Report NEP-FOR-2026-01-12

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:

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