International Journal of Forecasting

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	420
Systemic bias of IMF reserve and debt forecasts for program countries	242
FRED-SD: A real-time database for state-level data with forecasting applications	236
Adaptively aggregated forecast for exponential family panel model	230
Survey density forecast comparison in small samples	160
Fan charts 2.0: Flexible forecast distributions with expert judgement	106
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	106
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	102
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	98
An overview of the effects of algorithm use on judgmental biases affecting forecasting	89
Forecasting stock return distributions around the globe with quantile neural networks	74
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	73
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	67
The profitability of lead–lag arbitrage at high frequency	67
Responses to the discussions and commentaries of the M5 Special Issue	66
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	64
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	63
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	63
The decrease in confidence with forecast extremity	62
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	60
Too similar to combine? On negative weights in forecast combination	59
Fundamental determinants of exchange rate expectations	58
Forecasting intermittent time series with Gaussian Processes and Tweedie likelihood	58
A survey of models and methods used for forecasting when investing in financial markets	53
Multi-population mortality projection: The augmented common factor model with structural breaks	50

Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	49
Weekly economic activity: Measurement and informational content	48
Tree-based heterogeneous cascade ensemble model for credit scoring	48
A time-varying skewness model for Growth-at-Risk	45
Hierarchical forecasting with a top-down alignment of independent-level forecasts	41
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	41
Machine learning and insurer failure prediction	40
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	37
Forecasting and policy when “we simply do not know”	37
Editorial Board	37
A robust support vector regression model for electric load forecasting	35
Real estate illiquidity and returns: A time-varying regional perspective	35
Improving disaggregated short-term food inflation forecasts with webscraped data	33
Improving forecast stability using deep learning	32
The M5 competition: Conclusions	32
Forecasting the equity premium with frequency-decomposed technical indicators	29
An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors	28
Combining forecasts under structural breaks using Graphical LASSO	28
Editorial Board	28
Editorial Board	28
Variability of the Lee–Carter model parameters	28
Forecasting South Korea’s presidential election via multiparty dynamic Bayesian modeling	26
Enhancing market return forecasts with an incident-based ESG indicator	26
Exploring the representativeness of the M5 competition data	26
Post-script—Retail forecasting: Research and practice	26
External forcings and predictability of the Atlantic multidecadal oscillation: A model confidence set approach	26
Nowcasting GDP with a pool of factor models and a fast estimation algorithm	26
Optimal hierarchical EWMA forecasting	25
Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24?	25
Forecasting presidential elections: Accuracy of ANES voter intentions	25
Forecasting Australian fertility by age, region, and birthplace	24
Rejoinder: How to “improve” prediction using behavior modification	24
Model combinations through revised base rates	24
Whispers in the oil market: Exploring sentiment and uncertainty insights	23
When to be discrete: The importance of time formulation in the modeling of extreme events in finance	23
The structural Theta method and its predictive performance in the M4-Competition	23
Forecasting expected shortfall: Should we use a multivariate model for stock market factors?	23
Modeling and forecasting intraday spot volatility	23
Network log-ARCH models for forecasting stock market volatility	22
Evaluating probabilistic classifiers: The triptych	22
Forecasting with trees	22
Forecasting GDP growth rates in the United States and Brazil using Google Trends	22
Forecasting crude oil futures market returns: A principal component analysis combination approach	22
Portfolio return prediction and risk price heterogeneity	21
Deep Probabilistic Koopman: Long-term time-series forecasting under periodic uncertainties	21
Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence	21
Retail forecasting: Research and practice	21
Editorial Board	20
Targeting predictors in random forest regression	19
A loss discounting framework for model averaging and selection in time series models	19

