Report NEP-FOR-2026-01-05

This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Malte Knüppel issued this report. It is usually issued weekly.

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Other reports in NEP-FOR

The following items were announced in this report:

• Sharif Al Mamun & Rakib Hossain & Md. Jobayer Rahman & Malay Kumar Devnath & Farhana Afroz & Lisan Al Amin, 2025. "Bayesian Modeling for Uncertainty Management in Financial Risk Forecasting and Compliance," Papers 2512.15739, arXiv.org.
• Mohit Beniwal, 2025. "Adaptive Weighted Genetic Algorithm-Optimized SVR for Robust Long-Term Forecasting of Global Stock Indices for investment decisions," Papers 2512.15113, arXiv.org.
• Yoosoon Chang & Youngmin Choi & Soohun Kim & Joon Park, 2025. "Market Returns Dormant in Options Panels," CAEPR Working Papers 2025-003 Classification- , Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Martin McCarthy & Stephen Snudden, 2025. "Forecasts of Period-average Exchange Rates: Insights from Real-time Daily Data," RBA Research Discussion Papers rdp2025-09, Reserve Bank of Australia.
• Julia Ko'nczal & Micha{l} Balcerek & Krzysztof Burnecki, 2025. "Machine learning models for predicting catastrophe bond coupons using climate data," Papers 2512.22660, arXiv.org.
• Liyuan Cui & Guanhao Feng & Yuefeng Han & Jiayan Li, 2025. "Panel Coupled Matrix-Tensor Clustering Model with Applications to Asset Pricing," Papers 2512.23567, arXiv.org.
• Agostino Capponi & Chengpiao Huang & J. Antonio Sidaoui & Kaizheng Wang & Jiacheng Zou, 2025. "The Nonstationarity-Complexity Tradeoff in Return Prediction," Papers 2512.23596, arXiv.org.
• Benjamin Born & Nora Lamersdorf & Jana-Lynn Schuster & Sascha Steffen, 2025. "From Tweets to Transactions: High-Frequency Inflation Expectations, Consumption, and Stock Returns," CESifo Working Paper Series 12361, CESifo.
• Rocío Clara A. Mora-Quiñones & Antonio José Orozco-Gallo & Dora Alicia Mora-Pérez, 2026. "Sentiment and Uncertainty Indices from economic news in Colombia," Borradores de Economia 1340, Banco de la Republica de Colombia.
• Greta Polo & Yuan Gao Rollinson & Ms. Yevgeniya Korniyenko & Tongfang Yuan, 2025. "Nowcasting GCC GDP: A Machine Learning Solution for Enhanced Non-Oil GDP Prediction," IMF Working Papers 2025/268, International Monetary Fund.