Report NEP-FOR-2022-07-11

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, or Bluesky.

Other reports in NEP-FOR

The following items were announced in this report:

• Ryan Zischke & Gael M. Martin & David T. Frazier & Donald S. Poskitt, 2022. "The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts," Monash Econometrics and Business Statistics Working Papers 6/22, Monash University, Department of Econometrics and Business Statistics.
• Bjoern Schulte-Tillman & Mawuli Segnon & Bernd Wilfling, 2022. "Financial-market volatility prediction with multiplicative Markov-switching MIDAS components," CQE Working Papers 9922, Center for Quantitative Economics (CQE), University of Muenster.
• Syed Abul, Basher & Perry, Sadorsky, 2022. "Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?," MPRA Paper 113293, University Library of Munich, Germany.
• Luca Mattia Rolla & Alessandro Giovannelli, 2022. "The Forecasting performance of the Factor model with Martingale Difference errors," Papers 2205.10256, arXiv.org, revised Jun 2023.
• German Rodikov & Nino Antulov-Fantulin, 2022. "Volatility-inspired $\sigma$-LSTM cell," Papers 2205.07022, arXiv.org.
• Surbhi Bhatia & Manish K. Singh, 2022. "Fifty years since Altman (1968): Performance of financial distress prediction models," Working Papers 12, xKDR.
• Hajdini, Ina & Kurmann, Andre, 2022. "Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts," School of Economics Working Paper Series 2022-5, LeBow College of Business, Drexel University.
• George Kapetanios & Fotis Papailias, 2022. "Real Time Indicators During the COVID-19 Pandemic Individual Predictors & Selection," Economic Statistics Centre of Excellence (ESCoE) Technical Reports ESCOE-TR-15, Economic Statistics Centre of Excellence (ESCoE).
• Nicole Koenigstein, 2022. "Dynamic and Context-Dependent Stock Price Prediction Using Attention Modules and News Sentiment," Papers 2205.01639, arXiv.org.
• George Kapetanios & Fotis Papailias, 2022. "An Evaluation Framework for Targeted Indicators Aggregates vs. Disaggregates," Economic Statistics Centre of Excellence (ESCoE) Technical Reports ESCOE-TR-17, Economic Statistics Centre of Excellence (ESCoE).
• Philipp Ratz, 2022. "Nonparametric Value-at-Risk via Sieve Estimation," Papers 2205.07101, arXiv.org.
• Dimitar Haralampiev Popov, 2022. "SME Viability Assessment Methodology: Combining Altman's Z-Score with Big Data," Bulgarian Economic Papers bep-2022-04, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Jun 2022.
• Nick Arnosti, 2022. "A Continuum Model of Stable Matching With Finite Capacities," Papers 2205.12881, arXiv.org.
• Joop Age Harm Adema & Cevat Giray Aksoy & Panu Poutvaara, 2022. "Mobile Internet Access and the Desire to Emigrate," CESifo Working Paper Series 9758, CESifo.
• Thomas Epper & Ernst Fehr & Kristoffer Balle Hvidberg & Claus Thustrup Kreiner & Soren Leth-Petersen & Gregers Nytoft Rasmussen, 2022. "Preferences predict who commits crime among young men," Post-Print hal-03550163, HAL.
• Johannes S. Kunz & Carol Propper, 2022. "Is Hospital Quality Predictive of Pandemic Deaths? Evidence from US Counties," Papers 2022-01, Centre for Health Economics, Monash University.