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Report NEP-FOR-2026-01-05
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:
- 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, arXiv.org, number 2512.15739, Dec.
- Mohit Beniwal, 2025, "Adaptive Weighted Genetic Algorithm-Optimized SVR for Robust Long-Term Forecasting of Global Stock Indices for investment decisions," Papers, arXiv.org, number 2512.15113, Dec.
- Yoosoon Chang & Youngmin Choi & Soohun Kim & Joon Park, 2025, "Market Returns Dormant in Options Panels," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2025-003 Classification- , Jul.
- Martin McCarthy & Stephen Snudden, 2025, "Forecasts of Period-average Exchange Rates: Insights from Real-time Daily Data," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2025-09, Dec, DOI: 10.47688/rdp2025-09.
- Julia Ko'nczal & Micha{l} Balcerek & Krzysztof Burnecki, 2025, "Machine learning models for predicting catastrophe bond coupons using climate data," Papers, arXiv.org, number 2512.22660, Dec.
- Liyuan Cui & Guanhao Feng & Yuefeng Han & Jiayan Li, 2025, "Panel Coupled Matrix-Tensor Clustering Model with Applications to Asset Pricing," Papers, arXiv.org, number 2512.23567, Dec.
- Agostino Capponi & Chengpiao Huang & J. Antonio Sidaoui & Kaizheng Wang & Jiacheng Zou, 2025, "The Nonstationarity-Complexity Tradeoff in Return Prediction," Papers, arXiv.org, number 2512.23596, Dec.
- 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, CESifo, number 12361.
- 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, Banco de la Republica de Colombia, number 1340, Jan, DOI: 10.32468/be.1340.
- 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, International Monetary Fund, number 2025/268, Dec.