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Report NEP-FOR-2026-01-12
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:
- Jiawei Du & Yi Hong, 2025, "Ultimate Forward Rate Prediction and its Application to Bond Yield Forecasting: A Machine Learning Perspective," Papers, arXiv.org, number 2601.00011, Dec.
- Andrea Bastianin & Luca Rossini & Lorenzo Tonni, 2025, "A Real-Time Framework for Forecasting Metal Prices," Papers, arXiv.org, number 2512.16521, Dec.
- Safiye Turgay & Serkan Erdou{g}an & v{Z}eljko Stevi'c & Orhan Emre Elma & Tevfik Eren & Zhiyuan Wang & Mahmut Baydac{s}, 2025, "Risk-Aware Financial Forecasting Enhanced by Machine Learning and Intuitionistic Fuzzy Multi-Criteria Decision-Making," Papers, arXiv.org, number 2512.17936, Dec.
- Linuk Perera, 2025, "Quantitative Financial Modeling for Sri Lankan Markets: Approach Combining NLP, Clustering and Time-Series Forecasting," Papers, arXiv.org, number 2512.20216, Dec.
- Abraham Itzhak Weinberg, 2025, "Hybrid Quantum-Classical Ensemble Learning for S\&P 500 Directional Prediction," Papers, arXiv.org, number 2512.15738, Dec.
- Lucas A. Souza, 2025, "Forward-Oriented Causal Observables for Non-Stationary Financial Markets," Papers, arXiv.org, number 2512.24621, Dec.
- Zhenyu Gao & Wenxi Jiang & Yutong Yan, 2025, "A Test of Lookahead Bias in LLM Forecasts," Papers, arXiv.org, number 2512.23847, Dec.
- Tim Kutta & Martin Schumann & Holger Dette, 2025, "Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data," Papers, arXiv.org, number 2512.15592, Dec.
- Eunkyu Seong & Seojeong Lee, 2025, "Are the Bank of Korea's Inflation Forecasts Biased Toward the Target?," Papers, arXiv.org, number 2512.16068, Dec.
- Yan Liu & Ye Luo & Zigan Wang & Xiaowei Zhang, 2026, "Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning," Papers, arXiv.org, number 2601.00593, Jan.
- John Duffy & Nobuyuki Hanaki & Donghoon Yoo, 2025, "Overreaction in Expectations under Signal Extraction: Experimental Evidence," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1293, Oct.