OOIR: Observatory of International Research

Papers

(The H4-Index of International Journal of Forecasting is 33. 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 2020-03-01 to 2024-03-01.)

Article	Citations
DeepAR: Probabilistic forecasting with autoregressive recurrent networks	772
Temporal Fusion Transformers for interpretable multi-horizon time series forecasting	466
Recurrent Neural Networks for Time Series Forecasting: Current status and future directions	410
Forecasting: theory and practice	240
Forecasting for COVID-19 has failed	197
The impact of sentiment and attention measures on stock market volatility	145
Kaggle forecasting competitions: An overlooked learning opportunity	119
M5 accuracy competition: Results, findings, and conclusions	102
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks	100
Retail forecasting: Research and practice	98
Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants	93
Forecasting stock price volatility: New evidence from the GARCH-MIDAS model	93
The impact of the COVID-19 pandemic on business expectations	92
Incorporating textual information in customer churn prediction models based on a convolutional neural network	77
Daily retail demand forecasting using machine learning with emphasis on calendric special days	73
Forecasting global equity market volatilities	71
A novel text-based framework for forecasting agricultural futures using massive online news headlines	66
Predicting bank insolvencies using machine learning techniques	63
Principles and algorithms for forecasting groups of time series: Locality and globality	63
Forecasting commodity prices out-of-sample: Can technical indicators help?	51
Predicting monthly biofuel production using a hybrid ensemble forecasting methodology	46
Forecast combinations for value at risk and expected shortfall	46
The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning	45
Forecast reconciliation: A geometric view with new insights on bias correction	44
COVID-19: Forecasting confirmed cases and deaths with a simple time series model	40

The M5 competition: Background, organization, and implementation	40
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity	39
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	37
Nowcasting GDP using machine-learning algorithms: A real-time assessment	36
Forecasting recovery rates on non-performing loans with machine learning	35
Forecasting with trees	34
Measuring the Connectedness of the Global Economy	33
Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?	33