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Report NEP-FOR-2021-10-11
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.
Other reports in NEP-FOR
The following items were announced in this report:
- Jianying Xie, 2021. "A New Multivariate Predictive Model for Stock Returns," Papers 2110.01873, arXiv.org.
- Shijia Song & Handong Li, 2021. "Value-at-Risk forecasting model based on normal inverse Gaussian distribution driven by dynamic conditional score," Papers 2110.02492, arXiv.org.
- Andrey Davydenko & Paul Goodwin, 2021. "Bewertung der Verzerrung von Punktprognosen über mehrere Zeitreihen hinweg: Maßnahmen und visuelle Werkzeuge [Assessing point forecast bias across multiple time series: Measures and visual tools]," Post-Print hal-03359179, HAL.
- Shijia Song & Handong Li, 2021. "A Method for Predicting VaR by Aggregating Generalized Distributions Driven by the Dynamic Conditional Score," Papers 2110.02953, arXiv.org.
- K. S. Naik, 2021. "Predicting Credit Risk for Unsecured Lending: A Machine Learning Approach," Papers 2110.02206, arXiv.org.