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Report NEP-FOR-2025-11-24
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:
- Ciaran O'Connor & Mohamed Bahloul & Steven Prestwich & Andrea Visentin, 2025, "The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets," Papers, arXiv.org, number 2511.05523, Oct.
- Xu Zhang & Zhengang Huang & Yunzhi Wu & Xun Lu & Erpeng Qi & Yunkai Chen & Zhongya Xue & Qitong Wang & Peng Wang & Wei Wang, 2025, "Multi-period Learning for Financial Time Series Forecasting," Papers, arXiv.org, number 2511.08622, Nov.
- Yilong Zeng & Boyan Tang & Xuanhao Ren & Sherry Zhefang Zhou & Jianghua Wu & Raymond Lee, 2025, "FCOC: A Fractal-Chaotic Co-driven Framework for Financial Volatility Forecasting," Papers, arXiv.org, number 2511.10365, Nov, revised Nov 2025.
- Krzysztof Drachal & Joanna J?drzejewska, 0000, "Forecasting the Index of Commodities Prices Using Various Bayesian Models," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 15316933.
- Bachmair, K. & Schmitz, N., 2025, "Forecasting Macro with Finance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2574, Nov.
- Sotiris & Tsolacos & Tatiana Franus, 2025, "Directional Forecasts for Yields Using Econometric Models and Machine Learning Methods," ERES, European Real Estate Society (ERES), number eres2025_269, Jan.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2025, "Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States," Working Papers, University of Pretoria, Department of Economics, number 202540, Nov.
- Gabriel M. Arantes & Richard F. Pinto & Bruno L. Dalmazo & Eduardo N. Borges & Giancarlo Lucca & Viviane L. D. de Mattos & Fabian C. Cardoso & Rafael A. Berri, 2025, "Machine Learning vs. Randomness: Challenges in Predicting Binary Options Movements," Papers, arXiv.org, number 2511.15960, Nov.
- Kelvin J. L. Koa & Jan Chen & Yunshan Ma & Huanhuan Zheng & Tat-Seng Chua, 2025, "Reasoning on Time-Series for Financial Technical Analysis," Papers, arXiv.org, number 2511.08616, Nov.
- Ramaharo, Franck M., 2025, "Nowcasting Malagasy real GDP using energy data: a MIDAS approach," MPRA Paper, University Library of Munich, Germany, number 126629, Oct.
- Escribano, Álvaro & Rodríguez, Juan Andrés, 2025, "Threshold effects of CO₂ on Sea-Ice Volume:Empirical Evidence with Data from Global Circulation Models of the Arctic and Antarctic," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 48471, Nov.
- Jan Schmid & He Cheng, 2025, "A Random Forest Meta-Learning Approach for Optimal AI Algorithm Selection in Real Estate Market Prediction," ERES, European Real Estate Society (ERES), number eres2025_40, Jan.
- Rustam Ibragimov & Jihyun Kim & Anton Skrobotov, 2025, "Robust Cauchy-Based Methods for Predictive Regressions," Papers, arXiv.org, number 2511.09249, Nov, revised Nov 2025.
- Jan Schmid & He Cheng & Francisco Amaral & Zdrzalek Jonas, 2025, "Predicting House Price Indices: A Machine Learning Approach Using Linked Listing and Transaction Data," ERES, European Real Estate Society (ERES), number eres2025_84, Jan.
- Chen Jin & Ankush Agarwal, 2025, "Forecasting implied volatility surface with generative diffusion models," Papers, arXiv.org, number 2511.07571, Nov.
- Magaletti, Nicola & Nortarnicola, Valeria & Di Molfetta, Mauro & Mariani, Stefano & Leogrande, Angelo, 2025, "From Raw Data to Operational Insight: A Machine Learning Approach for La Logistica S.r.l," SocArXiv, Center for Open Science, number 5aw8b_v1, Nov, DOI: 10.31219/osf.io/5aw8b_v1.
- Fatih Eren Metin & Kerem Yavuz Arslanli, 2025, "Econometric Modeling of Construction Cost Estimation: A VECM-Based Approach for Forecasting Price Fluctuations in Türkiye," ERES, European Real Estate Society (ERES), number eres2025_232, Jan.
- Elliot Beck & Franziska Eckert & Linus Kuhne & Helge Liebert & Rina Rosenblatt-Wisch, 2025, "Measuring economic outlook in the news," Papers, arXiv.org, number 2511.04299, Nov, revised Dec 2025.
- David P. Brown & Andrew Eckert & Douglas Silveira, 2025, "Wholesale Price Prediction: The Role of Information and Transparency," Working Papers, University of Alberta, Department of Economics, number 2025-08, Oct.
- Mainak Singha & Jose Aguilera-Toste & Vinayak Lahiri, 2025, "Forecast-to-Fill: Benchmark-Neutral Alpha and Billion-Dollar Capacity in Gold Futures (2015-2025)," Papers, arXiv.org, number 2511.08571, Nov.
- Stanislav Selitskiy, 2025, ""It Looks All the Same to Me": Cross-index Training for Long-term Financial Series Prediction," Papers, arXiv.org, number 2511.08658, Nov.