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Report NEP-FOR-2026-01-26
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:
- Runze Li & Rui Zhou & David Pitt, 2026, "Dynamic Mortality Forecasting via Mixed-Frequency State-Space Models," Papers, arXiv.org, number 2601.05702, Jan.
- Sahaj Raj Malla & Shreeyash Kayastha & Rumi Suwal & Harish Chandra Bhandari & Rajendra Adhikari, 2026, "XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation," Papers, arXiv.org, number 2601.08896, Jan.
- Arundeep Chinta & Lucas Vinh Tran & Jay Katukuri, 2026, "ProbFM: Probabilistic Time Series Foundation Model with Uncertainty Decomposition," Papers, arXiv.org, number 2601.10591, Jan.
- Anna Perekhodko & Robert 'Slepaczuk, 2025, "Stochastic Volatility Modelling with LSTM Networks: A Hybrid Approach for S&P 500 Index Volatility Forecasting," Papers, arXiv.org, number 2512.12250, Dec.
- Verona, Fabio, 2026, "Forecasting inflation: The sum of the cycles outperforms the whole," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2026.
- Chellai, Fatih, 2025, "A Proposal for a Unified Forecast Accuracy Index (UFAI): Toward Multidimensional and Context-Aware Forecast Evaluation," MPRA Paper, University Library of Munich, Germany, number 127449, Dec.
- Giovanni Ballarin & Lyudmila Grigoryeva & Yui Ching Li, 2025, "From Many Models, One: Macroeconomic Forecasting with Reservoir Ensembles," Papers, arXiv.org, number 2512.13642, Dec, revised Jan 2026.
- Kyriakopoulou, Dimitra, 2025, "A Shrinkage Factor-Augmented VAR for High-Dimensional Macro–Fiscal Dynamics," MPRA Paper, University Library of Munich, Germany, number 127158, Dec.
- Sayed Akif Hussain & Chen Qiu-shi & Syed Amer Hussain & Syed Atif Hussain & Asma Komal & Muhammad Imran Khalid, 2026, "Improving Financial Forecasting with a Synergistic LLM-Transformer Architecture: A Hybrid Approach to Stock Price Prediction," Papers, arXiv.org, number 2601.02878, Jan.
- Chu-An Liu & Andrey L. Vasnev, 2026, "Corrected Forecast Combinations," Papers, arXiv.org, number 2601.09999, Jan.
- Nuno Silva, 2025, "On the measurement and forecasting of sales volatility: is the quantile approach better?," Working Papers, Banco de Portugal, Economics and Research Department, number w202525.
- Gongao Zhang & Haijiang Zeng & Lu Jiang, 2026, "Uni-FinLLM: A Unified Multimodal Large Language Model with Modular Task Heads for Micro-Level Stock Prediction and Macro-Level Systemic Risk Assessment," Papers, arXiv.org, number 2601.02677, Jan.
- Gómez García Facundo Gonzalo & Manzano Quiroga Jeremías Ángel & Bernasconi María Sol, 2025, "Ask, Think, Predict: LLM-Based Nowcasting of Argentina’s GDP," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4806, Dec.
- Bloom, Nicholas & Kawakubo, Taka & Meng, Charlotte & Mizen, Paul & Riley, Rebecca & Senga, Tatsuro & Van Reenen, John, 2025, "Do well managed firms make better forecasts?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130291, Dec.
- Pablo Hidalgo & Julio E. Sandubete & Agust'in Garc'ia-Garc'ia, 2025, "Explainable Prediction of Economic Time Series Using IMFs and Neural Networks," Papers, arXiv.org, number 2512.12499, Dec.