International Journal of Forecasting

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	1197
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	520
Adaptively aggregated forecast for exponential family panel model	247
FFORMPP: Feature-based forecast model performance prediction	229
FRED-SD: A real-time database for state-level data with forecasting applications	175
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	135
Fan charts 2.0: Flexible forecast distributions with expert judgement	133
Systemic bias of IMF reserve and debt forecasts for program countries	130
An overview of the effects of algorithm use on judgmental biases affecting forecasting	122
Survey density forecast comparison in small samples	114
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	91
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	75
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	73
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	70
Short-term forecasting of the coronavirus pandemic	68
Forecasting government support in Irish general elections: Opinion polls and structural models	66
A survey of models and methods used for forecasting when investing in financial markets	66
Responses to the discussions and commentaries of the M5 Special Issue	56
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	55
The decrease in confidence with forecast extremity	55
The profitability of lead–lag arbitrage at high frequency	55
Fundamental determinants of exchange rate expectations	54
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	54
Nonparametric expected shortfall forecasting incorporating weighted quantiles	53
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	51

Too similar to combine? On negative weights in forecast combination	49
Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data	49
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	47
Weekly economic activity: Measurement and informational content	46
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	45
Multi-population mortality projection: The augmented common factor model with structural breaks	45
Tree-based heterogeneous cascade ensemble model for credit scoring	44
Macroeconomic data transformations matter	42
A time-varying skewness model for Growth-at-Risk	41
Editorial Board	39
Forecasting football results and exploiting betting markets: The case of “both teams to score”	37
The M5 competition: Conclusions	36
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	36
Improving forecast stability using deep learning	35
Hierarchical forecasting with a top-down alignment of independent-level forecasts	35
Forecasting multiparty by-elections using Dirichlet regression	33
Forecasting the equity premium with frequency-decomposed technical indicators	33
A robust support vector regression model for electric load forecasting	33
Forecasting and policy when “we simply do not know”	32
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	32
Real estate illiquidity and returns: A time-varying regional perspective	32
Forecasting: theory and practice	31
Editorial Board	31
Variability of the Lee–Carter model parameters	30
Editorial Board	29
An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors	29
Sequential optimization three-way decision model with information gain for credit default risk evaluation	27
Nowcasting GDP with a pool of factor models and a fast estimation algorithm	27
Post-script—Retail forecasting: Research and practice	27
Model combinations through revised base rates	27
Exploring the representativeness of the M5 competition data	26
Modelling non-stationary ‘Big Data’	26
Combining forecasts under structural breaks using Graphical LASSO	24
Forecasting South Korea’s presidential election via multiparty dynamic Bayesian modeling	24
Forecasting presidential elections: Accuracy of ANES voter intentions	24
Optimal hierarchical EWMA forecasting	24
When to be discrete: The importance of time formulation in the modeling of extreme events in finance	23
A disaster response model driven by spatial–temporal forecasts	23
Forecasting with trees	23
Forecasting Australian fertility by age, region, and birthplace	23
Retail forecasting: Research and practice	22
Evaluating probabilistic classifiers: The triptych	22
Forecasting corporate default risk in China	22
Network log-ARCH models for forecasting stock market volatility	22
Rejoinder: How to “improve” prediction using behavior modification	22
Forecasting GDP growth rates in the United States and Brazil using Google Trends	22
Forecasting expected shortfall: Should we use a multivariate model for stock market factors?	22
Forecasting crude oil futures market returns: A principal component analysis combination approach	21
The structural Theta method and its predictive performance in the M4-Competition	21
Enhancing capacity planning through forecasting: An integrated tool for maintenance of complex product systems	20

Deep Probabilistic Koopman: Long-term time-series forecasting under periodic uncertainties	20
Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence	19
Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates	19
Targeting predictors in random forest regression	19
Mixed random forest, cointegration, and forecasting gasoline prices	19
A loss discounting framework for model averaging and selection in time series models	19
Spurious relationships in high-dimensional systems with strong or mild persistence	19
Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China	19
Editorial Board	19
Combining forecasts for universally optimal performance	19
M6 investment challenge: The role of luck and strategic considerations	18
Reactions to the Bernanke Review from Bank of England watchers	18
Anticipating humanitarian emergencies with a high risk of conflict-induced displacement	18
