International Journal of Forecasting

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
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	62
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	62
Responses to the discussions and commentaries of the M5 Special Issue	60
Forecasting intermittent time series with Gaussian Processes and Tweedie likelihood	59
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
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
Forecasting football results and exploiting betting markets: The case of “both teams to score”	36
Forecasting: theory and practice	34
Optimal hierarchical EWMA forecasting	33
Editorial Board	33
Hierarchical forecasting with a top-down alignment of independent-level forecasts	33
Combining forecasts under structural breaks using Graphical LASSO	32
Editorial Board	31
Variability of the Lee–Carter model parameters	31
Forecasting presidential elections: Accuracy of ANES voter intentions	31
An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors	29
Enhancing market return forecasts with an incident-based ESG indicator	28
Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24?	28
Forecasting South Korea’s presidential election via multiparty dynamic Bayesian modeling	27
Model combinations through revised base rates	27
Exploring the representativeness of the M5 competition data	26
Nowcasting GDP with a pool of factor models and a fast estimation algorithm	26
Sequential optimization three-way decision model with information gain for credit default risk evaluation	26
External forcings and predictability of the Atlantic multidecadal oscillation: A model confidence set approach	26
Rejoinder: How to “improve” prediction using behavior modification	26
Post-script—Retail forecasting: Research and practice	26
Forecasting corporate default risk in China	25
The structural Theta method and its predictive performance in the M4-Competition	25
A disaster response model driven by spatial–temporal forecasts	25
Forecasting GDP growth rates in the United States and Brazil using Google Trends	24
Whispers in the oil market: Exploring sentiment and uncertainty insights	24
When to be discrete: The importance of time formulation in the modeling of extreme events in finance	24
Forecasting Australian fertility by age, region, and birthplace	24
Deep Probabilistic Koopman: Long-term time-series forecasting under periodic uncertainties	24
Forecasting crude oil futures market returns: A principal component analysis combination approach	23
Evaluating probabilistic classifiers: The triptych	23
Forecasting with trees	22
Forecasting expected shortfall: Should we use a multivariate model for stock market factors?	22
Network log-ARCH models for forecasting stock market volatility	22
Portfolio return prediction and risk price heterogeneity	21
Retail forecasting: Research and practice	21

Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence	21
Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China	20
A loss discounting framework for model averaging and selection in time series models	20
Targeting predictors in random forest regression	20
M6 investment challenge: The role of luck and strategic considerations	20
Editorial Board	20
Reactions to the Bernanke Review from Bank of England watchers	19
Nowcasting U.S. state-level CO2 emissions and energy consumption	19
Anticipating humanitarian emergencies with a high risk of conflict-induced displacement	19
A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times	19
A review and comparison of conflict early warning systems	19
Forecasting electoral violence	19
All forecasters are not the same: Systematic patterns in predictive performance	18
Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates	18
Forecasting stock market return with anomalies: Evidence from China	18
Discussion of “Thirty years on: A review of the Lee–Carter method for forecasting mortality”	18
Internal consistency of household inflation expectations: Point forecasts vs. density forecasts	18
False dichotomy alert: Improving subjective-probability estimates vs. raising awareness of systemic risk	18
Technical analysis, spread trading, and data snooping control	18
M5 accuracy competition: Results, findings, and conclusions	17
Robust returns ranking prediction and portfolio optimization for M6	17
Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement	17
Editorial Board	17
The power of narrative sentiment in economic forecasts	17
Accelerating peak dating in a dynamic factor Markov-switching model	16
Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data	15
Predicting value at risk for cryptocurrencies with generalized random forests	15
Beyond the numbers: The role of people and processes in central bank forecasting	15
Machine learning algorithms for forecasting and backcasting blood demand data with missing values and outliers: A study of Tema General Hospital of Ghana	15
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data	15
Factor-augmented forecasting in big data	15
Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models	15
Physics-informed Gaussian process regression for states estimation and forecasting in power grids	14
Forecast value added in demand planning	14
On forecast stability	14
