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Report NEP-FOR-2026-03-30
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:
- Rahul Billakanti & Minchul Shin, 2026, "At-Risk Transformation for U.S. Recession Prediction," Papers, arXiv.org, number 2603.07813, Mar.
- Harris Buchanan & Eric Benhamou, 2026, "E-TRENDS: Enhanced LSTM Trend Forecasting for Equities," Papers, arXiv.org, number 2603.14453, Mar.
- Minchul Shin & Nathan Schor, 2026, "ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics," Papers, arXiv.org, number 2603.07458, Mar.
- Pei-Jun Liao & Hung-Shin Lee & Yao-Fei Cheng & Li-Wei Chen & Hung-yi Lee & Hsin-Min Wang, 2026, "Generalized Stock Price Prediction for Multiple Stocks Combined with News Fusion," Papers, arXiv.org, number 2603.19286, Mar.
- Keonvin Park, 2026, "Joint Return and Risk Modeling with Deep Neural Networks for Portfolio Construction," Papers, arXiv.org, number 2603.19288, Mar.
- Martin Jaraiz, 2026, "Macroeconomic Forecasting from Input-Output Tables Alone: A Darwinian Agent-Based Approach with FIGARO Data," Papers, arXiv.org, number 2603.12412, Mar, revised Mar 2026.
- Mohammad Al Ridhawi & Mahtab Haj Ali & Hussein Al Osman, 2026, "Adaptive Regime-Aware Stock Price Prediction Using Autoencoder-Gated Dual Node Transformers with Reinforcement Learning Control," Papers, arXiv.org, number 2603.19136, Mar, revised Apr 2026.
- Germain, Arnaud & Vrins, Frédéric, 2026, "Clagging: an efficient alternative to bagging," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2026002, Mar.
- Timo Dimitriadis & Marius Puke, 2026, "Statistical Inference for Score Decompositions," Papers, arXiv.org, number 2603.04275, Mar.
- Xiaochun Liu & Richard Luger, 2026, "Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting," Papers, arXiv.org, number 2603.02357, Mar, revised Mar 2026.
- Fatemeh Keivani & Germ`a Coenders & Ge`orgia Escaram'is, 2026, "Adapting Altman's bankruptcy prediction model to the compositional data methodology," Papers, arXiv.org, number 2603.24215, Mar, revised Jun 2026.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2026, "Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202607, Mar.
- James Morley & Jing Tian & Ben Zhe Wang, 2026, "Disagreement over the Nature of Macroeconomic Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-21, Mar.
- Dardati, Evangelina & Laurent, Thibault & Margaretic, Paula & Paredes, Ean & Thomas-Agnan, Christine, 2026, "Accounting for the full distribution of temperature to predict international migration," TSE Working Papers, Toulouse School of Economics (TSE), number 26-1728, Mar.
- Federico Vittorio Cortesi & Giuseppe Iannone & Giulia Crippa & Tomaso Poggio & Pierfrancesco Beneventano, 2026, "Same Error, Different Function: The Optimizer as an Implicit Prior in Financial Time Series," Papers, arXiv.org, number 2603.02620, Mar.