Nowcasting U.S. state-level CO2 emissions and energy consumption	18
A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times	17
Temporal Fusion Transformers for interpretable multi-horizon time series forecasting	17
Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement	17
Internal consistency of household inflation expectations: Point forecasts vs. density forecasts	17
Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates	17
A review and comparison of conflict early warning systems	17
Technical analysis, spread trading, and data snooping control	17
False dichotomy alert: Improving subjective-probability estimates vs. raising awareness of systemic risk	16
All forecasters are not the same: Systematic patterns in predictive performance	16
Sparse estimation of dynamic principal components for forecasting high-dimensional time series	16
Discussion of “Thirty years on: A review of the Lee–Carter method for forecasting mortality”	16
Factor-augmented forecasting in big data	15
Forecasting stock market return with anomalies: Evidence from China	15
M5 accuracy competition: Results, findings, and conclusions	15
Partisan bias, attribute substitution, and the benefits of an indirect format for eliciting forecasts and judgments of trend	15
The power of narrative sentiment in economic forecasts	15
Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models	14
Guest Editorial: Food and Agriculture Forecasting	14
Quasi-average predictions and regression to the trend: An application to the M6 financial forecasting competition	14
On forecast stability	14
Forecast value added in demand planning	14
Editorial Board	14
Robust returns ranking prediction and portfolio optimization for M6	13
Guest editorial: Economic forecasting in times of COVID-19	13
Machine learning algorithms for forecasting and backcasting blood demand data with missing values and outliers: A study of Tema General Hospital of Ghana	13
Accelerating peak dating in a dynamic factor Markov-switching model	13
A functional mixture prediction model for dynamically forecasting cumulative intraday returns of crude oil futures	12
Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data	12
Predicting value at risk for cryptocurrencies with generalized random forests	12
Demand forecasting under lost sales stock policies	12
Physics-informed Gaussian process regression for states estimation and forecasting in power grids	12
Predicting monthly biofuel production using a hybrid ensemble forecasting methodology	12
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data	12
Sensitivity and uncertainty in the Lee–Carter mortality model	12
Editorial Board	11
Cross-temporal forecast reconciliation at digital platforms with machine learning	11
Nowcasting with panels and alternative data: The OECD weekly tracker	11
Lee–Carter models: The wider context	11
Embrace the differences: Revisiting the PollyVote method of combining forecasts for U.S. presidential elections (2004 to 2020)	11
Properties of the reconciled distributions for Gaussian and count forecasts	11
Editorial Board	11
The uncertainty track: Machine learning, statistical modeling, synthesis	11
Betting on a buzz: Mispricing and inefficiency in online sportsbooks	11
Relative performance of judgmental methods for forecasting the success of megaprojects	10
Dynamic linear models with adaptive discounting	10
Editorial Board	10
Editorial Board	10
Trust the experts? The performance of inflation expectations, 1960–2023	10
The Lee–Carter method and probabilistic population forecasts	10
The probability conflation: A reply to Tetlock et al.	10
Hierarchical transfer learning with applications to electricity load forecasting	10
A machine learning-based framework for forecasting sales of new products with short life cycles using deep neural networks	10
Improving geopolitical forecasts with 100 brains and one computer	10
Robust recalibration of aggregate probability forecasts using meta-beliefs	9
Probabilistic population forecasting: Short to very long-term	9
Deep switching state space model for nonlinear time series forecasting with regime switching	9
Forecasting electricity prices using bid data	9
Volatility forecasting in European government bond markets	9
Distributional regression and its evaluation with the CRPS: Bounds and convergence of the minimax risk	9
Harry Markowitz: An appreciation	9
SCORE: A convolutional approach for football event forecasting	9
Improving forecasts for heterogeneous time series by “averaging”, with application to food demand forecasts	8
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence	8
Calibration of deterministic NWP forecasts and its impact on verification	8
The impact of the COVID-19 pandemic on business expectations	8
Bayesian herd detection for dynamic data	8

Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting	8
Comparing probabilistic forecasts of the daily minimum and maximum temperature	8
A semi-supervised reject inference framework with hierarchical heterogeneous networks for credit scoring	8
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution	8
Efficiency of poll-based multi-period forecasting systems for German state elections	8
A mixture model for credit card exposure at default using the GAMLSS framework	8
Early Warning Systems for identifying financial instability	8
Forecasting, causality and feedback	8
A projected nonlinear state-space model for forecasting time series signals	7
Emotions and the status quo: The anti-incumbency bias in political prediction markets	7
A new method to assess the degree of information rigidity using fixed-event forecasts	7
The M5 uncertainty competition: Results, findings and conclusions	7
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	7
Asymmetric uncertainty: Nowcasting using skewness in real-time data	7
