Report NEP-FOR-2024-07-22
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:
- Lina Doring & Felix Grumbach & Pascal Reusch, 2024. "Optimizing Sales Forecasts through Automated Integration of Market Indicators," Papers 2406.07564, arXiv.org.
- Natalia Roszyk & Robert Ćlepaczuk, 2024. "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers 2024-13, Faculty of Economic Sciences, University of Warsaw.
- Kejin Wu & Sayar Karmakar & Rangan Gupta, 2024. "GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables," Working Papers 202425, University of Pretoria, Department of Economics.