Report NEP-FOR-2025-11-10

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:

• Santhi Bharath Punati & Sandeep Kanta & Udaya Bhasker Cheerala & Madhusudan G Lanjewar & Praveen Damacharla, 2025. "Temporal Fusion Transformer for Multi-Horizon Probabilistic Forecasting of Weekly Retail Sales," Papers 2511.00552, arXiv.org.
• Shovon Sengupta & Sunny Kumar Singh & Tanujit Chakraborty, 2025. "Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks," Papers 2510.23347, arXiv.org.
• Giulia Iadisernia & Carolina Camassa, 2025. "Prompting for Policy: Forecasting Macroeconomic Scenarios with Synthetic LLM Personas," Papers 2511.02458, arXiv.org.
• Kaito Takano & Masanori Hirano & Kei Nakagawa, 2025. "Modeling Hawkish-Dovish Latent Beliefs in Multi-Agent Debate-Based LLMs for Monetary Policy Decision Classification," Papers 2511.02469, arXiv.org.
• Carlos Segura-Rodriguez, 2025. "Inflation Forecasting in Costa Rica: The Contribution of Exogenous Variables in Item-Level Disaggregated Models," Documentos de Trabajo 2509, Banco Central de Costa Rica.
• Jos'e 'Angel Islas Anguiano & Andr'es Garc'ia-Medina, 2025. "Technical Analysis Meets Machine Learning: Bitcoin Evidence," Papers 2511.00665, arXiv.org.
• Bin Chen & Yuefeng Han & Qiyang Yu, 2025. "Diffusion Index Forecast with Tensor Data," Papers 2511.02235, arXiv.org.
• Ollie Olby & Rory Baggott & Namid Stillman, 2025. "TABL-ABM: A Hybrid Framework for Synthetic LOB Generation," Papers 2510.22685, arXiv.org.
• Aryan Ranjan, 2025. "Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles," Papers 2510.22348, arXiv.org.
• Avirup Chakraborty, 2025. "Understanding Carbon Trade Dynamics: A European Union Emissions Trading System Perspective," Papers 2510.22341, arXiv.org.
• Matt Salehi, 2025. "Budget Forecasting and Integrated Strategic Planning for Leaders," Papers 2510.26035, arXiv.org.
• Kevin Moran & Dalibor Stevanovic & Stéphane Surprenant, 2025. "Risk Scenarios and Macroeconomic Forecasts," Staff Working Papers 25-28, Bank of Canada.
• Nikolas Anic & Andrea Barbon & Ralf Seiz & Carlo Zarattini, 2025. "ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs," Papers 2510.26228, arXiv.org.
• Barry Eichengreen & Raul Razo-Garcia, 2025. "The International Monetary System in the Last and Next 20 Years Redux," NBER Working Papers 34416, National Bureau of Economic Research, Inc.