International Journal of Forecasting

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	1064
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	489
Adaptively aggregated forecast for exponential family panel model	239
Fan charts 2.0: Flexible forecast distributions with expert judgement	213
Systemic bias of IMF reserve and debt forecasts for program countries	163
FRED-SD: A real-time database for state-level data with forecasting applications	131
An overview of the effects of algorithm use on judgmental biases affecting forecasting	117
FFORMPP: Feature-based forecast model performance prediction	113
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	110
Survey density forecast comparison in small samples	107
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	82
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	74
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	71
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	68
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	67
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	63
Short-term forecasting of the coronavirus pandemic	63
A survey of models and methods used for forecasting when investing in financial markets	56
Forecasting government support in Irish general elections: Opinion polls and structural models	54
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	53
Responses to the discussions and commentaries of the M5 Special Issue	53
Multi-population mortality projection: The augmented common factor model with structural breaks	52
The profitability of lead–lag arbitrage at high frequency	52
Weekly economic activity: Measurement and informational content	51
A time-varying skewness model for Growth-at-Risk	51

The decrease in confidence with forecast extremity	48
Fundamental determinants of exchange rate expectations	47
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	47
Nonparametric expected shortfall forecasting incorporating weighted quantiles	46
Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data	45
Tree-based heterogeneous cascade ensemble model for credit scoring	44
Too similar to combine? On negative weights in forecast combination	44
Macroeconomic data transformations matter	44
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	43
Engaging research with practice — An invited editorial	42
Forecasting football results and exploiting betting markets: The case of “both teams to score”	42
Editorial Board	39
The M5 competition: Conclusions	37
Hierarchical forecasting with a top-down alignment of independent-level forecasts	36
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	35
Forecasting the equity premium with frequency-decomposed technical indicators	34
Forecasting macroeconomic risks	33
Real estate illiquidity and returns: A time-varying regional perspective	33
A robust support vector regression model for electric load forecasting	32
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	32
Forecasting: theory and practice	31
Improving forecast stability using deep learning	31
Editorial Board	30
Forecasting and policy when “we simply do not know”	30
Forecasting multiparty by-elections using Dirichlet regression	30
Model combinations through revised base rates	29
Variability of the Lee–Carter model parameters	29
Editorial Board	29
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	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	28
Penalized maximum likelihood estimation of logit-based early warning systems	28
Nowcasting GDP with a pool of factor models and a fast estimation algorithm	27
Post-script—Retail forecasting: Research and practice	27
Forecasting presidential elections: Accuracy of ANES voter intentions	25
Modelling non-stationary ‘Big Data’	25
Exploring the representativeness of the M5 competition data	25
Optimal hierarchical EWMA forecasting	23
Combining forecasts under structural breaks using Graphical LASSO	23
Dimensionality reduction in forecasting with temporal hierarchies	23
Forecasting South Korea’s presidential election via multiparty dynamic Bayesian modeling	23
The structural Theta method and its predictive performance in the M4-Competition	22
Forecasting Australian fertility by age, region, and birthplace	22
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	22
A disaster response model driven by spatial–temporal forecasts	22
Forecasting corporate default risk in China	21
Enhancing capacity planning through forecasting: An integrated tool for maintenance of complex product systems	21
Forecasting expected shortfall: Should we use a multivariate model for stock market factors?	21
Rejoinder: How to “improve” prediction using behavior modification	21
Evaluating probabilistic classifiers: The triptych	21

Deep Probabilistic Koopman: Long-term time-series forecasting under periodic uncertainties	20
Mixed random forest, cointegration, and forecasting gasoline prices	20
Forecasting with trees	20
Retail forecasting: Research and practice	19
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	19
Forecasting crude oil futures market returns: A principal component analysis combination approach	19
Forecasting GDP growth rates in the United States and Brazil using Google Trends	19
Network log-ARCH models for forecasting stock market volatility	19
Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence	18
Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China	18
A loss discounting framework for model averaging and selection in time series models	18
Editorial Board	18
A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times	17
Spurious relationships in high-dimensional systems with strong or mild persistence	17
Targeting predictors in random forest regression	17
