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 2021-11-01 to 2025-11-01.)

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	582
Adaptively aggregated forecast for exponential family panel model	262
FRED-SD: A real-time database for state-level data with forecasting applications	252
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	178
An overview of the effects of algorithm use on judgmental biases affecting forecasting	164
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	150
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	140
Fan charts 2.0: Flexible forecast distributions with expert judgement	125
Systemic bias of IMF reserve and debt forecasts for program countries	108
FFORMPP: Feature-based forecast model performance prediction	79
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	79
Survey density forecast comparison in small samples	78
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	77
The profitability of lead–lag arbitrage at high frequency	75
A survey of models and methods used for forecasting when investing in financial markets	75
The decrease in confidence with forecast extremity	66
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	63
Short-term forecasting of the coronavirus pandemic	61
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	61
Fundamental determinants of exchange rate expectations	60
Responses to the discussions and commentaries of the M5 Special Issue	59
Multi-population mortality projection: The augmented common factor model with structural breaks	58
Too similar to combine? On negative weights in forecast combination	54
A time-varying skewness model for Growth-at-Risk	53
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	53

Nonparametric expected shortfall forecasting incorporating weighted quantiles	52
Weekly economic activity: Measurement and informational content	50
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	50
Tree-based heterogeneous cascade ensemble model for credit scoring	50
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	48
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	47
Real estate illiquidity and returns: A time-varying regional perspective	44
Editorial Board	44
Forecasting football results and exploiting betting markets: The case of “both teams to score”	43
Forecasting and policy when “we simply do not know”	42
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	42
The M5 competition: Conclusions	39
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	39
A robust support vector regression model for electric load forecasting	38
Improving forecast stability using deep learning	38