OOIR: Observatory of International Research

Papers

(The H4-Index of International Journal of Forecasting is 37. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-05-01 to 2026-05-01.)

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	685
FRED-SD: A real-time database for state-level data with forecasting applications	347
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	217
Systemic bias of IMF reserve and debt forecasts for program countries	215
FFORMPP: Feature-based forecast model performance prediction	203
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	146
Fan charts 2.0: Flexible forecast distributions with expert judgement	96
Survey density forecast comparison in small samples	96
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	94
Adaptively aggregated forecast for exponential family panel model	89
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	86
An overview of the effects of algorithm use on judgmental biases affecting forecasting	71
A survey of models and methods used for forecasting when investing in financial markets	70
The profitability of lead–lag arbitrage at high frequency	65
Tree-based heterogeneous cascade ensemble model for credit scoring	63
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	61
Weekly economic activity: Measurement and informational content	61
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	60
Responses to the discussions and commentaries of the M5 Special Issue	59
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	58
Multi-population mortality projection: The augmented common factor model with structural breaks	58
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	57
Too similar to combine? On negative weights in forecast combination	54
Forecasting intermittent time series with Gaussian Processes and Tweedie likelihood	52
Fundamental determinants of exchange rate expectations	52

A time-varying skewness model for Growth-at-Risk	51
The decrease in confidence with forecast extremity	47
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	47
Editorial Board	46
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	46
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	45
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	44
Forecasting and policy when “we simply do not know”	43
Improving forecast stability using deep learning	43
Forecasting football results and exploiting betting markets: The case of “both teams to score”	42
Real estate illiquidity and returns: A time-varying regional perspective	41
Improving disaggregated short-term food inflation forecasts with webscraped data	37
Forecasting the equity premium with frequency-decomposed technical indicators	37
Hierarchical forecasting with a top-down alignment of independent-level forecasts	37