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Report NEP-FOR-2026-03-16
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:
- Niko Hauzenberger Massimiliano Marcellino Michael Pfarrhofer Anna Stelzer, 2026, "Direct Gaussian Process Predictive Regressions with Mixed Frequency Data," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 26265.
- Dehao Dai & Ding Ma & Dou Liu & Kerui Geng & Yiqing Wang, 2026, "Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction," Papers, arXiv.org, number 2603.11408, Mar, revised Mar 2026.
- Jing Liu & Maria Grith & Xiaowen Dong & Mihai Cucuringu, 2026, "A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting," Papers, arXiv.org, number 2603.10559, Mar, revised Apr 2026.
- Adir Saly-Kaufmann & Kieran Wood & Jan Peter-Calliess & Stefan Zohren, 2026, "Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance," Papers, arXiv.org, number 2603.01820, Mar.
- Montes-Galdón, Carlos & Paredes, Joan & Wolf, Elias, 2026, "A robust approach to tilting: parametric relative entropy," Working Paper Series, European Central Bank, number 3200, Mar.
- Yinhuan Li & Chenxin Lyu & Ruodu Wang, 2026, "Adaptive Window Selection for Financial Risk Forecasting," Papers, arXiv.org, number 2603.01157, Mar, revised May 2026.
- Kurt G. Lunsford & Kenneth D. West, 2026, "An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 34904, Feb.
- Francis X. Diebold & Aaron Mora & Minchul Shin, 2026, "On the Wisdom of Crowds (of Economists)," Working Papers, Federal Reserve Bank of Philadelphia, number 26-14, Mar, DOI: 10.21799/frbp.wp.2026.14.
- Carlos Montes-Galdón & Joan Paredes & Elias Wolf, 2026, "A robust approach to tilting: parametric relative entropy," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 2/2026, Feb.
- Yutong Yan & Raphael Tang & Zhenyu Gao & Wenxi Jiang & Yao Lu, 2026, "DatedGPT: Preventing Lookahead Bias in Large Language Models with Time-Aware Pretraining," Papers, arXiv.org, number 2603.11838, Mar.
- Sam Babichenko, 2026, "Forecasting and Manipulating the Forecasts of Others," Papers, arXiv.org, number 2603.12140, Mar, revised May 2026.
- Elisabeth Grewenig & Klaus Gründler & Philipp Lergetporer & Niklas Potrafke & Katharina Werner & Helen Zeidler, 2026, "Expertise and Prediction Accuracy," CESifo Working Paper Series, CESifo, number 12522.
- Chia Yean Lim, 2026, "Short-Term Stock Price Prediction Based on Single and Stacking Machine Learning Models," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number gjbssr674, Mar, DOI: https://doi.org/10.35609/gjbssr.202.
- Chiara Casoli & Riccardo Lucchetti, 2026, "A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters," Working Papers, Fondazione Eni Enrico Mattei, number 2026.03, Jan.
- Ахмет Алишер // Alisher Akhmet, 2026, "Прогнозирование ВВП Казахстана на основе динамической факторной модели с регуляризацией // Forecasting Kazakhstan’s GDP Based on a Dynamic Factor Model with Regularization," Working Papers, National Bank of Kazakhstan, number #2026-1.