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Report NEP-FOR-2025-11-03
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:
- Emmanuel Boadi, 2025, "Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network," Papers, arXiv.org, number 2510.15900, Sep.
- Mr. Paul Cashin & Mr. Fei Han & Ivy Sabuga & Jing Xie & Fan Zhang, 2025, "Parameter Proliferation in Nowcasting: Issues and Approaches—An Application to Nowcasting China’s Real GDP," IMF Working Papers, International Monetary Fund, number 2025/217, Oct.
- Yimeng Qiu & Feihuang Fang, 2025, "A Multi-Layer Machine Learning and Econometric Pipeline for Forecasting Market Risk: Evidence from Cryptoasset Liquidity Spillovers," Papers, arXiv.org, number 2510.20066, Oct.
- Diana Barro & Antonella Basso & Marco Corazza & Guglielmo Alessandro Visentin, 2025, "A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 24.
- Rahul Billakanti & Minchul Shin, 2025, "At-Risk Transformation for U.S. Recession Prediction," Working Papers, Federal Reserve Bank of Philadelphia, number 25-34, Oct, DOI: 10.21799/frbp.wp.2025.34.
- Zhongjun Qu & Wendun Wang & Xiaomeng Zhang, 2025, "Prediction Intervals for Model Averaging," Papers, arXiv.org, number 2510.16224, Oct.
- Abraham Atsiwo, 2025, "A three-step machine learning approach to predict market bubbles with financial news," Papers, arXiv.org, number 2510.16636, Oct.
- Yaxuan Kong & Yoontae Hwang & Marcus Kaiser & Chris Vryonides & Roel Oomen & Stefan Zohren, 2025, "Fusing Narrative Semantics for Financial Volatility Forecasting," Papers, arXiv.org, number 2510.20699, Oct.
- Kronenberg, Philipp, 2024, "A High-Frequency GDP Indicator for Switzerland," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 330303, DOI: 10.2139/ssrn.4875922.
- Priscila Espinosa & Priscila Espinosa & Maria Teresa Balaguer-Coll & José Manuel Pavía & Emili Tortosa-Ausina, 2025, "Urban economic resilience after climate disasters: A regional recovery forecasting framework for the Valencia floods," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2025/10.
- Frank, Luis, 2025, "Nowcasting del PIB argentino a través de un modelo de corrección de errores flexible
[Nowcasting Argentine's GDP through a flexible error correction model]," MPRA Paper, University Library of Munich, Germany, number 126543, Oct. - Rui Gonc{c}alves & Vitor Miguel Ribeiro & Roman Chertovskih & Ant'onio Pedro Aguiar, 2025, "Convolutional Attention in Betting Exchange Markets," Papers, arXiv.org, number 2510.16008, Oct.
- Andrew B. Martinez, 2025, "Real-time Hurricane Damage Nowcasts," Working Papers, The George Washington University, The Center for Economic Research, number 2025-006, Oct.
- Marjorie Pampusa & Ashwin Moheeput & Atish Babboo & Rajlukshmee Tengur & Rideema Cunniah & Sharmeen Gariban & Mr. Iaroslav Miller & Shalva Mkhatrishvili & Valeriu Nalban, 2025, "Mauritius QPM: A Quarterly Projection Model for the Bank of Mauritius," IMF Working Papers, International Monetary Fund, number 2025/215, Oct.