Sensitivity and uncertainty in the Lee–Carter mortality model	14
Partisan bias, attribute substitution, and the benefits of an indirect format for eliciting forecasts and judgments of trend	14
Quasi-average predictions and regression to the trend: An application to the M6 financial forecasting competition	14
A functional mixture prediction model for dynamically forecasting cumulative intraday returns of crude oil futures	14
Editorial Board	13
Demand forecasting under lost sales stock policies	13
Dynamic linear models with adaptive discounting	13
The uncertainty track: Machine learning, statistical modeling, synthesis	13
Embrace the differences: Revisiting the PollyVote method of combining forecasts for U.S. presidential elections (2004 to 2020)	13
Cross-temporal forecast reconciliation at digital platforms with machine learning	13
Relative performance of judgmental methods for forecasting the success of megaprojects	12
HARd to beat: The overlooked impact of rolling windows in the era of machine learning	12
Leveraging image-based generative adversarial networks for time series generation	12
Trust the experts? The performance of inflation expectations, 1960–2023	12
Real-time hurricane damage nowcasts	12
Betting on a buzz: Mispricing and inefficiency in online sportsbooks	12
Lee–Carter models: The wider context	12
Properties of the reconciled distributions for Gaussian and count forecasts	12
Hierarchical transfer learning with applications to electricity load forecasting	11
The Lee–Carter method and probabilistic population forecasts	11
Robust recalibration of aggregate probability forecasts using meta-beliefs	11
Deep switching state space model for nonlinear time series forecasting with regime switching	11
Nowcasting with panels and alternative data: The OECD weekly tracker	11
Editorial Board	11
Distributional regression and its evaluation with the CRPS: Bounds and convergence of the minimax risk	11
Harry Markowitz: An appreciation	11
The probability conflation: A reply to Tetlock et al.	11
Improving geopolitical forecasts with 100 brains and one computer	11
SCORE: A convolutional approach for football event forecasting	10
Forecasting electricity prices using bid data	10
A semi-supervised reject inference framework with hierarchical heterogeneous networks for credit scoring	10
Probabilistic population forecasting: Short to very long-term	10
Efficiency of poll-based multi-period forecasting systems for German state elections	10
A mixture model for credit card exposure at default using the GAMLSS framework	10
Bayesian herd detection for dynamic data	10
A machine learning-based framework for forecasting sales of new products with short life cycles using deep neural networks	10
Forecasting, causality and feedback	10
Forecasting for monetary policy	10
Calibration of deterministic NWP forecasts and its impact on verification	10
Forecasting adversarial actions using judgment decomposition-recomposition	9
Ups and (draw) downs	9
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence	9
Improving forecasts for heterogeneous time series by “averaging”, with application to food demand forecasts	9
Aggregating qualitative district-level campaign assessments to forecast election results: Evidence from Japan	9
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution	9

Emotions and the status quo: The anti-incumbency bias in political prediction markets	9
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	9
Early Warning Systems for identifying financial instability	9
Forecasting crude oil market volatility using variable selection and common factor	8
Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors	8
A projected nonlinear state-space model for forecasting time series signals	8
Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing	8
Avoiding overconfidence: Evidence from the M6 financial competition	8
A solution for M5 Forecasting - Uncertainty: Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation	8
Parameter-efficient deep probabilistic forecasting	8
The RWDAR model: A novel state-space approach to forecasting	8
The M5 uncertainty competition: Results, findings and conclusions	8
M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond	8
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	8
Anticipating special events in Emergency Department forecasting	8
Stochastic modelling of football matches using dynamic regressors	8
Hierarchical forecasting at scale	8
Forecast combinations: An over 50-year review	8
LoMEF: A framework to produce local explanations for global model time series forecasts	8
The time-varying Multivariate Autoregressive Index model	8
Adaptive forecasting in dynamic markets: An evaluation of AutoTS within the M6 competition	8
Real-time density nowcasts of US inflation: A model combination approach	7
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions	7
Editorial and introduction to the special section on the Bernanke’s review of the Bank of England’s forecasting activities	7
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model	7
Data-based priors for vector error correction models	7
Improving variance forecasts: The role of Realized Variance features	7
Forecast combination-based forecast reconciliation: Insights and extensions	7
