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Report NEP-FOR-2025-11-17
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:
- Anmar Kareem & Alexander Aue, 2025, "Bitcoin Forecasting with Classical Time Series Models on Prices and Volatility," Papers, arXiv.org, number 2511.06224, Nov.
- Mahdi Goldani, 2025, "Daily Forecasting for Annual Time Series Datasets Using Similarity-Based Machine Learning Methods: A Case Study in the Energy Market," Papers, arXiv.org, number 2511.05556, Nov.
- So-Yoon Cho & Jin-Young Kim & Kayoung Ban & Hyeng Keun Koo & Hyun-Gyoon Kim, 2025, "Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction," Papers, arXiv.org, number 2511.07014, Nov.
- Toby Barter & Zheng Gao & Eva Christodoulaki & Jing Chen & John Cartlidge, 2025, "BondBERT: What we learn when assigning sentiment in the bond market," Papers, arXiv.org, number 2511.01869, Oct, revised Dec 2025.
- Cansu Isler, 2025, "Words Matter: Forecasting Economic Downside Risks with Corporate Textual Data," Papers, arXiv.org, number 2511.04935, Nov.
- Ardelia L. Amardana & Diana Barro & Marco Corazza, 2025, "Sustainability in LSTM Price Prediction for Portfolio Optimization in the European Market," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 25.
- Leonardo N. Ferreira & Caio Garzeri & Diogo Guillen & Antônio Lima & Victor Monteiro, 2025, "The Not So Quiet Revolution: signal and noise in central bank communication," Working Papers Series, Central Bank of Brazil, Research Department, number 635, Nov.
- Martins, Igor F. B. Martins & Virbickaitè, Audronè & Nguyen, Hoang & Hedibert, Freitas Lopes, 2025, "Fast and Slow Level Shifts in Intraday Stochastic Volatility," Working Papers, Örebro University, School of Business, number 2025:12, Nov.
- James Morley & Jieying Zhang, 2025, "Is Inflation Driven by Aggregate or Sectoral Output Gaps?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-58, Nov.
- Pasquale Della Corte & Can Gao & Daniel P. A. Preve & Giorgio Valente, 2025, "What 200 Years of Data Tell Us About the Predictive Variance of Long-Term Bonds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-95, Oct.
- Nikolas Anic & Andrea Barbon & Ralf Seiz & Carlo Zarattini, 2025, "ChatGPT in Systematic Investing - Enhancing Risk-Adjusted Returns with LLMs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-94, Oct.
- Mary A. Burke & Nathaniel R. Nelson, 2025, "The Beige Book’s Value for Forecasting Recessions," Current Policy Perspectives, Federal Reserve Bank of Boston, number 25-15, Nov.
- Zhanyi Jiao & Qiuqi Wang & Yimiao Zhao, 2025, "Standard and comparative e-backtests for general risk measures," Papers, arXiv.org, number 2511.05840, Nov.