monitoring and forecasting food prices in the euro area," Occasional Papers, Banco de España, number 2521, Oct, DOI: https://doi.org/10.53479/41245.
- Haochuan & Wang, 2025, "Forecasting Liquidity Withdraw with Machine Learning Models," Papers, arXiv.org, number 2509.22985, Sep.
- Andrii Babii & Luca Barbaglia & Eric Ghysels & Jonas Striaukas, 2025, "Nowcasting and aggregation: Why small Euro area countries matter," Papers, arXiv.org, number 2509.24780, Sep.
- Paponpat Taveeapiradeecharoen & Nattapol Aunsri, 2025, "Forecasting in small open emerging economies Evidence from Thailand," Papers, arXiv.org, number 2509.14805, Sep.
- Jan Kwiatkowski & Jaros{l}aw A. Chudziak, 2025, "On Evaluating Loss Functions for Stock Ranking: An Empirical Analysis With Transformer Model," Papers, arXiv.org, number 2510.14156, Oct.
- Eleonora Granziera & Vegard H. Larsen & Greta Meggiorini & Leonardo Melosi, 2025, "Speaking Of Inflation: The Influence Of Fed Speeches On Expectations," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 07/2025, Aug.
- Zheng Cao & Xingran Shao & Yuheng Yan & Helyette Geman, 2025, "Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model," Papers, arXiv.org, number 2510.10878, Oct.
- Gondauri, Davit, 2025, "Gondauri Index (GI): Methodology for a Clay Millennium-Problems-Driven Macro-Financial Index," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 328080, DOI: 10.2139/ssrn.5533978.
- Yuntao Wu & Ege Mert Akin & Charles Martineau & Vincent Gr'egoire & Andreas Veneris, 2025, "Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns," Papers, arXiv.org, number 2509.24254, Sep, revised Oct 2025.
- Songrun He & Linying Lv & Asaf Manela & Jimmy Wu, 2025, "Instruction Tuning Chronologically Consistent Language Models," Papers, arXiv.org, number 2510.11677, Oct, revised Nov 2025.
- Andrew Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2025, "The Past and Future of U.S. Structural Change: Compositional Accounting and Forecasting," Working Paper, Federal Reserve Bank of Richmond, number 25-08, Oct, DOI: 10.21144/wp25-08.
- MarÃa Jesus Campion Arrastia & Emilio Dominguez Irastorza & Nuria Oses Eraso & Julen Perales Barriendo, 2024, "Fertiliser and nutrient prices: A multivariate time series analysis," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 2402.
- Coenen, Günter & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka & Smets, Frank & Warne, Anders & Wouters, Raf, 2025, "Inflation and monetary policy in medium-sized New Keynesian DSGE models," Working Paper Series, European Central Bank, number 3137, Oct.
- Saeid Mashhadi & Amirhossein Saghezchi & Vesal Ghassemzadeh Kashani, 2025, "Interpretable Machine Learning for Predicting Startup Funding, Patenting, and Exits," Papers, arXiv.org, number 2510.09465, Oct.
- Goldfayn-Frank, Olga & Kieren, Pascal & Trautmann, Stefan T., 2025, "A choice-based approach to the measurement of inflation expectations," Discussion Papers, Deutsche Bundesbank, number 25/2025.
- Onur Polat & Rangan Gupta & Riza Demirer & Elie Bouri, 2025, "Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202539, Oct.