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Report NEP-FOR-2025-11-10
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:
- 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, arXiv.org, number 2511.00552, Nov.
- Shovon Sengupta & Sunny Kumar Singh & Tanujit Chakraborty, 2025, "Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks," Papers, arXiv.org, number 2510.23347, Oct.
- Giulia Iadisernia & Carolina Camassa, 2025, "Prompting for Policy: Forecasting Macroeconomic Scenarios with Synthetic LLM Personas," Papers, arXiv.org, number 2511.02458, Nov.
- Kaito Takano & Masanori Hirano & Kei Nakagawa, 2025, "Modeling Hawkish-Dovish Latent Beliefs in Multi-Agent Debate-Based LLMs for Monetary Policy Decision Classification," Papers, arXiv.org, number 2511.02469, Nov.
- Carlos Segura-Rodriguez, 2025, "Inflation Forecasting in Costa Rica: The Contribution of Exogenous Variables in Item-Level Disaggregated Models," Documentos de Trabajo, Banco Central de Costa Rica, number 2509, Oct.
- Jos'e 'Angel Islas Anguiano & Andr'es Garc'ia-Medina, 2025, "Technical Analysis Meets Machine Learning: Bitcoin Evidence," Papers, arXiv.org, number 2511.00665, Nov.
- Bin Chen & Yuefeng Han & Qiyang Yu, 2025, "Diffusion Index Forecasting with Tensor Data," Papers, arXiv.org, number 2511.02235, Nov, revised Feb 2026.
- Ollie Olby & Rory Baggott & Namid Stillman, 2025, "TABL-ABM: A Hybrid Framework for Synthetic LOB Generation," Papers, arXiv.org, number 2510.22685, Oct.
- Aryan Ranjan, 2025, "Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles," Papers, arXiv.org, number 2510.22348, Oct.
- Avirup Chakraborty, 2025, "Understanding Carbon Trade Dynamics: A European Union Emissions Trading System Perspective," Papers, arXiv.org, number 2510.22341, Oct, revised Apr 2026.
- Matt Salehi, 2025, "Budget Forecasting and Integrated Strategic Planning for Leaders," Papers, arXiv.org, number 2510.26035, Oct.
- Kevin Moran & Dalibor Stevanovic & Stéphane Surprenant, 2025, "Risk Scenarios and Macroeconomic Forecasts," Staff Working Papers, Bank of Canada, number 25-28, Oct, DOI: 10.34989/swp-2025-28.
- Nikolas Anic & Andrea Barbon & Ralf Seiz & Carlo Zarattini, 2025, "ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs," Papers, arXiv.org, number 2510.26228, Oct.
- Barry Eichengreen & Raul Razo-Garcia, 2025, "The International Monetary System in the Last and Next 20 Years Redux," NBER Working Papers, National Bureau of Economic Research, Inc, number 34416, Oct.