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Report NEP-FOR-2025-12-01
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:
- Katarzyna Maciejowska & Arkadiusz Lipiecki & Bartosz Uniejewski, 2025, "Statistical and economic evaluation of forecasts in electricity markets: beyond RMSE and MAE," Papers, arXiv.org, number 2511.13616, Nov.
- M. Stocker & W. Ma{l}gorzewicz & M. Fontana & S. Ben Taieb, 2025, "A Gentle Introduction to Conformal Time Series Forecasting," Papers, arXiv.org, number 2511.13608, Nov.
- Ping Wu & Dan Zhu, 2025, "U.S. Economy and Global Stock Markets: Insights from a Distributional Approach," Papers, arXiv.org, number 2511.17140, Nov, revised Nov 2025.
- Ryan Engel & Yu Chen & Pawel Polak & Ioana Boier, 2025, "Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection," Papers, arXiv.org, number 2511.17462, Nov.
- Kéa Baret & Frédérique Bec & Marion Cochard, 2025, "Quantifying Uncertainty in France’s Debt Trajectory: A VAR Based Analysis," Working papers, Banque de France, number 1019.
- Mainak Singha, 2025, "Discovery of a 13-Sharpe OOS Factor: Drift Regimes Unlock Hidden Cross-Sectional Predictability," Papers, arXiv.org, number 2511.12490, Nov.
- Julian Lütticke & Lukas Lautenschlaeger & Wolfgang Schäfers, 2025, "Forecasting U.S. REIT Returns: Leveraging GenAI-Extracted Sentiment," ERES, European Real Estate Society (ERES), number eres2025_242, Jan.
- Carlos Madeira, 2025, "The life experience of central bankers and monetary policy decisions: a cross-country dataset," BIS Working Papers, Bank for International Settlements, number 1304, Nov.
- Hongyang Yang & Xiao-Yang Liu & Qingwei Wu, 2025, "A Practical Machine Learning Approach for Dynamic Stock Recommendation," Papers, arXiv.org, number 2511.12129, Nov.
- Owen Gabourys & Farrukh Suvankulov & Mathieu Utting, 2025, "Do Firms’ Sales Expectations Hit the Mark? Evidence from the Business Leaders’ Pulse," Discussion Papers, Bank of Canada, number 2025-15, Nov, DOI: 10.34989/sdp-2025-15.
- Tuukka Huhtala & Steven Bourassa & Martin Hoesli & Wilma Nissilä & Elias Oikarinen, 2025, "Predicting Large House Price Declines Using Bubble Tests: A Study of Local U.S. Housing Markets," ERES, European Real Estate Society (ERES), number eres2025_127, Jan.
- Della Corte, Pasquale & Gao, Can & Preve, Daniel P. A. & Valente, Giorgio, 2025, "What 200 years of data tell us about the predictive variance of long-term bonds," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 460, DOI: 10.2139/ssrn.5734512.
- Martin Geiger & Iacovos Sterghides & Marios Zachariadis, 2025, "When Bad News Breeds Bias: Cross-country Evidence on Inflation-as-a-Bad and Overreaction in Inflation Expectations," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 04-2025, Nov.
- Karen Martinus & Jane Zheng, 2025, "Data-Driven Analytics for the UK Logistics Market: A Spatial and Predictive Approach," ERES, European Real Estate Society (ERES), number eres2025_259, Jan.
- Ferreira Batista Martins, Igor & Virbickaitè, Audronè & Nguyen, Hoang & Freitas Lopes, Hedibert, 2025, "Volume-driven time-of-day effects in intraday volatility models," Working Papers, Örebro University, School of Business, number 2025:14, Nov.
- Neville, Ruth & Rowe, Francisco & Zagheni, Emilio, 2025, "The rapidly changing landscape of international student mobility to the UK," SocArXiv, Center for Open Science, number zkpm4_v1, Nov, DOI: 10.31219/osf.io/zkpm4_v1.
- Alain Coen & Aurelie Desfleurs, 2025, "US REITs Geographic Concentration and Financial Analysts’ Forecasts," ERES, European Real Estate Society (ERES), number eres2025_172, Jan.