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Report NEP-FOR-2026-03-02
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:
- Harrison Katz, 2026, "Forecasting the Evolving Composition of Inbound Tourism Demand: A Bayesian Compositional Time Series Approach Using Platform Booking Data," Papers, arXiv.org, number 2602.18358, Feb, revised Apr 2026.
- Runyao Yu & Derek W. Bunn & Julia Lin & Jochen Stiasny & Fabian Leimgruber & Tara Esterl & Yuchen Tao & Lianlian Qi & Yujie Chen & Wentao Wang & Jochen L. Cremer, 2026, "Deep Learning for Electricity Price Forecasting: A Review of Day-Ahead, Intraday, and Balancing Electricity Markets," Papers, arXiv.org, number 2602.10071, Feb, revised May 2026.
- Elliot Beck & Franziska Eckert & Linus Kühne & Helge Liebert & Rina Rosenblatt-Wisch, 2026, "Measuring economic outlook in the news," Working Papers, Swiss National Bank, number 2026-04.
- Marc Wildi, 2026, "Forecasting on the Accuracy-Timeliness Frontier: Two Novel `Look Ahead' Predictors," Papers, arXiv.org, number 2602.23087, Feb.
- Robben, Jens & Barigou, Karim, 2025, "A Penalized Distributed Lag Non-Linear Lee-Carter Framework for Regional Weekly Mortality Forecasting," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025016, Sep.
- Lovisa Reiche & Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2026, "Who’s on Fire? Household Characteristics and the Formation of Inflation Expectations," CESifo Working Paper Series, CESifo, number 12450.
- Barigou, Karim & Patten, Melanie & Zhou, Kenneth Q., 2025, "Mortality Modeling and Forecasting with the Actuaries Climate Index," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025017, Oct.
- Piersilvio De Bortoli & Davide Ferrari & Francesco Ravazzolo & Luca Rossini, 2026, "Model selection confidence sets for time series models with applications to electricity load data," Papers, arXiv.org, number 2602.16527, Feb.
- Sumin Kim & Jihoon Kwon & Yoon Kim & Nicole Kagan & Raffi Khatchadourian & Wonbin Ahn & Alejandro Lopez-Lira & Jaewon Lee & Yoontae Hwang & Oscar Levy & Yongjae Lee & Chanyeol Choi, 2026, "Forecasting Future Language: Context Design for Mention Markets," Papers, arXiv.org, number 2602.21229, Feb, revised Feb 2026.
- Yijie Wang & Hao Gao & Campbell R. Harvey & Yan Liu & Xinyuan Tao, 2026, "Machine Learning Meets Markowitz," NBER Working Papers, National Bureau of Economic Research, Inc, number 34861, Feb.
- Doron Avramov & Xin He, 2026, "Stochastic Discount Factors with Cross-Asset Spillovers," Papers, arXiv.org, number 2602.20856, Feb.
- Sumin Kim & Minjae Kim & Jihoon Kwon & Yoon Kim & Nicole Kagan & Joo Won Lee & Oscar Levy & Alejandro Lopez-Lira & Yongjae Lee & Chanyeol Choi, 2026, "LLM as a Risk Manager: LLM Semantic Filtering for Lead-Lag Trading in Prediction Markets," Papers, arXiv.org, number 2602.07048, Feb, revised Feb 2026.
- Mattia Marzi & Tiziano Squartini, 2026, "A Bayesian approach to out-of-sample network reconstruction," Papers, arXiv.org, number 2602.21869, Feb, revised May 2026.
- Marc Schmitt, 2026, "Algorithmic Monitoring: Measuring Market Stress with Machine Learning," Papers, arXiv.org, number 2602.07066, Feb.
- Mustapha Abderrahim & Riad Mansouri & Fatma Zohra Ouail & Sara Abadi & Kenza Elkrim & Mohamed-Fariz Zidane & Mr. Philippe D Karam & Mr. Gyorgy Molnar & Karel Musil & Valeriu Nalban, 2026, "Algeria Macroeconomic Projection Model (AMPM)," IMF Working Papers, International Monetary Fund, number 2026/025, Feb.
- Niakh, Fallou & Bassière, Alicia & Denuit, Michel & Robert, Christian, 2025, "Peer-to-Peer Basis Risk Management for Renewable Production Parametric Insurance," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025007, Apr.
- Denuit, Michel & Trufin, Julien, 2024, "Comparison of predictors’ performance in insurance pricing: testing for Bregman dominance based on Murphy diagrams," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024025, Dec.