International Journal of Forecasting

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	582
Adaptively aggregated forecast for exponential family panel model	262
FRED-SD: A real-time database for state-level data with forecasting applications	252
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	178
An overview of the effects of algorithm use on judgmental biases affecting forecasting	164
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	150
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	140
Fan charts 2.0: Flexible forecast distributions with expert judgement	125
Systemic bias of IMF reserve and debt forecasts for program countries	108
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	79
FFORMPP: Feature-based forecast model performance prediction	79
Survey density forecast comparison in small samples	78
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	77
A survey of models and methods used for forecasting when investing in financial markets	75
The profitability of lead–lag arbitrage at high frequency	75
The decrease in confidence with forecast extremity	66
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	63
Short-term forecasting of the coronavirus pandemic	61
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	61
Fundamental determinants of exchange rate expectations	60
Responses to the discussions and commentaries of the M5 Special Issue	59
Multi-population mortality projection: The augmented common factor model with structural breaks	58
Too similar to combine? On negative weights in forecast combination	54
A time-varying skewness model for Growth-at-Risk	53
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	53

Nonparametric expected shortfall forecasting incorporating weighted quantiles	52
Tree-based heterogeneous cascade ensemble model for credit scoring	50
Weekly economic activity: Measurement and informational content	50
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	50
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	48
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	47
Real estate illiquidity and returns: A time-varying regional perspective	44
Editorial Board	44
Forecasting football results and exploiting betting markets: The case of “both teams to score”	43
Forecasting and policy when “we simply do not know”	42
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	42
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	39
The M5 competition: Conclusions	39
Improving forecast stability using deep learning	38
A robust support vector regression model for electric load forecasting	38
Forecasting the equity premium with frequency-decomposed technical indicators	36
Hierarchical forecasting with a top-down alignment of independent-level forecasts	36
Forecasting: theory and practice	35
Editorial Board	34
An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors	34
Forecasting presidential elections: Accuracy of ANES voter intentions	33
Combining forecasts under structural breaks using Graphical LASSO	33
Nowcasting GDP with a pool of factor models and a fast estimation algorithm	31
Variability of the Lee–Carter model parameters	31
Editorial Board	31
Forecasting South Korea’s presidential election via multiparty dynamic Bayesian modeling	31
Sequential optimization three-way decision model with information gain for credit default risk evaluation	31
Model combinations through revised base rates	30
Optimal hierarchical EWMA forecasting	30
Post-script—Retail forecasting: Research and practice	30
Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24?	29
Exploring the representativeness of the M5 competition data	28
Forecasting Australian fertility by age, region, and birthplace	27
Rejoinder: How to “improve” prediction using behavior modification	27
Evaluating probabilistic classifiers: The triptych	27
A disaster response model driven by spatial–temporal forecasts	26
Forecasting GDP growth rates in the United States and Brazil using Google Trends	26
When to be discrete: The importance of time formulation in the modeling of extreme events in finance	25
The structural Theta method and its predictive performance in the M4-Competition	25
Forecasting crude oil futures market returns: A principal component analysis combination approach	24
Forecasting expected shortfall: Should we use a multivariate model for stock market factors?	24
Deep Probabilistic Koopman: Long-term time-series forecasting under periodic uncertainties	24
Whispers in the oil market: Exploring sentiment and uncertainty insights	24
Network log-ARCH models for forecasting stock market volatility	23
Forecasting corporate default risk in China	23
Retail forecasting: Research and practice	23
Forecasting with trees	23
Enhancing capacity planning through forecasting: An integrated tool for maintenance of complex product systems	23
Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates	22
Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence	22

Editorial Board	22
Portfolio return prediction and risk price heterogeneity	22
Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China	22
Nowcasting U.S. state-level CO2 emissions and energy consumption	21
Targeting predictors in random forest regression	21
A loss discounting framework for model averaging and selection in time series models	21
Forecasting electoral violence	20
M6 investment challenge: The role of luck and strategic considerations	20
Anticipating humanitarian emergencies with a high risk of conflict-induced displacement	20
Internal consistency of household inflation expectations: Point forecasts vs. density forecasts	19
A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times	19
A review and comparison of conflict early warning systems	19
Combining forecasts for universally optimal performance	19
