Report NEP-FOR-2025-01-13

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:

• Thomas Gaertner & Christoph Lippert & Stefan Konigorski, 2024. "Automated Demand Forecasting in small to medium-sized enterprises," Papers 2412.20420, arXiv.org.
• Faria, Gonçalo & Verona, Fabio, 2024. "Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators," Bank of Finland Research Discussion Papers 14/2024, Bank of Finland.
• Verona, Fabio, 2025. "From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models," Bank of Finland Research Discussion Papers 1/2025, Bank of Finland.
• Francesco Audrino & Jonathan Chassot, 2024. "Hard to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning," Swiss Finance Institute Research Paper Series 24-70, Swiss Finance Institute.
• Kamil {L}. Szyd{l}owski & Jaros{l}aw A. Chudziak, 2024. "Hidformer: Transformer-Style Neural Network in Stock Price Forecasting," Papers 2412.19932, arXiv.org.
• Mohammad R. Jahan-Parvar & Charles Knipp & Pawel J. Szerszen, 2024. "Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components," Finance and Economics Discussion Series 2024-100, Board of Governors of the Federal Reserve System (U.S.).
• Linzenich, Jan & Meunier, Baptiste, 2024. "Nowcasting Made Easier: a toolbox for economists," Working Paper Series 3004, European Central Bank.
• Paul, Joseph R. & Schaffer, Mark E., 2024. "An introduction to conformal inference for economists," Accountancy, Economics, and Finance Working Papers 2024-13, Heriot-Watt University, Department of Accountancy, Economics, and Finance.