Crude oil price forecasting incorporating news text	7
Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors	7
Aggregating qualitative district-level campaign assessments to forecast election results: Evidence from Japan	7
Short-term Covid-19 forecast for latecomers	7
Forecasting crude oil market volatility using variable selection and common factor	7
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	7
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach	7
Forecasting adversarial actions using judgment decomposition-recomposition	7
Hierarchical forecasting at scale	7
The RWDAR model: A novel state-space approach to forecasting	7
Parameter-efficient deep probabilistic forecasting	7
Forecast combinations: An over 50-year review	7
The time-varying Multivariate Autoregressive Index model	7
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices	6
Data-based priors for vector error correction models	6
Improving variance forecasts: The role of Realized Variance features	6
Avoiding overconfidence: Evidence from the M6 financial competition	6
A solution for M5 Forecasting - Uncertainty: Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation	6
M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond	6
A copula-based time series model for global horizontal irradiation	6
Do professional forecasters believe in the Phillips curve?	6
Real-time density nowcasts of US inflation: A model combination approach	6
On single point forecasts for fat-tailed variables	6
Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing	6
Anticipating special events in Emergency Department forecasting	6
High-frequency monitoring of growth at risk	6
Do we want coherent hierarchical forecasts, or minimal MAPEs or MAEs? (We won’t get both!)	6
Evaluation of the best M4 competition methods for small area population forecasting	6
Corrigendum to “The behaviour of betting and currency markets on the night of the EU referendum” [Int. J. Forecast. 35 (1) (2018) 371–389]	6
Forecast combination-based forecast reconciliation: Insights and extensions	6
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions	6
LoMEF: A framework to produce local explanations for global model time series forecasts	6
On memory-augmented gated recurrent unit network	5
Humans vs. large language models: Judgmental forecasting in an era of advanced AI	5
COVID-19: Forecasting confirmed cases and deaths with a simple time series model	5
Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach	5
Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts	5
Eliciting expectation uncertainty from private households	5
Modeling high-dimensional unit-root time series	5
Out-of-sample predictability in predictive regressions with many predictor candidates	5
Epidemiological versus meteorological forecasts: Best practice for linking models to policymaking	5
Daily growth at risk: Financial or real drivers? The answer is not always the same	5
Investigating laypeople’s short- and long-term forecasts of COVID-19 infection cycles	5
Evaluating quantile forecasts in the M5 uncertainty competition	5
Transparent modeling of influenza incidence: Big data or a single data point from psychological theory?	5
Predicting/hypothesizing the findings of the M5 competition	5
On the evaluation of hierarchical forecasts	5
Forecasting realized volatility with spillover effects: Perspectives from graph neural networks	5
Robust regression for electricity demand forecasting against cyberattacks	5
Guiding supervisors in artificial intelligence-enabled forecasting: Understanding the impacts of salience and detail on decision-making	5
Real-time inflation forecasting using non-linear dimension reduction techniques	5
Dynamic logistic regression and variable selection: Forecasting and contextualizing civil unrest	5
Back to the present: Learning about the euro area through a now-casting model	4
Forecast reconciliation: A review	4
Cyberattack-resilient load forecasting with adaptive robust regression	4
Likelihood-based inference in temporal hierarchies	4
Bayesian forecasting in economics and finance: A modern review	4
Modeling and predicting failure in US credit unions	4
Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States	4
Outlier-robust methods for forecasting realized covariance matrices	4
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates	4
Special section on credit risk modelling—Guest editorial	4
Distributed ARIMA models for ultra-long time series	4
A multi-task encoder-dual-decoder framework for mixed frequency data prediction	4
ABC-based forecasting in misspecified state space models	4
How local is the local inflation factor? Evidence from emerging European countries	4
Disaggregating VIX	4
Forecasting euro area inflation using a huge panel of survey expectations	4
Guest Editorial: Forecasting for Social Good	4
Service-level anchoring in demand forecasting: The moderating impact of retail promotions and product perishability	4
Book review	4
Conditionally optimal weights and forward-looking approaches to combining forecasts	4
Coupling LSTM neural networks and state-space models through analytically tractable inference	4
Bayesian forecast combination using time-varying features	4
Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model	4
Forecasting in humanitarian operations: Literature review and research needs	3
A data-driven approach to forecasting ground-level ozone concentration	3
Regional heterogeneity and U.S. presidential elections: Real-time 2020 forecasts and evaluation	3
A probabilistic forecast methodology for volatile electricity prices in the Australian National Electricity Market	3
Quantifying subjective uncertainty in survey expectations	3
Forecasting emergency department occupancy with advanced machine learning models and multivariable input	3