NEP-FOR: Forecasting
@repec-nep-for.bsky.social
The latest working papers from RePEc. NEP report FOR (Forecasting)
https://nep.repec.org/
https://nep.repec.org/
Mauritius QPM: A Quarterly Projection Model for the Bank of Mauritius: Marjorie Pampusa; Ashwin Moheeput; Atish Babboo; Rajlukshmee Tengur; Rideema Cunniah; Sharmeen Gariban; Mr. Iaroslav Miller; Shalva Mkhatrishvili; Valeriu Nalban
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November 5, 2025 at 11:45 AM
Mauritius QPM: A Quarterly Projection Model for the Bank of Mauritius: Marjorie Pampusa; Ashwin Moheeput; Atish Babboo; Rajlukshmee Tengur; Rideema Cunniah; Sharmeen Gariban; Mr. Iaroslav Miller; Shalva Mkhatrishvili; Valeriu Nalban
Real-time Hurricane Damage Nowcasts
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November 5, 2025 at 10:45 AM
Real-time Hurricane Damage Nowcasts
Convolutional Attention in Betting Exchange Markets: Rui Gon\c{c}alves; Vitor Miguel Ribeiro; Roman Chertovskih; Ant\'onio Pedro Aguiar
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November 5, 2025 at 9:45 AM
Convolutional Attention in Betting Exchange Markets: Rui Gon\c{c}alves; Vitor Miguel Ribeiro; Roman Chertovskih; Ant\'onio Pedro Aguiar
Nowcasting del PIB argentino a través de un modelo de corrección de errores flexible
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November 5, 2025 at 8:45 AM
Nowcasting del PIB argentino a través de un modelo de corrección de errores flexible
Urban economic resilience after climate disasters: A regional recovery forecasting framework for the Valencia floods: Priscila Espinosa; Priscila Espinosa; Maria Teresa Balaguer-Coll; José Manuel Pavía; Emili Tortosa-Ausina
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November 5, 2025 at 7:45 AM
Urban economic resilience after climate disasters: A regional recovery forecasting framework for the Valencia floods: Priscila Espinosa; Priscila Espinosa; Maria Teresa Balaguer-Coll; José Manuel Pavía; Emili Tortosa-Ausina
A High-Frequency GDP Indicator for Switzerland
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November 5, 2025 at 6:45 AM
A High-Frequency GDP Indicator for Switzerland
Fusing Narrative Semantics for Financial Volatility Forecasting: Yaxuan Kong; Yoontae Hwang; Marcus Kaiser; Chris Vryonides; Roel Oomen; Stefan Zohren
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November 5, 2025 at 5:45 AM
Fusing Narrative Semantics for Financial Volatility Forecasting: Yaxuan Kong; Yoontae Hwang; Marcus Kaiser; Chris Vryonides; Roel Oomen; Stefan Zohren
A three-step machine learning approach to predict market bubbles with financial news
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November 5, 2025 at 4:45 AM
A three-step machine learning approach to predict market bubbles with financial news
Prediction Intervals for Model Averaging: Zhongjun Qu; Wendun Wang; Xiaomeng Zhang
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November 5, 2025 at 3:45 AM
Prediction Intervals for Model Averaging: Zhongjun Qu; Wendun Wang; Xiaomeng Zhang
At-Risk Transformation for U.S. Recession Prediction: Rahul Billakanti; Minchul Shin
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November 5, 2025 at 2:45 AM
At-Risk Transformation for U.S. Recession Prediction: Rahul Billakanti; Minchul Shin
A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area: Diana Barro; Antonella Basso; Marco Corazza; Guglielmo Alessandro Visentin
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November 5, 2025 at 1:45 AM
A Neural Network-VAR for Long-Term Forecasting: An Application to Monetary Policy Effects in the Euro Area: Diana Barro; Antonella Basso; Marco Corazza; Guglielmo Alessandro Visentin
A Multi-Layer Machine Learning and Econometric Pipeline for Forecasting Market Risk: Evidence from Cryptoasset Liquidity Spillovers: Yimeng Qiu; Feihuang Fang
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November 5, 2025 at 12:45 AM
A Multi-Layer Machine Learning and Econometric Pipeline for Forecasting Market Risk: Evidence from Cryptoasset Liquidity Spillovers: Yimeng Qiu; Feihuang Fang
