OOIR: Observatory of International Research

Papers

(The H4-Index of International Journal of Forecasting is 38. 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 2021-09-01 to 2025-09-01.)

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	1265
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	544
Adaptively aggregated forecast for exponential family panel model	249
Fan charts 2.0: Flexible forecast distributions with expert judgement	236
FRED-SD: A real-time database for state-level data with forecasting applications	181
FFORMPP: Feature-based forecast model performance prediction	143
Systemic bias of IMF reserve and debt forecasts for program countries	140
Survey density forecast comparison in small samples	138
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	126
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	116
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	98
An overview of the effects of algorithm use on judgmental biases affecting forecasting	77
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	76
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	75
Short-term forecasting of the coronavirus pandemic	74
Forecasting government support in Irish general elections: Opinion polls and structural models	72
Responses to the discussions and commentaries of the M5 Special Issue	67
The decrease in confidence with forecast extremity	58
The profitability of lead–lag arbitrage at high frequency	58
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	58
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	57
Macroeconomic data transformations matter	56
Tree-based heterogeneous cascade ensemble model for credit scoring	56
Fundamental determinants of exchange rate expectations	56
Nonparametric expected shortfall forecasting incorporating weighted quantiles	52

Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	52
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	52
Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data	51
Too similar to combine? On negative weights in forecast combination	50
Multi-population mortality projection: The augmented common factor model with structural breaks	47
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	47
Weekly economic activity: Measurement and informational content	45
A survey of models and methods used for forecasting when investing in financial markets	44
A time-varying skewness model for Growth-at-Risk	42
Editorial Board	41
Forecasting football results and exploiting betting markets: The case of “both teams to score”	41
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	39
The M5 competition: Conclusions	39