M6 investment challenge: The role of luck and strategic considerations	17
Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates	17
Internal consistency of household inflation expectations: Point forecasts vs. density forecasts	17
Nowcasting U.S. state-level CO2 emissions and energy consumption	16
Reactions to the Bernanke Review from Bank of England watchers	16
Combining forecasts for universally optimal performance	16
Measuring and forecasting retail trade in real time using card transactional data	15
A stochastic differential equation approach to the analysis of the 2017 and 2019 UK general election polls	15
Anticipating humanitarian emergencies with a high risk of conflict-induced displacement	15
Forecasting stock market return with anomalies: Evidence from China	15
Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates	15
Temporal Fusion Transformers for interpretable multi-horizon time series forecasting	15
A review and comparison of conflict early warning systems	15
The power of narrative sentiment in economic forecasts	15
All forecasters are not the same: Systematic patterns in predictive performance	14
Technical analysis, spread trading, and data snooping control	14
Discussion of “Thirty years on: A review of the Lee–Carter method for forecasting mortality”	14
Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement	14
Factor-augmented forecasting in big data	13
Stock market volatility forecasting: Do we need high-frequency data?	13
Partisan bias, attribute substitution, and the benefits of an indirect format for eliciting forecasts and judgments of trend	13
False dichotomy alert: Improving subjective-probability estimates vs. raising awareness of systemic risk	13
M5 accuracy competition: Results, findings, and conclusions	13
Forecast value added in demand planning	13
Sparse estimation of dynamic principal components for forecasting high-dimensional time series	13
Guest editorial: Economic forecasting in times of COVID-19	12
Sensitivity and uncertainty in the Lee–Carter mortality model	12
Quasi-average predictions and regression to the trend: An application to the M6 financial forecasting competition	12
Physics-informed Gaussian process regression for states estimation and forecasting in power grids	12
Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data	12
Robust returns ranking prediction and portfolio optimization for M6	12
Editorial Board	12
Machine learning algorithms for forecasting and backcasting blood demand data with missing values and outliers: A study of Tema General Hospital of Ghana	12
On forecast stability	12
Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models	12
Demand forecasting under lost sales stock policies	11
Predicting value at risk for cryptocurrencies with generalized random forests	11
Forecasting exchange rates with elliptically symmetric principal components	11
A functional mixture prediction model for dynamically forecasting cumulative intraday returns of crude oil futures	11
Accelerating peak dating in a dynamic factor Markov-switching model	11
Editorial Board	11
Guest Editorial: Food and Agriculture Forecasting	11
Predicting monthly biofuel production using a hybrid ensemble forecasting methodology	11
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data	11
Trust the experts? The performance of inflation expectations, 1960–2023	10
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	10
The uncertainty track: Machine learning, statistical modeling, synthesis	10
Lee–Carter models: The wider context	10
Betting on a buzz: Mispricing and inefficiency in online sportsbooks	10
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	10
Editorial Board	10
Editorial Board	9
Properties of the reconciled distributions for Gaussian and count forecasts	9
Embrace the differences: Revisiting the PollyVote method of combining forecasts for U.S. presidential elections (2004 to 2020)	9
Relative performance of judgmental methods for forecasting the success of megaprojects	9
Dynamic linear models with adaptive discounting	9
Cross-temporal forecast reconciliation at digital platforms with machine learning	9
Discrete Gompertz equation and model selection between Gompertz and logistic models	9
The Lee–Carter method and probabilistic population forecasts	9
Hierarchical transfer learning with applications to electricity load forecasting	9
Nowcasting with panels and alternative data: The OECD weekly tracker	9
Editorial Board	8
Forecasting electricity prices using bid data	8
Volatility forecasting in European government bond markets	8
Probabilistic population forecasting: Short to very long-term	8

A semi-supervised reject inference framework with hierarchical heterogeneous networks for credit scoring	8
Harry Markowitz: An appreciation	8
Improving geopolitical forecasts with 100 brains and one computer	8
Robust recalibration of aggregate probability forecasts using meta-beliefs	8
SCORE: A convolutional approach for football event forecasting	8
Comparing probabilistic forecasts of the daily minimum and maximum temperature	8
Interpretable sports team rating models based on the gradient descent algorithm	8
The probability conflation: A reply to Tetlock et al.	8
A machine learning-based framework for forecasting sales of new products with short life cycles using deep neural networks	8
Forecasting, causality and feedback	8
Distributional regression and its evaluation with the CRPS: Bounds and convergence of the minimax risk	8
Parameter-efficient deep probabilistic forecasting	7
A new method to assess the degree of information rigidity using fixed-event forecasts	7
Forecasting adversarial actions using judgment decomposition-recomposition	7
Improving forecasts for heterogeneous time series by “averaging”, with application to food demand forecasts	7