Forecasting stock market return with anomalies: Evidence from China	18
Reactions to the Bernanke Review from Bank of England watchers	18
False dichotomy alert: Improving subjective-probability estimates vs. raising awareness of systemic risk	18
Discussion of “Thirty years on: A review of the Lee–Carter method for forecasting mortality”	17
Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates	17
Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement	17
M5 accuracy competition: Results, findings, and conclusions	16
On forecast stability	16
Technical analysis, spread trading, and data snooping control	16
Quasi-average predictions and regression to the trend: An application to the M6 financial forecasting competition	16
Partisan bias, attribute substitution, and the benefits of an indirect format for eliciting forecasts and judgments of trend	16
The power of narrative sentiment in economic forecasts	16
Forecast value added in demand planning	16
All forecasters are not the same: Systematic patterns in predictive performance	16
Accelerating peak dating in a dynamic factor Markov-switching model	15
Editorial Board	15
Robust returns ranking prediction and portfolio optimization for M6	15
Guest editorial: Economic forecasting in times of COVID-19	15
Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data	15
Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models	15
A functional mixture prediction model for dynamically forecasting cumulative intraday returns of crude oil futures	14
Predicting monthly biofuel production using a hybrid ensemble forecasting methodology	14
Demand forecasting under lost sales stock policies	14
Sensitivity and uncertainty in the Lee–Carter mortality model	14
Machine learning algorithms for forecasting and backcasting blood demand data with missing values and outliers: A study of Tema General Hospital of Ghana	14
Factor-augmented forecasting in big data	14
Predicting value at risk for cryptocurrencies with generalized random forests	14
Properties of the reconciled distributions for Gaussian and count forecasts	13
Trust the experts? The performance of inflation expectations, 1960–2023	13
Guest Editorial: Food and Agriculture Forecasting	13
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data	13
Physics-informed Gaussian process regression for states estimation and forecasting in power grids	13
Lee–Carter models: The wider context	13
The uncertainty track: Machine learning, statistical modeling, synthesis	12
Embrace the differences: Revisiting the PollyVote method of combining forecasts for U.S. presidential elections (2004 to 2020)	12
Cross-temporal forecast reconciliation at digital platforms with machine learning	12
Distributional regression and its evaluation with the CRPS: Bounds and convergence of the minimax risk	12
Betting on a buzz: Mispricing and inefficiency in online sportsbooks	12
Nowcasting with panels and alternative data: The OECD weekly tracker	12
Hierarchical transfer learning with applications to electricity load forecasting	12
Dynamic linear models with adaptive discounting	12
Editorial Board	12
HARd to beat: The overlooked impact of rolling windows in the era of machine learning	12
Relative performance of judgmental methods for forecasting the success of megaprojects	12
Editorial Board	11
Editorial Board	11
Harry Markowitz: An appreciation	11
The Lee–Carter method and probabilistic population forecasts	11
Robust recalibration of aggregate probability forecasts using meta-beliefs	11
The probability conflation: A reply to Tetlock et al.	11
Deep switching state space model for nonlinear time series forecasting with regime switching	11
Improving geopolitical forecasts with 100 brains and one computer	10
SCORE: A convolutional approach for football event forecasting	10
Improving forecasts for heterogeneous time series by “averaging”, with application to food demand forecasts	10
Forecasting for monetary policy	10
Probabilistic population forecasting: Short to very long-term	10
Comparing probabilistic forecasts of the daily minimum and maximum temperature	10
Efficiency of poll-based multi-period forecasting systems for German state elections	10
Early Warning Systems for identifying financial instability	10
A machine learning-based framework for forecasting sales of new products with short life cycles using deep neural networks	10
Forecasting electricity prices using bid data	10
Forecasting, causality and feedback	10
A semi-supervised reject inference framework with hierarchical heterogeneous networks for credit scoring	10
Bayesian herd detection for dynamic data	10
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence	9
The impact of the COVID-19 pandemic on business expectations	9
A mixture model for credit card exposure at default using the GAMLSS framework	9

Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution	9
Calibration of deterministic NWP forecasts and its impact on verification	9
Aggregating qualitative district-level campaign assessments to forecast election results: Evidence from Japan	8
A projected nonlinear state-space model for forecasting time series signals	8
Forecasting adversarial actions using judgment decomposition-recomposition	8
Ups and (draw) downs	8
Short-term Covid-19 forecast for latecomers	8
Emotions and the status quo: The anti-incumbency bias in political prediction markets	8
Hierarchical forecasting at scale	8
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	7
Parameter-efficient deep probabilistic forecasting	7
Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors	7
High-frequency monitoring of growth at risk	7
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions	7
M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond	7
