Journal of Forecasting

Article	Citations
	79
Forecasting the 2020 and 2024 U.S. presidential elections	67
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	50
Forecasting chlorophyll‐a concentration using empirical wavelet transform and support vector regression	40
Localized Global Time Series Forecasting Models Using Evolutionary Neighbor‐Aided Deep Clustering Method	39
A new model for forecasting VaR and ES using intraday returns aggregation	38
Forecasting inflation and output growth with credit‐card‐augmented Divisia monetary aggregates	36
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Yield spread selection in predicting recession probabilities	27
Uncertainty and the predictability of stock returns	26
Nowcasting the state of the Italian economy: The role of financial markets	26
Issue Information	26
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Forecasting energy prices: Quantile‐based risk models	25
Worse than you think: Public debt forecast errors in advanced and developing economies	24
	23
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	22
Electricity price forecasting using quantile regression averaging with nonconvex regularization	21
Uncertainty analysis–forecasting system based on decomposition–ensemble framework for PM2.5 concentration forecasting in China	20
New runs‐based approach to testing value at risk forecasts	20
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability	18
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A hybrid approach with step‐size aggregation to forecasting hierarchical time series	17
Issue Information	17
Forecasting exchange rates: An iterated combination constrained predictor approach	17

A state‐dependent linear recurrent formula with application to time series with structural breaks	17
	16
Extensions of the Lee–Carter model to project the data‐driven rotation of age‐specific mortality decline and forecast coherent mortality rates	16
Issue Information	16
Issue Information	14
Modeling and forecasting percent changes in national park visitation using social media	13
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage	13
Forecasting sovereign risk in the Euro area via machine learning	13
Measuring the advantages of contemporaneous aggregation in forecasting	13
Does herding effect help forecast market volatility?—Evidence from the Chinese stock market	12
A new PM2.5 concentration forecasting system based on AdaBoost‐ensemble system with deep learning approach	12
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	12
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	11
A Markov chain model of crop conditions and intrayear crop yield forecasting	11
Estimation of Constrained Factor Models for High‐Dimensional Time Series	11
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model	11
Forecasting tourist flows in the COVID‐19 era using nonparametric mixed‐frequency VARs	10
Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion	10
Application of machine learning techniques to predict entrepreneurial firm valuation	10
Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts	10
Forecasting interval‐valued returns of crude oil: A novel kernel‐based approach	10
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	10
Issue Information	9
Survey respondents' inflation forecasts and the COVID period	9
Forecasting the direction of the Fed's monetary policy decisions using random forest	9
Corporate financial distress prediction in a transition economy	9
Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country	9
A study and development of high‐order fuzzy time series forecasting methods for air quality index forecasting	8
Multi‐step air quality index forecasting via data preprocessing, sequence reconstruction, and improved multi‐objective optimization algorithm	8
Regime‐dependent commodity price dynamics: A predictive analysis	8
Singular spectrum analysis for value at risk in stochastic volatility models	8
Data‐Driven Predictive Modeling of Citywide Crowd Flow for Urban Safety Management: A Case Study of Beijing, China	7
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	7
Geopolitical risk and global financial cycle: Some forecasting experiments	7
Demand Forecasting New Fashion Products: A Review Paper	7
A comparison of Range Value at Risk (RVaR) forecasting models	7
Global Risk Aversion: Driving Force of Future Real Economic Activity	7
A Multifrequency Data Fusion Deep Learning Model for Carbon Price Prediction	7
Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam	7
Daily tourism forecasting through a novel method based on principal component analysis, grey wolf optimizer, and extreme learning machine	7
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	6
Regime‐Switching Density Forecasts Using Economists' Scenarios	6
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	6
Temporal Patterns in Migration Flows Evidence from South Sudan	6
Forecasting food price inflation during global crises	6
Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter	6
Deep Learning Quantile Regression for Interval‐Valued Data Prediction	6
A novel deep learning model based on convolutional neural networks for employee churn prediction	6
Policymaking in Periods of Structural Changes and Structural Breaks: Rolling Windows Revisited	6
Correction to “Regime‐Switching Density Forecasts Using Economists' Scenarios”	6

Common Shocks and Climate Risk in European Equities	6
Spread Option Pricing Method Based on Nonparametric Predictive Inference Copula	6
Vector SHAP Values for Machine Learning Time Series Forecasting	6
Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast	6
A novel hybrid forecasting model with feature selection and deep learning for wind speed research	6
Affinities and Complementarities of Methods and Information Sets in the Estimation of Prices in Real Estate Markets	6
Forecasting inflation in open economies: What can a NOEM model do?	6
On the Detection of Structural Breaks: The Case of the Covid Shock	6
Optimal forecasts in the presence of discrete structural breaks under long memory	6
A dynamic performance evaluation of distress prediction models	6
Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump	6
Featured Cover	5
Exploring Multisource High‐Dimensional Mixed‐Frequency Risks in the Stock Market: A Group Penalized Reverse Unrestricted Mixed Data Sampling Approach	5
Media Tone: The Role of News and Social Media on Heterogeneous Inflation Expectations	5
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A model sufficiency test using permutation entropy	5
Crowd Flow Prediction: An Integrated Approach Using Dynamic Spatial–Temporal Adaptive Modeling for Pattern Flow Relationships	5
Issue Information	5
Step by Step—A Quarterly Evaluation of EU Commission's GDP Forecasts	5
Tail risk forecasting and its application to margin requirements in the commodity futures market	5
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	5
Fire Prediction and Risk Identification With Interpretable Machine Learning	5
A novel robust structural quadratic forecasting model and applications	5
Crossproduct Effect and Volatility Forecasting	4
Forecasting housing investment	4
Withdrawal: Stock price prediction with technical analysis and market sentiment via dual‐attention networks, by Shuaijie Deng and Changjiang Zhang, Journal of Forecasting, [https://doi.org/10.1002/for	4
Issue Information	4
Forecasting VaR and ES in emerging markets: The role of time‐varying higher moments	4
Forecasting the different influencing factors of household food waste behavior in China under the COVID‐19 pandemic	4
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Issue Information	4
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Assessing the economy using faster indicators	4
Structural and predictive analyses with a mixed copula‐based vector autoregression model	4
A Bayesian time‐varying autoregressive model for improved short‐term and long‐term prediction	4
Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity	4
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Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations	4
Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises	4
Issue Information	4
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Jump forecasting in foreign exchange markets: A high‐frequency analysis	4
Forecasting GDP growth: The economic impact of COVID‐19 pandemic	4
Multistage optimization filter for trend‐based short‐term forecasting	4
Issue Information	4
A hybrid interval‐valued time series prediction model incorporating intuitionistic fuzzy cognitive map and fuzzy neural network	4
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Post‐COVID inflation dynamics: Higher for longer	3
A deep learning hierarchical approach to road traffic forecasting	3
Improving demand forecasting for customers with missing downstream data in intermittent demand supply chains with supervised multivariate clustering	3
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Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques	3
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Forecasts with Bayesian vector autoregressions under real time conditions	3
Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching: New evidence from MIDAS models	3
Forecasting stock return volatility: Realized volatility‐type or duration‐based estimators	3
Forecasting stock market returns with a lottery index: Evidence from China	3
Macroeconomic conditions and bank failure	3
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis	3
A Siamese network framework for bank intelligent Q&A prediction	3
Issue Information	3
Forecasting nonperforming loans using machine learning	3
Inflation forecasting with rolling windows: An appraisal	3
Do search queries predict violence against women? A forecasting model based on Google Trends	3
Conservatism and information rigidity of the European Bank for Reconstruction and Development's growth forecast: Quarter‐century assessment	3
Forgetting approaches to improve forecasting	3
A multi‐objective optimization metaheuristic hybrid technique for forecasting the electricity consumption of the UAE: A grey wolf approach	3
Forecasting Transition of Personal Travel Behavior in a Sharing Economy: Evidence From Consumer Preferences of Travel Modes	3
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	3
Macroeconomic real‐time forecasts of univariate models with flexible error structures	3
Using deep (machine) learning to forecast US inflation in the COVID‐19 era	3
Forecasting air quality index considering socioeconomic indicators and meteorological factors: A data granularity perspective	2
Issue Information	2
Well googled is half done: Multimodal forecasting of new fashion product sales with image‐based google trends	2
Issue Information	2
Forecasting sovereign CDS spreads with a regime‐switching combination method	2
EWT‐SMOTE to improve default prediction performance in imbalanced data: Analysis of Chinese data	2
Predicting stock market volatility based on textual sentiment: A nonlinear analysis	2
Forecasting value at risk and expected shortfall using high‐frequency data of domestic and international stock markets	2
Hybrid forecasting of crude oil volatility index: The cross‐market effects of stock market jumps	2

Bayesian Markov switching model for BRICS currencies' exchange rates	2
Stock markets and exchange rate behavior of the BRICS	2
Functional volatility forecasting	2
Forecasting the high‐frequency volatility based on the LSTM‐HIT model	2
Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility	2
El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach	2
Data patterns that reliably precede US recessions	2
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework	2
A GARCH model selection and estimation method based on neural network with the loss function of mean square error and model confidence set	2
Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach	2
An investigation into the probability that this is the last year of the economic expansion	2
Interval time series forecasting: A systematic literature review	2
Forecasting corporate financial performance with deep learning and interpretable ALE method: Evidence from China	2
Explainable machine learning techniques based on attention gate recurrent unit and local interpretable model‐agnostic explanations for multivariate wind speed forecasting	2
Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model	2
The mean squared prediction error paradox	2
On bootstrapping tests of equal forecast accuracy for nested models	2
Tail risk forecasting with semiparametric regression models by incorporating overnight information	2
Optimal out‐of‐sample forecast evaluation under stationarity	2
A Two‐Stage Training Method for Modeling Constrained Systems With Neural Networks	2
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Predicting customer churn using grey wolf optimization‐based support vector machine with principal component analysis	2
Forecasting global stock market volatility: The impact of volatility spillover index in spatial‐temporal graph‐based model	2
Forecasting international equity market volatility: A new approach	2
Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model	2
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Predicting tail risks by a Markov switching MGARCH model with varying copula regimes	2
Volatility forecasting with an extended GARCH‐MIDAS approach	2
Gated recurrent unit network: A promising approach to corporate default prediction	2
Forecasting the stock risk premium: A new statistical constraint	1
Big data financial transactions and GDP nowcasting: The case of Turkey	1
Evaluating the predictive power of intraday technical trading in China's crude oil market	1
Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire	1
Corporate failure prediction using threshold‐based models	1
Correlation‐based tests of predictability	1
The global latent factor and international index futures returns predictability	1
Investigating the predictive ability of ONS big data‐based indicators	1
Random forest versus logit models: Which offers better early warning of fiscal stress?	1
An evolutionary cost‐sensitive support vector machine for carbon price trend forecasting	1
RMB exchange rate forecasting using machine learning methods: Can multimodel select powerful predictors?	1
Taming Data‐Driven Probability Distributions	1
Forecasting the Confirmed COVID‐19 Cases Using Modal Regression	1
Money Growth and Inflation—How to Account for the Differences in Empirical Results	1
Deep Learning and Machine Learning Insights Into the Global Economic Drivers of the Bitcoin Price	1
Power grid operation optimization and forecasting using a combined forecasting system	1
Cross‐Learning With Panel Data Modeling for Stacking and Forecast Time Series Employment in Europe	1
Variable selection for classification and forecasting of the family firm's socioemotional wealth	1
Forecast evaluation of DSGE models: Linear and nonlinear likelihood	1
Fundamental index aligned and excess market return predictability	1
Combined water quality forecasting system based on multiobjective optimization and improved data decomposition integration strategy	1
Reference class selection in similarity‐based forecasting of corporate sales growth	1
Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses	1
Prediction of daily tourism volume based on maximum correlation minimum redundancy feature selection and long short‐term memory network	1
Volatility forecasting for stock market incorporating media reports, investors' sentiment, and attention based on MTGNN model	1
Forecasting carbon emissions using asymmetric grouping	1
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Issue Information	1
	1
Nonlinear inflation forecasting with recurrent neural networks	1
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work	1
Bank Capital Requirements, Lending Supply, and Economic Activity: A Scenario Analysis Perspective	1
Empirical prediction intervals for additive Holt–Winters methods under misspecification	1
Issue Information	1
Comprehensive commodity price forecasting framework using text mining methods	1
Issue Information	1
Semiparametric estimation of expected shortfall and its application in finance	1
Incorporating media news to predict financial distress: Case study on Chinese listed companies	1
Design of a precise ensemble expert system for crop yield prediction using machine learning analytics	1
Mixed‐frequency predictive regressions with parameter learning	1
The battle of the factors: Macroeconomic variables or investor sentiment?	1
Issue Information	1
New forecasting methods for an old problem: Predicting 147 years of systemic financial crises	1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating	1
Spatial beta‐convergence forecasting models: Evidence from municipal homicide rates in Colombia	1
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Local prediction pools	1
Can intraday data improve the joint estimation and prediction of risk measures? Evidence from a variety of realized measures	1
Forecasting realized volatility of Bitcoin: The informative role of price duration	1
Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years	1
Multiclass financial distress prediction based on one‐versus‐one decomposition integrated with improved decision‐directed acyclic graph	1
Class‐imbalanced financial distress prediction with machine learning: Incorporating financial, management, textual, and social responsibility features into index system	1
Volatility forecasting for stock market index based on complex network and hybrid deep learning model	1
Could Diffusion Indexes Have Forecasted the Great Depression?	1
Forecasting CPI with multisource data: The value of media and internet information	1
Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting	1
Modeling and Forecasting the CBOE VIX With the TVP‐HAR Model	1
Seeing is believing: Forecasting crude oil price trend from the perspective of images	1
Time series forecasting methods for the Baltic dry index	1
Large covariance estimation using a factor model with common and group‐specific factors	1
Stock picking with machine learning	1
Forecasting base metal prices with exchange rate expectations	1
A Review of Methods for Long‐Term Electric Load Forecasting	1
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Multiperiod default probability forecasting	0
Density forecast combinations: The real‐time dimension	0