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices	7
Evaluation of the best M4 competition methods for small area population forecasting	7
Stealing accuracy: Predicting day-ahead electricity prices with temporal hierarchy forecasting (THieF)	7
On the evaluation of hierarchical forecasts	7
Asymmetric uncertainty: Nowcasting using skewness in real-time data	7
Out-of-sample predictability in predictive regressions with many predictor candidates	7
Corrigendum to “The behaviour of betting and currency markets on the night of the EU referendum” [Int. J. Forecast. 35 (1) (2018) 371–389]	7
On memory-augmented gated recurrent unit network	7
Do we want coherent hierarchical forecasts, or minimal MAPEs or MAEs? (We won’t get both!)	7
Robust regression for electricity demand forecasting against cyberattacks	6
A copula-based time series model for global horizontal irradiation	6
Predicting/hypothesizing the findings of the M5 competition	6
Investigating laypeople’s short- and long-term forecasts of COVID-19 infection cycles	6
Do professional forecasters believe in the Phillips curve?	6
Forecasting realized volatility with spillover effects: Perspectives from graph neural networks	6
Eliciting expectation uncertainty from private households	6
Real-time inflation forecasting using non-linear dimension reduction techniques	6
Does the consideration of market prices in model selection increase model profitability? Evidence from theory, artificial data and real-world data	6
Daily growth at risk: Financial or real drivers? The answer is not always the same	6
Humans vs. large language models: Judgmental forecasting in an era of advanced AI	6
Combining predictive distributions for time-to-event outcomes in meteorology	6
Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts	6
Asymmetric models for realized covariances	6
Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States	5
Service-level anchoring in demand forecasting: The moderating impact of retail promotions and product perishability	5
ABC-based forecasting in misspecified state space models	5
Book review	5
Guest Editorial: Forecasting for Social Good	5
Back to the present: Learning about the euro area through a now-casting model	5
Outlier-robust methods for forecasting realized covariance matrices	5
Forecasting euro area inflation using a huge panel of survey expectations	5
Certainty amid uncertainty: Relationship between macroeconomic uncertainty and individual expectations	5
Conditionally optimal weights and forward-looking approaches to combining forecasts	5
Local summer temperature dynamics: Bayesian Markov-switching to forecast annual frequency and duration of heat waves	5
Evaluating quantile forecasts in the M5 uncertainty competition	5
Guiding supervisors in artificial intelligence-enabled forecasting: Understanding the impacts of salience and detail on decision-making	5
Coupling LSTM neural networks and state-space models through analytically tractable inference	5
Distributed ARIMA models for ultra-long time series	5
Endemic-epidemic models with discrete-time serial interval distributions for infectious disease prediction	5
Modeling and predicting failure in US credit unions	5
Forecast reconciliation: A review	5
Likelihood-based inference in temporal hierarchies	5
A multi-task encoder-dual-decoder framework for mixed frequency data prediction	5
Special section on credit risk modelling—Guest editorial	5
Cyberattack-resilient load forecasting with adaptive robust regression	5
Bayesian forecasting in economics and finance: A modern review	5
A tolerance-based framework for spatiotemporal forecast validation using the	5
Predicting the equity premium around the globe: Comprehensive evidence from a large sample	5
Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model	5
Testing the predictive accuracy of COVID-19 forecasts	4
Forecasting soccer matches with betting odds: A tale of two markets	4
Bayesian estimation of a multivariate TAR model when the noise process distribution belongs to the class of Gaussian variance mixtures	4
Bayesian forecast combination using time-varying features	4
Exploring the social influence of the Kaggle virtual community on the M5 competition	4
Carpe diem: Can daily oil prices improve model-based forecasts of the real price of crude oil?	4
Editorial Board	4
A data-driven approach to forecasting ground-level ozone concentration	4
A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations	4
Summarizing ensemble NWP forecasts for grid operators: Consistency, elicitability, and economic value	4
How to “improve” prediction using behavior modification	4
Quantifying subjective uncertainty in survey expectations	4
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations	4
Generalized Poisson difference autoregressive processes	4
A framework for timely and accessible long-term forecasting of shale gas production based on time series pattern matching	4
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates	4
GoodsForecast second-place solution in M5 Uncertainty track: Combining heterogeneous models for a quantile estimation task	4
Forecasting emergency department occupancy with advanced machine learning models and multivariable input	4