OOIR: Observatory of International Research

Papers

(The TQCC of International Journal of Forecasting is 12. 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 2021-10-01 to 2025-10-01.)

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	1334
Adaptively aggregated forecast for exponential family panel model	565
FRED-SD: A real-time database for state-level data with forecasting applications	249
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	247
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	176
An overview of the effects of algorithm use on judgmental biases affecting forecasting	150
Fan charts 2.0: Flexible forecast distributions with expert judgement	146
Systemic bias of IMF reserve and debt forecasts for program countries	139
Survey density forecast comparison in small samples	125
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	121
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	104
FFORMPP: Feature-based forecast model performance prediction	80
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	77
The decrease in confidence with forecast extremity	76
The profitability of lead–lag arbitrage at high frequency	76
Fundamental determinants of exchange rate expectations	75
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	71
A survey of models and methods used for forecasting when investing in financial markets	61
Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data	61
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	59
Short-term forecasting of the coronavirus pandemic	59
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	59
A time-varying skewness model for Growth-at-Risk	57
Weekly economic activity: Measurement and informational content	56
Nonparametric expected shortfall forecasting incorporating weighted quantiles	54

Responses to the discussions and commentaries of the M5 Special Issue	53
Forecasting government support in Irish general elections: Opinion polls and structural models	52
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	51
Tree-based heterogeneous cascade ensemble model for credit scoring	50
Macroeconomic data transformations matter	48
Multi-population mortality projection: The augmented common factor model with structural breaks	48
Too similar to combine? On negative weights in forecast combination	47
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	46
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	43
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	42
Forecasting and policy when “we simply do not know”	41
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	40
A robust support vector regression model for electric load forecasting	39
Hierarchical forecasting with a top-down alignment of independent-level forecasts	38
Editorial Board	37
Improving forecast stability using deep learning	37
Forecasting football results and exploiting betting markets: The case of “both teams to score”	36
Real estate illiquidity and returns: A time-varying regional perspective	36
The M5 competition: Conclusions	35
Forecasting multiparty by-elections using Dirichlet regression	35
Forecasting the equity premium with frequency-decomposed technical indicators	34
Forecasting: theory and practice	33
Editorial Board	32
An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors	32
Forecasting presidential elections: Accuracy of ANES voter intentions	31
Sequential optimization three-way decision model with information gain for credit default risk evaluation	30
Combining forecasts under structural breaks using Graphical LASSO	30
Model combinations through revised base rates	29
Modelling non-stationary ‘Big Data’	29
Exploring the representativeness of the M5 competition data	29
Post-script—Retail forecasting: Research and practice	29
Nowcasting GDP with a pool of factor models and a fast estimation algorithm	28
Editorial Board	28
Variability of the Lee–Carter model parameters	28
Forecasting South Korea’s presidential election via multiparty dynamic Bayesian modeling	26
Optimal hierarchical EWMA forecasting	26
Evaluating probabilistic classifiers: The triptych	26
The structural Theta method and its predictive performance in the M4-Competition	25
Deep Probabilistic Koopman: Long-term time-series forecasting under periodic uncertainties	25
When to be discrete: The importance of time formulation in the modeling of extreme events in finance	24
Forecasting crude oil futures market returns: A principal component analysis combination approach	24
Network log-ARCH models for forecasting stock market volatility	24
Forecasting Australian fertility by age, region, and birthplace	23
Enhancing capacity planning through forecasting: An integrated tool for maintenance of complex product systems	23
A disaster response model driven by spatial–temporal forecasts	23
Forecasting corporate default risk in China	23
Rejoinder: How to “improve” prediction using behavior modification	23
Forecasting expected shortfall: Should we use a multivariate model for stock market factors?	23
Forecasting GDP growth rates in the United States and Brazil using Google Trends	23
Mixed random forest, cointegration, and forecasting gasoline prices	22

Retail forecasting: Research and practice	22
A loss discounting framework for model averaging and selection in time series models	21
Portfolio return prediction and risk price heterogeneity	21
Forecasting with trees	21
Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence	21
Nowcasting U.S. state-level CO2 emissions and energy consumption	20
Editorial Board	20
Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates	20
Targeting predictors in random forest regression	20
Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China	20
Anticipating humanitarian emergencies with a high risk of conflict-induced displacement	19
A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times	19
A review and comparison of conflict early warning systems	19
Reactions to the Bernanke Review from Bank of England watchers	19
M6 investment challenge: The role of luck and strategic considerations	19
Internal consistency of household inflation expectations: Point forecasts vs. density forecasts	18
Temporal Fusion Transformers for interpretable multi-horizon time series forecasting	18
Combining forecasts for universally optimal performance	18
Spurious relationships in high-dimensional systems with strong or mild persistence	18
Forecasting stock market return with anomalies: Evidence from China	18
Sparse estimation of dynamic principal components for forecasting high-dimensional time series	17
Discussion of “Thirty years on: A review of the Lee–Carter method for forecasting mortality”	17
All forecasters are not the same: Systematic patterns in predictive performance	17
False dichotomy alert: Improving subjective-probability estimates vs. raising awareness of systemic risk	17
The power of narrative sentiment in economic forecasts	16
Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement	16
Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates	16
M5 accuracy competition: Results, findings, and conclusions	16
Technical analysis, spread trading, and data snooping control	16
Partisan bias, attribute substitution, and the benefits of an indirect format for eliciting forecasts and judgments of trend	15
Quasi-average predictions and regression to the trend: An application to the M6 financial forecasting competition	15
On forecast stability	15
Forecast value added in demand planning	15
Accelerating peak dating in a dynamic factor Markov-switching model	14
Predicting monthly biofuel production using a hybrid ensemble forecasting methodology	14
Sensitivity and uncertainty in the Lee–Carter mortality model	14
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data	14
Guest editorial: Economic forecasting in times of COVID-19	14
Predicting value at risk for cryptocurrencies with generalized random forests	14
Guest Editorial: Food and Agriculture Forecasting	14
Robust returns ranking prediction and portfolio optimization for M6	14
Demand forecasting under lost sales stock policies	14
A functional mixture prediction model for dynamically forecasting cumulative intraday returns of crude oil futures	14
Editorial Board	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
Physics-informed Gaussian process regression for states estimation and forecasting in power grids	13
Factor-augmented forecasting in big data	13
Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models	13
Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data	13
Hierarchical transfer learning with applications to electricity load forecasting	12
Dynamic linear models with adaptive discounting	12
Trust the experts? The performance of inflation expectations, 1960–2023	12
Editorial Board	12
HARd to beat: The overlooked impact of rolling windows in the era of machine learning	12
Properties of the reconciled distributions for Gaussian and count forecasts	12
Betting on a buzz: Mispricing and inefficiency in online sportsbooks	12
Cross-temporal forecast reconciliation at digital platforms with machine learning	12
Nowcasting with panels and alternative data: The OECD weekly tracker	12