Early Warning Systems for identifying financial instability	7
Bayesian herd detection for dynamic data	7
A projected nonlinear state-space model for forecasting time series signals	7
Hierarchical forecasting at scale	7
The RWDAR model: A novel state-space approach to forecasting	7
Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors	7
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting	7
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence	7
Efficiency of poll-based multi-period forecasting systems for German state elections	7
Calibration of deterministic NWP forecasts and its impact on verification	7
Short-term Covid-19 forecast for latecomers	7
Emotions and the status quo: The anti-incumbency bias in political prediction markets	7
Aggregating qualitative district-level campaign assessments to forecast election results: Evidence from Japan	7
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution	7
A mixture model for credit card exposure at default using the GAMLSS framework	7
The impact of the COVID-19 pandemic on business expectations	7
The M5 uncertainty competition: Results, findings and conclusions	6
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions	6
On single point forecasts for fat-tailed variables	6
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	6
Forecasting crude oil market volatility using variable selection and common factor	6
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	6
Asymmetric uncertainty: Nowcasting using skewness in real-time data	6
Editorial Board	6
Forecast combinations: An over 50-year review	6
Erratum regarding missing Declaration of Competing Interest statement in previously published article	6
The time-varying Multivariate Autoregressive Index model	6
Forecast combination-based forecast reconciliation: Insights and extensions	6
Crude oil price forecasting incorporating news text	6
LoMEF: A framework to produce local explanations for global model time series forecasts	5
Anticipating special events in Emergency Department forecasting	5
M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond	5
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	5
Do we want coherent hierarchical forecasts, or minimal MAPEs or MAEs? (We won’t get both!)	5
Humans vs. large language models: Judgmental forecasting in an era of advanced AI	5
Corrigendum to “The behaviour of betting and currency markets on the night of the EU referendum” [Int. J. Forecast. 35 (1) (2018) 371–389]	5
Avoiding overconfidence: Evidence from the M6 financial competition	5
High-frequency monitoring of growth at risk	5
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices	5
Data-based priors for vector error correction models	5
Daily growth at risk: Financial or real drivers? The answer is not always the same	5
Epidemiological versus meteorological forecasts: Best practice for linking models to policymaking	5
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach	5
A solution for M5 Forecasting - Uncertainty: Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation	5
Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing	5
A copula-based time series model for global horizontal irradiation	5
Improving variance forecasts: The role of Realized Variance features	5
Real-time density nowcasts of US inflation: A model combination approach	5
Coupling LSTM neural networks and state-space models through analytically tractable inference	4
Back to the present: Learning about the euro area through a now-casting model	4
Real-time inflation forecasting using non-linear dimension reduction techniques	4
Investigating laypeople’s short- and long-term forecasts of COVID-19 infection cycles	4
Predicting/hypothesizing the findings of the M5 competition	4
Robust regression for electricity demand forecasting against cyberattacks	4
On memory-augmented gated recurrent unit network	4
Evaluation of the best M4 competition methods for small area population forecasting	4
Does judgment improve macroeconomic density forecasts?	4
ABC-based forecasting in misspecified state space models	4
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	4
Guest Editorial: Forecasting for Social Good	4
Dynamic logistic regression and variable selection: Forecasting and contextualizing civil unrest	4
Eliciting expectation uncertainty from private households	4
Transparent modeling of influenza incidence: Big data or a single data point from psychological theory?	4
Do professional forecasters believe in the Phillips curve?	4
Forecasting realized volatility with spillover effects: Perspectives from graph neural networks	4
Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts	4
Evaluating quantile forecasts in the M5 uncertainty competition	4
Bayesian forecasting in economics and finance: A modern review	4
Cyberattack-resilient load forecasting with adaptive robust regression	4
Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach	4
Special section on credit risk modelling—Guest editorial	4
COVID-19: Forecasting confirmed cases and deaths with a simple time series model	4
Modeling high-dimensional unit-root time series	4
Out-of-sample predictability in predictive regressions with many predictor candidates	4
On the evaluation of hierarchical forecasts	4
Guiding supervisors in artificial intelligence-enabled forecasting: Understanding the impacts of salience and detail on decision-making	4
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	4
Service-level anchoring in demand forecasting: The moderating impact of retail promotions and product perishability	4
Bayesian forecast combination using time-varying features	3
Carpe diem: Can daily oil prices improve model-based forecasts of the real price of crude oil?	3