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Report NEP-FOR-2025-12-15
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:
- Boge Lyu & Qianye Yin & Iris Denise Tommelein & Hanyang Liu & Karnamohit Ranka & Karthik Yeluripati & Junzhe Shi, 2025, "A Granular Framework for Construction Material Price Forecasting: Econometric and Machine-Learning Approaches," Papers, arXiv.org, number 2512.09360, Dec.
- Eden Gross & Ryan Kruger & Francois Toerien, 2025, "Standard and stressed value at risk forecasting using dynamic Bayesian networks," Papers, arXiv.org, number 2512.05661, Dec.
- A. L. Paredes, 2025, "A3T-GCN for FTSE100 Components Price Forecasting," Papers, arXiv.org, number 2511.21873, Nov.
- Liang, Weifang & Liu, Yong & Somogyi, Simon & Anderson, David P., 2024, "A Multi-Model, Ensemble Approach to Forecasting United States Food Prices," 2024 Annual Meeting, July 28-30, New Orleans, LA, Agricultural and Applied Economics Association, number 343687, DOI: 10.22004/ag.econ.343687.
- Xiang Gao & Cody Hyndman, 2025, "Arbitrage-Free Bond and Yield Curve Forecasting with Neural Filters under HJM Constraints," Papers, arXiv.org, number 2511.17892, Nov.
- Eghbal Rahimikia & Hao Ni & Weiguan Wang, 2025, "Re(Visiting) Time Series Foundation Models in Finance," Papers, arXiv.org, number 2511.18578, Nov.
- Shilong Han, 2025, "The Effect of High-Speed Rail Connectivity on Capital Market Earnings Forecast Error: Evidence from the Chinese Stock Market," Papers, arXiv.org, number 2512.03709, Dec.
- Luca Attolico, 2025, "Opening the Black Box: Nowcasting Singapore's GDP Growth and its Explainability," Papers, arXiv.org, number 2512.02092, Dec.
- Frederik Rech & Hussam Musa & Martin v{S}ebev{n}a & Siele Jean Tuo, 2025, "Forecasting financial distress in dynamic environments AI adoption signals and temporally pruned training windows," Papers, arXiv.org, number 2512.02510, Dec, revised Apr 2026.
- Brian Ezinwoke & Oliver Rhodes, 2025, "Predicting Price Movements in High-Frequency Financial Data with Spiking Neural Networks," Papers, arXiv.org, number 2512.05868, Dec.
- Luca Attolico, 2025, "Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy," Papers, arXiv.org, number 2512.00399, Nov.
- Jun Kevin & Pujianto Yugopuspito, 2025, "Hybrid LSTM and PPO Networks for Dynamic Portfolio Optimization," Papers, arXiv.org, number 2511.17963, Nov.
- Drin, Svitlana & Avdieienko, Ivan & Chornei, Ruslan, 2025, "Iterative Demand Optimization Using the Discrete Functional Particle Method," Working Papers, Örebro University, School of Business, number 2025:17, Dec.
- Angelini, Elena & Darracq Pariès, Matthieu & Haertel, Thomas & Lalik, Magdalena & Aldama, Pierre & Brázdik, František & Damjanović, Milan & Fantino, Davide & Sanchez, Pablo Garcia & Guarda, Paolo & Ke, 2025, "The ESCB forecasting models: what are they and what are they good for?," Occasional Paper Series, European Central Bank, number 381, Dec.
- Bagattini Alexander & Chen Shao, 2025, "Prejudiced Futures? Algorithmic Bias in Time Series Forecasting and Its Ethical Implications," Papers, arXiv.org, number 2512.01877, Dec.
- Klakow Akepanidtaworn & Korkrid Akepanidtaworn, 2025, "GDP Nowcasting Performance of Traditional Econometric Models vs Machine-Learning Algorithms: Simulation and Case Studies," IMF Working Papers, International Monetary Fund, number 2025/252, Dec.
- McWilliams, William N. & Isengildina Massa, Olga & Stewart, Shamar L., 2024, "Annual Food Price Inflation Forecasting: A Macroeconomic Random Forest Approach," 2024 Annual Meeting, July 28-30, New Orleans, LA, Agricultural and Applied Economics Association, number 343923, DOI: 10.22004/ag.econ.343923.
- Andersson, Jonas & Karlis, Dimitris, 2025, "Maximum Likelihood Estimation of the Vector AutoRegressive To Anything (VARTA) model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/25, Dec.
- Tarek Jouini, 2025, "Consistent boundaries for the one-step-ahead forecast error criterion and the AIC in vector autoregressions," Working Papers, University of Windsor, Department of Economics, number 2506, Dec.