Parameter Proliferation in Nowcasting: Issues and Approaches—An Application to Nowcasting China’s Real GDP: Mr. Paul Cashin; Mr. Fei Han; Ivy Sabuga; Jing Xie; Fan Zhang
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November 4, 2025 at 11:45 PM
Parameter Proliferation in Nowcasting: Issues and Approaches—An Application to Nowcasting China’s Real GDP: Mr. Paul Cashin; Mr. Fei Han; Ivy Sabuga; Jing Xie; Fan Zhang
Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network
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November 4, 2025 at 10:45 PM
Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network
Assessing the Role of Global Demand and Supply Shocks in the Recent US Inflation Experience Using a Cross-Country Panel Dataset of Professional Forecasts
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November 3, 2025 at 8:45 PM
Assessing the Role of Global Demand and Supply Shocks in the Recent US Inflation Experience Using a Cross-Country Panel Dataset of Professional Forecasts
Supervised Learning for the Bidding of Grid-Connected Batteries in the Day-Ahead Market: Fabien Sanchez; Ahmed Mohamed; Rémy Rigo-Mariani; Vincent Debusschere
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November 3, 2025 at 7:45 PM
Supervised Learning for the Bidding of Grid-Connected Batteries in the Day-Ahead Market: Fabien Sanchez; Ahmed Mohamed; Rémy Rigo-Mariani; Vincent Debusschere
Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook
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November 3, 2025 at 6:45 PM
Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook
The Bitcoin Price Prediction by Vector Auto-Regression (VAR) Model: Abderraouf Ben Ahmed Mtiraoui; Nadia Slimene; Leila Chemli
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November 3, 2025 at 5:45 PM
The Bitcoin Price Prediction by Vector Auto-Regression (VAR) Model: Abderraouf Ben Ahmed Mtiraoui; Nadia Slimene; Leila Chemli
Forecasting House Prices
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November 3, 2025 at 4:45 PM
Forecasting House Prices
Flexibility without foresight: the predictive limitations of mixture models: Stephane Hess; Sander van Cranenburgh
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November 3, 2025 at 3:45 PM
Flexibility without foresight: the predictive limitations of mixture models: Stephane Hess; Sander van Cranenburgh
The Past and Future of U.S. Structural Change: Compositional Accounting and Forecasting: Andrew T. Foerster; Andreas Hornstein; Pierre-Daniel G. Sarte; Mark W. Watson
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November 3, 2025 at 2:45 PM
The Past and Future of U.S. Structural Change: Compositional Accounting and Forecasting: Andrew T. Foerster; Andreas Hornstein; Pierre-Daniel G. Sarte; Mark W. Watson
On Model Aggregation and Forecast Combination: Nikolay Gospodinov; Esfandiar Massoumi
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November 3, 2025 at 1:45 PM
On Model Aggregation and Forecast Combination: Nikolay Gospodinov; Esfandiar Massoumi
Enhancing OHLC Data with Timing Features: A Machine Learning Evaluation
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November 3, 2025 at 12:45 PM
Enhancing OHLC Data with Timing Features: A Machine Learning Evaluation
RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets: Yiyao Zhang; Diksha Goel; Hussain Ahmad; Claudia Szabo
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November 3, 2025 at 11:45 AM
RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets: Yiyao Zhang; Diksha Goel; Hussain Ahmad; Claudia Szabo
Orderbook Feature Learning and Asymmetric Generalization in Intraday Electricity Markets: Runyao Yu; Ruochen Wu; Yongsheng Han; Jochen L. Cremer
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November 3, 2025 at 10:45 AM
Orderbook Feature Learning and Asymmetric Generalization in Intraday Electricity Markets: Runyao Yu; Ruochen Wu; Yongsheng Han; Jochen L. Cremer