International Journal of Forecasting

Papers
(The H4-Index of International Journal of Forecasting is 37. 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 2021-05-01 to 2025-05-01.)
ArticleCitations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks1020
Survey density forecast comparison in small samples475
Systemic bias of IMF reserve and debt forecasts for program countries235
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series205
An overview of the effects of algorithm use on judgmental biases affecting forecasting156
Adaptively aggregated forecast for exponential family panel model128
Fan charts 2.0: Flexible forecast distributions with expert judgement111
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks110
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach105
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis105
FRED-SD: A real-time database for state-level data with forecasting applications81
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques68
FFORMPP: Feature-based forecast model performance prediction66
Guest editorial: In memory of Professor John Edward Boylan, 1959–202363
Responses to the discussions and commentaries of the M5 Special Issue62
Multi-population mortality projection: The augmented common factor model with structural breaks58
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage54
Short-term forecasting of the coronavirus pandemic52
A survey of models and methods used for forecasting when investing in financial markets51
Forecasting government support in Irish general elections: Opinion polls and structural models50
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions50
The profitability of lead–lag arbitrage at high frequency49
Too similar to combine? On negative weights in forecast combination49
A time-varying skewness model for Growth-at-Risk48
The decrease in confidence with forecast extremity48
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament47
Fundamental determinants of exchange rate expectations46
Weekly economic activity: Measurement and informational content45
Nonparametric expected shortfall forecasting incorporating weighted quantiles45
Tree-based heterogeneous cascade ensemble model for credit scoring44
Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data44
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies43
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition42
Macroeconomic data transformations matter42
Forecasting football results and exploiting betting markets: The case of “both teams to score”41
Engaging research with practice — An invited editorial39
Editorial Board38
The M5 competition: Conclusions37
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