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Report NEP-FOR-2026-04-06
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:
- Pierre Andreoletti, 2026, "Forecast collapse of transformer-based models under squared loss in financial time series," Papers, arXiv.org, number 2604.00064, Mar.
- Nabeel Ahmad Saidd, 2026, "A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments," Papers, arXiv.org, number 2603.16886, Feb.
- Aditya Humnabadkar, 2026, "Network Structure in UK Payment Flows: Evidence on Economic Interdependencies and Implications for Real-Time Measurement," Papers, arXiv.org, number 2604.02068, Apr.
- Alexander Eliseev & Sergei Seleznev, 2026, "Fake Date Tests: Can We Trust In-sample Accuracy of LLMs in Macroeconomic Forecasting?," Bank of Russia Working Paper Series, Bank of Russia, number wps167, Mar.
- Yilin Xiao & Jamie L. Cross, 2026, "Regularized Random Subspace Regressions," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 01/2026, Jan.
- Abdelfatah, Omar Sharafeldin Mohamed, 2026, "AI-Driven Demand Forecasting and Its Impact on Inventory Optimization," SocArXiv, Center for Open Science, number uw57j_v1, Mar, DOI: 10.31219/osf.io/uw57j_v1.
- Sergio Lago Alves & Waldyr Areosa & Carlos Carvalho, 2026, "Beating the "Pros" with a Semi-structural Model of their own Inflation Forecasts," Working Papers Series, Central Bank of Brazil, Research Department, number 643, Apr.
- Hardhik Mohanty & Bhaskar Krishnamachari, 2026, "Do Prediction Markets Forecast Cryptocurrency Volatility? Evidence from Kalshi Macro Contracts," Papers, arXiv.org, number 2604.01431, Apr.
- Demetrio Lacava, 2026, "Modeling and Forecasting Tail Risk Spillovers: A Component-Based CAViaR Approach," Papers, arXiv.org, number 2603.25217, Mar.
- Victor H. Aguiar & Nail Kashaev, 2026, "GARP-EFM: Improving Foundation Models with Revealed Preference Structure," Papers, arXiv.org, number 2603.23993, Mar.
- Kyungsub Lee, 2026, "Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process," Papers, arXiv.org, number 2604.00346, Mar.
- Massimiliano Caporin & Daniele Girolimetto & Emanuele Lopetuso, 2026, "Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective," Papers, arXiv.org, number 2603.17463, Mar, revised Apr 2026.
- Ms. Sunwoo Lee, 2026, "Nowcasting Growth Using the Bayesian Structural Time Series Model: Application to Tanzania," IMF Working Papers, International Monetary Fund, number 2026/049, Mar.
- Ricardo Crisostomo & Diana Mykhalyuk, 2026, "Large Language Models and Stock Investing: Is the Human Factor Required?," Papers, arXiv.org, number 2603.19944, Mar, revised Apr 2026.
- Valter T. Yoshida Jr. & Rafael Schiozer & Alan de Genaro & Toni R.E. dos Santos, 2026, "Forecasting Out-of-Time Credit Scoring Model Risk," Working Papers Series, Central Bank of Brazil, Research Department, number 645, Apr.
- Kris Boudt & Arno De Block & Feliciaan De Palmenaer & Elsa Laura Verbeken, 2026, "Deflating Bank Transaction Data for GDP Nowcasting: Whether and How to Use Inflation Lags," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 26/1139, Mar.
- A. Fernandez-Perez & A.-M. Fuertes & J. Miffre, 2026, "Does speculation in futures markets improve commodity hedging decisions?," Post-Print, HAL, number hal-05563835, Mar, DOI: 10.1287/mnsc.2024.04940.
- Minchul Shin, 2026, "An Auditable AI Agent Loop for Empirical Economics: A Case Study in Forecast Combination," Papers, arXiv.org, number 2603.17381, Mar, revised Mar 2026.
- Illia Donhauzer & Pierluigi Cesana & Tomoyuki Shirai & Yuichi Ikeda, 2026, "Anomaly prediction in XRP price with topological features," Papers, arXiv.org, number 2603.18021, Mar, revised Mar 2026.