Report NEP-FOR-2018-07-09
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:
- Steffen Q. Mueller, 2018. "Pre- and within-season attendance forecasting in Major League Baseball: A random forest approach," Working Papers 065, Chair for Economic Policy, University of Hamburg.
- Fortin, Alain-Philippe & Simonato, Jean-Guy & Dionne, Georges, 2018. "Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?," Working Papers 18-4, HEC Montreal, Canada Research Chair in Risk Management, revised 25 Jun 2021.
- Yen H. Lok, 2018. "On the backtesting of trading strategies," 2018 Papers plo493, Job Market Papers.