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	7
Forecast combinations: An over 50-year review	7
Forecasting crude oil market volatility using variable selection and common factor	7
Crude oil price forecasting incorporating news text	7
On single point forecasts for fat-tailed variables	7
Forecast combination-based forecast reconciliation: Insights and extensions	7
Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing	7
The M5 uncertainty competition: Results, findings and conclusions	7
The RWDAR model: A novel state-space approach to forecasting	7
Adaptive forecasting in dynamic markets: An evaluation of AutoTS within the M6 competition	7
Avoiding overconfidence: Evidence from the M6 financial competition	7
Anticipating special events in Emergency Department forecasting	7
Asymmetric uncertainty: Nowcasting using skewness in real-time data	7
The time-varying Multivariate Autoregressive Index model	7
On the evaluation of hierarchical forecasts	6
COVID-19: Forecasting confirmed cases and deaths with a simple time series model	6
LoMEF: A framework to produce local explanations for global model time series forecasts	6
Out-of-sample predictability in predictive regressions with many predictor candidates	6
A copula-based time series model for global horizontal irradiation	6
Data-based priors for vector error correction models	6
Real-time density nowcasts of US inflation: A model combination approach	6
On memory-augmented gated recurrent unit network	6
Humans vs. large language models: Judgmental forecasting in an era of advanced AI	6
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices	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
Improving variance forecasts: The role of Realized Variance features	6
Epidemiological versus meteorological forecasts: Best practice for linking models to policymaking	6
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model	6
Robust regression for electricity demand forecasting against cyberattacks	6
A solution for M5 Forecasting - Uncertainty: Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation	6
Do professional forecasters believe in the Phillips curve?	6
Evaluation of the best M4 competition methods for small area population forecasting	6
Daily growth at risk: Financial or real drivers? The answer is not always the same	6
Do we want coherent hierarchical forecasts, or minimal MAPEs or MAEs? (We won’t get both!)	6
Dynamic logistic regression and variable selection: Forecasting and contextualizing civil unrest	5
Asymmetric models for realized covariances	5
A multi-task encoder-dual-decoder framework for mixed frequency data prediction	5
Special section on credit risk modelling—Guest editorial	5
Bayesian forecasting in economics and finance: A modern review	5
Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts	5
Evaluating quantile forecasts in the M5 uncertainty competition	5
Eliciting expectation uncertainty from private households	5
Transparent modeling of influenza incidence: Big data or a single data point from psychological theory?	5
Book review	5
Guest Editorial: Forecasting for Social Good	5
Investigating laypeople’s short- and long-term forecasts of COVID-19 infection cycles	5
Predicting/hypothesizing the findings of the M5 competition	5
Real-time inflation forecasting using non-linear dimension reduction techniques	5
Back to the present: Learning about the euro area through a now-casting model	5
Likelihood-based inference in temporal hierarchies	5
Cyberattack-resilient load forecasting with adaptive robust regression	5
Forecasting realized volatility with spillover effects: Perspectives from graph neural networks	5
Guiding supervisors in artificial intelligence-enabled forecasting: Understanding the impacts of salience and detail on decision-making	5
Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States	4
Coupling LSTM neural networks and state-space models through analytically tractable inference	4
ABC-based forecasting in misspecified state space models	4
Service-level anchoring in demand forecasting: The moderating impact of retail promotions and product perishability	4
How local is the local inflation factor? Evidence from emerging European countries	4
The kernel trick for nonlinear factor modeling	4
Forecasting emergency department occupancy with advanced machine learning models and multivariable input	4
Modeling and predicting failure in US credit unions	4
Outlier-robust methods for forecasting realized covariance matrices	4
Conditionally optimal weights and forward-looking approaches to combining forecasts	4
Forecast reconciliation: A review	4
Disaggregating VIX	4
Carpe diem: Can daily oil prices improve model-based forecasts of the real price of crude oil?	4
How to “improve” prediction using behavior modification	4
Bayesian forecast combination using time-varying features	4
Summarizing ensemble NWP forecasts for grid operators: Consistency, elicitability, and economic value	4
Forecasting euro area inflation using a huge panel of survey expectations	4
Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model	4
Predicting the equity premium around the globe: Comprehensive evidence from a large sample	4
Distributed ARIMA models for ultra-long time series	4
A framework for timely and accessible long-term forecasting of shale gas production based on time series pattern matching	4
Endemic-epidemic models with discrete-time serial interval distributions for infectious disease prediction	4
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates	4
Forecast combination for VARs in large N and T panels	3
Introduction – Early days of the Lee–Carter model	3
Does the Phillips curve help to forecast euro area inflation?	3
Editorial: Innovations in hierarchical forecasting	3