NEP-FOR: Forecasting
@repec-nep-for.bsky.social
The latest working papers from RePEc. NEP report FOR (Forecasting)
https://nep.repec.org/
https://nep.repec.org/
The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets: Ciaran O'Connor; Mohamed Bahloul; Steven Prestwich; Andrea Visentin
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December 2, 2025 at 12:45 PM
The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets: Ciaran O'Connor; Mohamed Bahloul; Steven Prestwich; Andrea Visentin
Standard and comparative e-backtests for general risk measures: Zhanyi Jiao; Qiuqi Wang; Yimiao Zhao
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December 1, 2025 at 9:45 PM
Standard and comparative e-backtests for general risk measures: Zhanyi Jiao; Qiuqi Wang; Yimiao Zhao
The Beige Book’s Value for Forecasting Recessions: Mary A. Burke; Nathaniel R. Nelson
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December 1, 2025 at 8:45 PM
The Beige Book’s Value for Forecasting Recessions: Mary A. Burke; Nathaniel R. Nelson
ChatGPT in Systematic Investing - Enhancing Risk-Adjusted Returns with LLMs: Nikolas Anic; Andrea Barbon; Ralf Seiz; Carlo Zarattini
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December 1, 2025 at 7:45 PM
ChatGPT in Systematic Investing - Enhancing Risk-Adjusted Returns with LLMs: Nikolas Anic; Andrea Barbon; Ralf Seiz; Carlo Zarattini
What 200 Years of Data Tell Us About the Predictive Variance of Long-Term Bonds: Pasquale Della Corte; Can Gao; Daniel P. A. Preve; Giorgio Valente
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December 1, 2025 at 6:45 PM
What 200 Years of Data Tell Us About the Predictive Variance of Long-Term Bonds: Pasquale Della Corte; Can Gao; Daniel P. A. Preve; Giorgio Valente
Is Inflation Driven by Aggregate or Sectoral Output Gaps?: James Morley; Jieying Zhang
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December 1, 2025 at 5:45 PM
Is Inflation Driven by Aggregate or Sectoral Output Gaps?: James Morley; Jieying Zhang
Fast and Slow Level Shifts in Intraday Stochastic Volatility: Martins, Igor F. B. Martins; Virbickaitè, Audronè; Nguyen, Hoang; Hedibert, Freitas Lopes
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December 1, 2025 at 4:45 PM
Fast and Slow Level Shifts in Intraday Stochastic Volatility: Martins, Igor F. B. Martins; Virbickaitè, Audronè; Nguyen, Hoang; Hedibert, Freitas Lopes
The Not So Quiet Revolution: signal and noise in central bank communication: Leonardo N. Ferreira; Caio Garzeri; Diogo Guillen; Antônio Lima; Victor Monteiro
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December 1, 2025 at 3:45 PM
The Not So Quiet Revolution: signal and noise in central bank communication: Leonardo N. Ferreira; Caio Garzeri; Diogo Guillen; Antônio Lima; Victor Monteiro
Sustainability in LSTM Price Prediction for Portfolio Optimization in European Market: Ardelia L. Amardana; Diana Barro; Marco Corazza
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December 1, 2025 at 2:45 PM
Sustainability in LSTM Price Prediction for Portfolio Optimization in European Market: Ardelia L. Amardana; Diana Barro; Marco Corazza
Words Matter: Forecasting Economic Downside Risks with Corporate Textual Data
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December 1, 2025 at 1:45 PM
Words Matter: Forecasting Economic Downside Risks with Corporate Textual Data
BondBERT: What we learn when assigning sentiment in the bond market: Toby Barter; Zheng Gao; Eva Christodoulaki; Jing Chen; John Cartlidge
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December 1, 2025 at 12:45 PM
BondBERT: What we learn when assigning sentiment in the bond market: Toby Barter; Zheng Gao; Eva Christodoulaki; Jing Chen; John Cartlidge
Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction: So-Yoon Cho; Jin-Young Kim; Kayoung Ban; Hyeng Keun Koo; Hyun-Gyoon Kim
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December 1, 2025 at 11:45 AM
Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction: So-Yoon Cho; Jin-Young Kim; Kayoung Ban; Hyeng Keun Koo; Hyun-Gyoon Kim
Daily Forecasting for Annual Time Series Datasets Using Similarity-Based Machine Learning Methods: A Case Study in the Energy Market
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December 1, 2025 at 10:45 AM
Daily Forecasting for Annual Time Series Datasets Using Similarity-Based Machine Learning Methods: A Case Study in the Energy Market
Bitcoin Forecasting with Classical Time Series Models on Prices and Volatility: Anmar Kareem; Alexander Aue
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December 1, 2025 at 9:45 AM
Bitcoin Forecasting with Classical Time Series Models on Prices and Volatility: Anmar Kareem; Alexander Aue
The International Monetary System in the Last and Next 20 Years Redux: Barry Eichengreen; Raul Razo-Garcia
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November 28, 2025 at 9:45 PM
The International Monetary System in the Last and Next 20 Years Redux: Barry Eichengreen; Raul Razo-Garcia
ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs: Nikolas Anic; Andrea Barbon; Ralf Seiz; Carlo Zarattini
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November 28, 2025 at 8:45 PM
ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs: Nikolas Anic; Andrea Barbon; Ralf Seiz; Carlo Zarattini
Risk Scenarios and Macroeconomic Forecasts: Kevin Moran; Dalibor Stevanovic; Stéphane Surprenant
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November 28, 2025 at 7:45 PM
Risk Scenarios and Macroeconomic Forecasts: Kevin Moran; Dalibor Stevanovic; Stéphane Surprenant
Budget Forecasting and Integrated Strategic Planning for Leaders
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November 28, 2025 at 6:45 PM
Budget Forecasting and Integrated Strategic Planning for Leaders
Understanding Carbon Trade Dynamics: A European Union Emissions Trading System Perspective
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November 28, 2025 at 5:45 PM
Understanding Carbon Trade Dynamics: A European Union Emissions Trading System Perspective
Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles
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November 28, 2025 at 4:45 PM
Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles
TABL-ABM: A Hybrid Framework for Synthetic LOB Generation: Ollie Olby; Rory Baggott; Namid Stillman
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November 28, 2025 at 3:45 PM
TABL-ABM: A Hybrid Framework for Synthetic LOB Generation: Ollie Olby; Rory Baggott; Namid Stillman
Diffusion Index Forecast with Tensor Data: Bin Chen; Yuefeng Han; Qiyang Yu
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November 28, 2025 at 2:45 PM
Diffusion Index Forecast with Tensor Data: Bin Chen; Yuefeng Han; Qiyang Yu
Technical Analysis Meets Machine Learning: Bitcoin Evidence: Jos\'e \'Angel Islas Anguiano; Andr\'es Garc\'ia-Medina
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November 28, 2025 at 1:45 PM
Technical Analysis Meets Machine Learning: Bitcoin Evidence: Jos\'e \'Angel Islas Anguiano; Andr\'es Garc\'ia-Medina
Título del Documento en Inglés
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November 28, 2025 at 12:45 PM
Título del Documento en Inglés
Modeling Hawkish-Dovish Latent Beliefs in Multi-Agent Debate-Based LLMs for Monetary Policy Decision Classification: Kaito Takano; Masanori Hirano; Kei Nakagawa
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November 28, 2025 at 11:45 AM
Modeling Hawkish-Dovish Latent Beliefs in Multi-Agent Debate-Based LLMs for Monetary Policy Decision Classification: Kaito Takano; Masanori Hirano; Kei Nakagawa