OOIR: Observatory of International Research

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 2022-06-01 to 2026-06-01.)

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	701
Systemic bias of IMF reserve and debt forecasts for program countries	364
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	225
Fan charts 2.0: Flexible forecast distributions with expert judgement	223
FRED-SD: A real-time database for state-level data with forecasting applications	207
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	150
Adaptively aggregated forecast for exponential family panel model	99
FFORMPP: Feature-based forecast model performance prediction	97
Survey density forecast comparison in small samples	97
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	92
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	86
Forecasting stock return distributions around the globe with quantile neural networks	72
An overview of the effects of algorithm use on judgmental biases affecting forecasting	71
The profitability of lead–lag arbitrage at high frequency	66
Weekly economic activity: Measurement and informational content	65
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	62
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	62
Responses to the discussions and commentaries of the M5 Special Issue	60
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	59
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	59
Forecasting intermittent time series with Gaussian Processes and Tweedie likelihood	59
The decrease in confidence with forecast extremity	58
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	55
Multi-population mortality projection: The augmented common factor model with structural breaks	54
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	54

Fundamental determinants of exchange rate expectations	53
A survey of models and methods used for forecasting when investing in financial markets	53
Too similar to combine? On negative weights in forecast combination	49
Tree-based heterogeneous cascade ensemble model for credit scoring	47
Editorial Board	46
A time-varying skewness model for Growth-at-Risk	46
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	45
Forecasting and policy when “we simply do not know”	45
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	45
Improving forecast stability using deep learning	45
Real estate illiquidity and returns: A time-varying regional perspective	43
Machine learning and insurer failure prediction	37
A robust support vector regression model for electric load forecasting	37
Forecasting the equity premium with frequency-decomposed technical indicators	37
The M5 competition: Conclusions	37