Report NEP-FOR-2026-10-19

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:

• Samuel N. Cohen & Giulia Mantoan & Lars Nesheim & Ã ureo de Paula & Arthur Turrell & Lingyi Yang, 2026, "Nowcasting using regression on signatures," CeMMAP working papers, Institute for Fiscal Studies, number 17/26, Oct, DOI: 10.47004/wp.cem.2026.1726.
• Oecd, 2026, "Nowcasting the distribution of disposable income: A microsimulation framework enhanced by machine learning," OECD Papers on Well-being and Inequalities, OECD Publishing, number 41, Oct, DOI: 10.1787/b02cdd40-en.
• Hunter Ng & Yubo Tao, 2026, "Vine Copula VAR:From Recursive Margins to Joint Forecast Inference," Papers, arXiv.org, number 2610.07589, Oct, revised Oct 2026.
• Antoine A. Djogbenou, 2026, "Rolling Window Selection in FAR Models with Structural Instabilities," Papers, arXiv.org, number 2610.12025, Oct.
• Stephen Snudden & Quinlan Lee, 2026, "Implementing mixed-data sampling models for temporal sampling and aggregation in Stata," 2026 Stata Conference, Stata Users Group, number 23, Oct.
• Mateusz Buczy'nski & Micha{l} Wo'zniak & Konrad Kaczy'nski & Anna Wr'oblewska & Sebastian Kuk, 2026, "Deep Learning vs. Statistical Models for Multi-Horizon Price Forecasting of Second-Hand Electronics: A Systematic Benchmark," Papers, arXiv.org, number 2610.10727, Oct.
• Aashish Bohra & Lokendra Vishwakarm, 2026, "DSTNet: Dynamic Spectral Trajectory Network for Causal Multi-Horizon Financial Forecasting," Papers, arXiv.org, number 2610.09654, Oct.
• Yizhi Luo & Jiahe Yi & Jianhui Zhang & Shuo Sun, 2026, "STOCK-JEPA: Prior-Anchored Latent Revision Representation Learning in Equity Markets," Papers, arXiv.org, number 2610.07006, Oct.
• Anjali Thawait, 2026, "Latent Continuum of Regimes in Limit Order Book Dynamics," Papers, arXiv.org, number 2610.05740, Oct, revised Oct 2026.
• Zhuohan Wang & Carmine Ventre, 2026, "FactorBench: A Portfolio-Aware Benchmark for Automated Factor Mining," Papers, arXiv.org, number 2610.06947, Oct.
• Yanzheng Jin & Pengyang Shao & Yunshan Ma & Haowen Pan & Naixin Zhai & Chen-Hui Song & Fei Shen & Kenji Kawaguchi, 2026, "AlphaPADI: Formulaic Alpha Discovery via Pool-Aware Hierarchical Discrete Diffusion," Papers, arXiv.org, number 2610.04959, Oct, revised Oct 2026.