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Report NEP-FOR-2026-02-23
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:
- Bouillot, Roland & Candelon, Bertrand & Kool, Clemens, 2025, "Forecasting European Sovereign Spreads using Machine Learning," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025004, Nov.
- Yilin Xiao & Jamie L. Cross, 2026, "Regularized Random Subspace Regressions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-13, Feb.
- Kumar, Labesh, 2026, "The Output Gap: Method Choice, Data Revisions, and Policy Implications," MPRA Paper, University Library of Munich, Germany, number 127829, Jan.
- Mijung Choi & Sung Keun Park, 2025, "Alternative Approaches to Long-term Industrial Forecasting: An Empirical Case Study of Export Demand in the South Korean Materials Sector," Industrial Economic Review, Korea Institute for Industrial Economics and Trade, number 022207.
- Rajat Masiwal & Colin Aitken & Adam Marchakitus & Mayank Gupta & Katherine Kowal & Hamid A. Pahlavan & Tyler Yang & Y. Qiang Sun & Michael Kremer & Amir Jina & William R. Boos & Pedram Hassanzadeh, 2026, "Decision-oriented benchmarking to transform AI weather forecast access: Application to the Indian monsoon," Papers, arXiv.org, number 2602.03767, Feb.
- Müller, Sebastian & Pugachyov, Nikolay & Weigert, Florian, 2026, "Forecasting mutual fund performance: Combining return-based with portfolio holdings-based predictors," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-01.
- Junyu Chen & Tom Boot & Lingwei Kong & Weining Wang, 2026, "Transformer-based CoVaR: Systemic Risk in Textual Information," Papers, arXiv.org, number 2602.12490, Feb.
- Marc Schmitt, 2026, "Taming Tail Risk in Financial Markets: Conformal Risk Control for Nonstationary Portfolio VaR," Papers, arXiv.org, number 2602.03903, Feb.
- Aijie Shu & Wenbin Wu & Gbenga Ibikunle & Fengxiang He, 2026, "DeXposure-FM: A Time-series, Graph Foundation Model for Credit Exposures and Stability on Decentralized Financial Networks," Papers, arXiv.org, number 2602.03981, Feb.
- David Winkelmann & Theresa Elbracht & Jonas Brenker & Arnold Gerzen, 2026, "Discounted Sales of Expiring Perishables: Challenges for Demand Forecasting in Grocery Retail Practice," Papers, arXiv.org, number 2602.04464, Feb.
- Layer, Kira & Gutmayer, Stephanie & Sandmeier, Thorben & Ringger, Jonas & Cermak, Jan & Fichtner, Wolf, 2026, "Analyzing the influence of large-scale weather patterns on renewable energy systems: A review," Working Paper Series in Production and Energy, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP), number 80, DOI: 10.5445/IR/1000190317.
- Maarten Van Besien, 2026, "Reliable Prediction Intervals for Automated Rental Valuations," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 26/1136, Feb.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2026, "Fiscal monitoring with VARs," Working Paper Series, European Central Bank, number 3186, Feb.