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Report NEP-FOR-2025-10-27
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:
- Shuping Shi & Jun Yu & Chen Zhang, 2025, "Realized Volatility Forecasting: Continuous versus Discrete Time Models," Working Papers, University of Macau, Faculty of Business Administration, number 202537, Oct.
- Mir, Zulfiqar Ali, 2025, "Penalized regression methods for exchange rate forecasting: evidence from the U.S. dollar index," MPRA Paper, University Library of Munich, Germany, number 125996, Sep.
- Gabriele Casto, 2025, "Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamics," Papers, arXiv.org, number 2509.23533, Sep.
- Runyao Yu & Ruochen Wu & Yongsheng Han & Jochen L. Cremer, 2025, "Orderbook Feature Learning and Asymmetric Generalization in Intraday Electricity Markets," Papers, arXiv.org, number 2510.12685, Oct, revised Feb 2026.
- Yiyao Zhang & Diksha Goel & Hussain Ahmad & Claudia Szabo, 2025, "RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets," Papers, arXiv.org, number 2510.14986, Sep.
- Ruslan Tepelyan, 2025, "Enhancing OHLC Data with Timing Features: A Machine Learning Evaluation," Papers, arXiv.org, number 2509.16137, Sep.
- Nikolay Gospodinov & Esfandiar Massoumi, 2025, "On Model Aggregation and Forecast Combination," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2025-12, Oct, DOI: 10.29338/wp2025-12.
- Andrew T. 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 Series, Federal Reserve Bank of San Francisco, number 2025-23, Oct, DOI: 10.24148/wp2025-23.
- Stephane Hess & Sander van Cranenburgh, 2025, "Flexibility without foresight: the predictive limitations of mixture models," Papers, arXiv.org, number 2510.09185, Oct.
- Emanuel Kohlscheen, 2025, "Forecasting House Prices," Papers, arXiv.org, number 2509.21460, Sep, revised Feb 2026.
- Abderraouf Ben Ahmed Mtiraoui & Nadia Slimene & Leila Chemli, 2025, "The Bitcoin Price Prediction by Vector Auto-Regression (VAR) Model," Post-Print, HAL, number hal-05253337.
- Shaw Dalen, 2025, "Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook," Papers, arXiv.org, number 2510.15205, Oct, revised Apr 2026.
- Fabien Sanchez & Ahmed Mohamed & Rémy Rigo-Mariani & Vincent Debusschere, 2025, "Supervised Learning for the Bidding of Grid-Connected Batteries in the Day-Ahead Market," Post-Print, HAL, number hal-05310545, Jun, DOI: 10.1109/PowerTech59965.2025.1118064.
- Patrick C. Higgins, 2025, "Assessing the Role of Global Demand and Supply Shocks in the Recent US Inflation Experience Using a Cross-Country Panel Dataset of Professional Forecasts," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2025-10, Oct, DOI: 10.29338/wp2025-10.