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Report NEP-FOR-2026-08-31
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:
- Charisios Grivas & Mikkel Mandrup & Orimar Sauri, 2026, "A Comparison of High-Dimensional Variable Selection Procedures for Electricity Spot Price Forecasting," Papers, arXiv.org, number 2608.09213, Aug.
- Jeron Tan Kang, 2026, "Yield Curve Prediction with Machine Learning: Forecasting Approaches and the Role of Macroeconomic Predictors," Papers, arXiv.org, number 2608.07536, Jul.
- Thomas R. Cook & Mariia Dzholos & Johannes Matschke, 2026, "Introducing Trimmed Imports and Exports," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 26-08, Aug, DOI: 10.18651/RWP2026-08.
- Rishab Ghosh & Vinay Devarakonda, 2026, "FinBench: Time-Gated Calibration and Uncertainty Benchmarking for Agentic Financial Forecasting," Papers, arXiv.org, number 2607.16229, Jun.
- Ulrich Hounyo & Zhendong Li, 2026, "Supervised Mixed-Frequency Learning for Macro-Financial Forecasting When Factors are Weak," Papers, arXiv.org, number 2608.12589, Aug.
- Lifeng Hao & Shaolin Ji, 2026, "Decoupled Probabilistic Forecasting and Arbitrage-Aware Refinement of Implied Volatility Surfaces," Papers, arXiv.org, number 2607.29220, Jul.
- Ekkehardt Bauer & Dirk Hollander & David Scholz & Linus Wolff & Christoph Ostermair & Kyrillus Aiad & Joachim Hasebrook, 2026, "AI-Driven Multiscenario Interest Rate Forecasting: A Proof of Concept for Banking Asset Management," Papers, arXiv.org, number 2608.12424, Aug, revised Aug 2026.
- Aditya Dutta, 2026, "Train Often, Deploy Selectively: Forward-Gated Model Replacement in Crypto Markets," Papers, arXiv.org, number 2607.28577, Jul.
- Kwon, Alexander & Maliar, Lilia, 2024, "Predicting Retirement and Social Security Claiming Decisions using Machine Learning," CEPR Discussion Papers, Centre for Economic Policy Research, number 19198, Jul.
- Amin Izadyar, 2026, "AI and Exchange Rate Predictability," Papers, arXiv.org, number 2608.00761, Aug.
- Kyungsub Lee & Kennedy Titus Kayaki, 2026, "Long-memory GARCH via a two-dimensional Markov chain," Papers, arXiv.org, number 2607.25189, Jul.
- De Polis, Andrea & Galvão, Ana Beatriz & Petrella, Ivan, 2025, "Tracking Weekly Activity using New Data Sources," Discussion Papers, Economic Statistics Centre of Excellence, number escoe-dp-2025-19, Nov.
- Arnaud Garnier & Pierre Marty & Rodica Loisel, 2026, "Modelling the shipping transition: Forecasting merchant fleet emissions to 2050," Post-Print, HAL, number hal-05692446, Sep, DOI: 10.1016/j.trip.2026.102142.
- Peter Cotton, 2026, "Marginally Useful: An Information-Gap Identity in Conformal Prediction," Papers, arXiv.org, number 2608.07479, Jun, revised Aug 2026.