Report NEP-FOR-2026-05-18

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.

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Other reports in NEP-FOR

The following items were announced in this report:

• Marc-Oliver Pohle & Tanja Zahn & Sebastian Lerch, 2026, "Uncertainty Quantification in Forecast Comparisons," Papers, arXiv.org, number 2605.03997, May.
• Fusheng Luo & H'elyette Geman, 2026, "Yield Curves Dynamics Using Variational Autoencoders Under No-arbitrage," Papers, arXiv.org, number 2605.12764, May.
• Christian P. Fries, 2026, "Replication-Consistent Liquidity Forecasting for Derivatives -- Forward Funding Sensitivities and a Liquidity Valuation Adjustment for Settlement Lags," Papers, arXiv.org, number 2605.00862, Apr.
• Qitong Chen & Shuwen Lai, 2026, "Self-normalized tests for multistep conditional predictive ability," Papers, arXiv.org, number 2605.07404, May.
• Klaus Wohlrabe & Stefan Sauer, 2026, "The ifo Business Climate Index for Germany: A Vintage Dataset," CESifo Working Paper Series, CESifo, number 12665.
• Yangzhou Chen & Shuaida He & Xin Chen, 2026, "Large-Scale Asset Selection via Metric Dependence with Enriched High Frequency Information," Papers, arXiv.org, number 2605.02326, May, revised May 2026.