Report NEP-FOR-2026-10-12
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:
- Maya Kodeih & Aliaa Alnaggar & Mucahit Cevik, 2026, "Forecasting Intraday USD/CAD Exchange Rate with News-Derived Monetary-Policy Signals," Papers, arXiv.org, number 2609.32773, Sep.
- Freddy García-Albán & Manuel González-Astudillo, 2026, "Bells and Whistles of Nowcasting Models: Which Matter and When?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-068, Oct, DOI: 10.17016/FEDS.2026.068.
- Tae-Hwy Lee & Daanish Padha, 2026, "Forecasting Using Supervised Factors and Idiosyncratic Elements," Working Papers, University of California at Riverside, Department of Economics, number 202607, Oct.
- Lenza, Michele & Marchini, Claudia, 2026, "Forecasting wages with local linear forests," Working Paper Series, European Central Bank, number 3291, Oct.
- David Schaurecker & Lasse B. Strand & Kevin O'Sullivan & Robert Jakob, 2026, "Event History Over Scale: Compact Transformers for Low-Latency Limit Order Book Forecasting," Papers, arXiv.org, number 2610.02917, Oct.
- Feras A. Saad & Todd B. Walker, 2026, "Probabilistic Seasonality," Papers, arXiv.org, number 2609.36280, Sep.
- Anna B. Schmidt, 2026, "Bayesian Machine Learning Methods For Large Scale Demand Estimation," Papers, arXiv.org, number 2610.08409, Oct.
- Md Rezwanul Islam & Wael Mohammed, 2026, "Global tree forecasters collapse at the hierarchical aggregate: a five-panel failure characterization," Papers, arXiv.org, number 2609.27912, Aug.
- Junyi Ye, 2026, "Can You Delete a Year of Market Data? Machine Unlearning Against Exact Retraining Oracles," Papers, arXiv.org, number 2609.26242, Aug.
- Mehrdad Pournaderi, 2026, "Calibrated Order-Randomized Rosenblatt Tests," Papers, arXiv.org, number 2609.37477, Sep.
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