OOIR: Observatory of International Research

Papers

(The H4-Index of International Journal of Forecasting is 35. 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 2022-08-01 to 2026-08-01.)

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	420
Systemic bias of IMF reserve and debt forecasts for program countries	242
FRED-SD: A real-time database for state-level data with forecasting applications	236
Adaptively aggregated forecast for exponential family panel model	230
Survey density forecast comparison in small samples	160
Fan charts 2.0: Flexible forecast distributions with expert judgement	106
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	106
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	102
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	98
An overview of the effects of algorithm use on judgmental biases affecting forecasting	89
Forecasting stock return distributions around the globe with quantile neural networks	74
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	73
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	67
The profitability of lead–lag arbitrage at high frequency	67
Responses to the discussions and commentaries of the M5 Special Issue	66
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	64
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	63
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	63
The decrease in confidence with forecast extremity	62
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	60
Too similar to combine? On negative weights in forecast combination	59
Fundamental determinants of exchange rate expectations	58
Forecasting intermittent time series with Gaussian Processes and Tweedie likelihood	58
A survey of models and methods used for forecasting when investing in financial markets	53
Multi-population mortality projection: The augmented common factor model with structural breaks	50

Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	49
Weekly economic activity: Measurement and informational content	48
Tree-based heterogeneous cascade ensemble model for credit scoring	48
A time-varying skewness model for Growth-at-Risk	45
Hierarchical forecasting with a top-down alignment of independent-level forecasts	41
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	41
Machine learning and insurer failure prediction	40
Forecasting and policy when “we simply do not know”	37
Editorial Board	37
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	37
A robust support vector regression model for electric load forecasting	35
Real estate illiquidity and returns: A time-varying regional perspective	35