This was a short story that belonged to a collection of sci-fi stories. The story is narrated by a woman who is mesmerised with the protagonist and his abilities to anticipate things. In the end, it's revealed that he had the ability to predict the future and ironically commits suicide. I can't recall the name of this collection /volume.
Would also really appreciate name of the author.
Edit: I read this story around 2004-05. It belonged to a book with numerous short sci-fi stories by different authors