NEP-FOR: Forecasting

EXFormer: A Multi-Scale Trend-Aware Transformer with Dynamic Variable Selection for Foreign Exchange Returns Prediction: Zhenpeng Tang

Forecasting with log-linear (S)VAR models: Incorporating annual growth rate conditions: Roth, Markus

A Real-Time Framework for Forecasting Metal Prices: Lorenzo Tonni

Revisiting exchange rate predictability: Does machine learning help?: Melanie Guldi

Density Forecast Transformations: Florens Odendahl

Overreaction in Expectations under Signal Extraction: Experimental Evidence: Donghoon Yoo

Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning: Xiaowei Zhang

Are the Bank of Korea's Inflation Forecasts Biased Toward the Target?: Seojeong Lee

Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data: Holger Dette

A Test of Lookahead Bias in LLM Forecasts: Yutong Yan

Forward-Oriented Causal Observables for Non-Stationary Financial Markets: Lucas A. Souza

Hybrid Quantum-Classical Ensemble Learning for S\&P 500 Directional Prediction: Abraham Itzhak Weinberg

Quantitative Financial Modeling for Sri Lankan Markets: Approach Combining NLP, Clustering and Time-Series Forecasting: Linuk Perera

Risk-Aware Financial Forecasting Enhanced by Machine Learning and Intuitionistic Fuzzy Multi-Criteria Decision-Making: Mahmut Bayda\c{s}

A Real-Time Framework for Forecasting Metal Prices: Lorenzo Tonni

Ultimate Forward Rate Prediction and its Application to Bond Yield Forecasting: A Machine Learning Perspective: Yi Hong

Nowcasting GCC GDP: A Machine Learning Solution for Enhanced Non-Oil GDP Prediction: Tongfang Yuan

Sentiment and Uncertainty Indices from economic news in Colombia: Dora Alicia Mora-Pérez

From Tweets to Transactions: High-Frequency Inflation Expectations, Consumption, and Stock Returns: Sascha Steffen

The Nonstationarity-Complexity Tradeoff in Return Prediction: Jiacheng Zou

Panel Coupled Matrix-Tensor Clustering Model with Applications to Asset Pricing: Jiayan Li

Machine learning models for predicting catastrophe bond coupons using climate data: Krzysztof Burnecki

Forecasts of Period-average Exchange Rates: Insights from Real-time Daily Data: Stephen Snudden

Market Returns Dormant in Options Panels: Joon Park

Adaptive Weighted Genetic Algorithm-Optimized SVR for Robust Long-Term Forecasting of Global Stock Indices for investment decisions: Mohit Beniwal

Bayesian Modeling for Uncertainty Management in Financial Risk Forecasting and Compliance: Lisan Al Amin

Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions: Jose M. Amigo

Who’s on FIRE? Household characteristics and the formation of inflation expectations: Richhild Moessner

Learning from crises: A new class of time-varying parameter VARs with observable adaptation: Dimitris Korobilis

An Imbalance-Robust Evaluation Framework for Extreme Risk Forecasts: Sotirios D. Nikolopoulos