Report NEP-FOR-2022-03-14

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:

• Fabio Calonaci & George Kapetanios & Simon Price, 2022. "Stock returns predictability with unstable predictors," CAMA Working Papers 2022-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ogulcan E. Orsel & Sasha S. Yamada, 2022. "Comparative Study of Machine Learning Models for Stock Price Prediction," Papers 2202.03156, arXiv.org.
• Pincheira, Pablo & Hardy, Nicolas, 2022. "Correlation Based Tests of Predictability," MPRA Paper 112014, University Library of Munich, Germany.
• Udenio, Maximiliano & Vatamidou, Eleni & Fransoo, Jan C., 2023. "Exponential smoothing forecasts: Taming the Bullwhip Effect when demand is seasonal," Other publications TiSEM 8fca6329-83b9-4a49-a2aa-e, Tilburg University, School of Economics and Management.