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

Improving forecasts for heterogeneous time series by “averaging”, with application to food demand forecasts	9
Hierarchical forecasting at scale	8
The RWDAR model: A novel state-space approach to forecasting	8
The M5 uncertainty competition: Results, findings and conclusions	8
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices	8
Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing	8
Stochastic modelling of football matches using dynamic regressors	8
A projected nonlinear state-space model for forecasting time series signals	8
Adaptive forecasting in dynamic markets: An evaluation of AutoTS within the M6 competition	8
Book review	8
Forecast combinations: An over 50-year review	8
Forecasting crude oil market volatility using variable selection and common factor	8
Enforcing tail calibration when training probabilistic forecast models	8
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	8
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	8
M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond	8
Avoiding overconfidence: Evidence from the M6 financial competition	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
On memory-augmented gated recurrent unit network	7
Improving variance forecasts: The role of Realized Variance features	7
LoMEF: A framework to produce local explanations for global model time series forecasts	7
Out-of-sample predictability in predictive regressions with many predictor candidates	7
The time-varying Multivariate Autoregressive Index model	7
Data-based priors for vector error correction models	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
Forecast combination-based forecast reconciliation: Insights and extensions	7
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions	7
A solution for M5 Forecasting - Uncertainty: Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation	7
Evaluation of the best M4 competition methods for small area population forecasting	7
Do we want coherent hierarchical forecasts, or minimal MAPEs or MAEs? (We won’t get both!)	7
Asymmetric uncertainty: Nowcasting using skewness in real-time data	7
On the evaluation of hierarchical forecasts	6
Stealing accuracy: Predicting day-ahead electricity prices with temporal hierarchy forecasting (THieF)	6
Humans vs. large language models: Judgmental forecasting in an era of advanced AI	6
Predicting/hypothesizing the findings of the M5 competition	6
Forecasting realized volatility with spillover effects: Perspectives from graph neural networks	6
Robust regression for electricity demand forecasting against cyberattacks	6
Real-time density nowcasts of US inflation: A model combination approach	6
Investigating laypeople’s short- and long-term forecasts of COVID-19 infection cycles	6
Asymmetric models for realized covariances	6
A copula-based time series model for global horizontal irradiation	6
Do professional forecasters believe in the Phillips curve?	6
Daily growth at risk: Financial or real drivers? The answer is not always the same	6
Combining predictive distributions for time-to-event outcomes in meteorology	6
Local summer temperature dynamics: Bayesian Markov-switching to forecast annual frequency and duration of heat waves	5
Book review	5
Forecasting euro area inflation using a huge panel of survey expectations	5
Bayesian forecasting in economics and finance: A modern review	5
A multi-task encoder-dual-decoder framework for mixed frequency data prediction	5
Conditionally optimal weights and forward-looking approaches to combining forecasts	5
Eliciting expectation uncertainty from private households	5
Guiding supervisors in artificial intelligence-enabled forecasting: Understanding the impacts of salience and detail on decision-making	5
Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts	5
ABC-based forecasting in misspecified state space models	5
Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States	5
Forecast reconciliation: A review	5
Outlier-robust methods for forecasting realized covariance matrices	5
Real-time inflation forecasting using non-linear dimension reduction techniques	5
Coupling LSTM neural networks and state-space models through analytically tractable inference	5
Evaluating quantile forecasts in the M5 uncertainty competition	5
Certainty amid uncertainty: Relationship between macroeconomic uncertainty and individual expectations	5
Likelihood-based inference in temporal hierarchies	5
Back to the present: Learning about the euro area through a now-casting model	5
Distributed ARIMA models for ultra-long time series	5
Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model	5
Service-level anchoring in demand forecasting: The moderating impact of retail promotions and product perishability	5
Beyond forecast leaderboards: Measuring individual model importance based on contribution to ensemble accuracy	5
Does the consideration of market prices in model selection increase model profitability? Evidence from theory, artificial data and real-world data	5
Modeling and predicting failure in US credit unions	4
Bayesian forecast combination using time-varying features	4
Carpe diem: Can daily oil prices improve model-based forecasts of the real price of crude oil?	4
Summarizing ensemble NWP forecasts for grid operators: Consistency, elicitability, and economic value	4
GoodsForecast second-place solution in M5 Uncertainty track: Combining heterogeneous models for a quantile estimation task	4
A framework for timely and accessible long-term forecasting of shale gas production based on time series pattern matching	4
Forecasting soccer matches with betting odds: A tale of two markets	4
Generalized βARMA model for double bounded time series forecasting	4
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates	4
Disaggregating VIX	4
A tolerance-based framework for spatiotemporal forecast validation using the	4
Time-varying variance and skewness in realized volatility measures	4
Editorial Board	4
Exploring the social influence of the Kaggle virtual community on the M5 competition	4
A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations	4
Do professionals’ inflation forecasts incorporate the beliefs of others? A functional data approach	4
Predicting the equity premium around the globe: Comprehensive evidence from a large sample	4
How to “improve” prediction using behavior modification	4
How local is the local inflation factor? Evidence from emerging European countries	4
Acknowledgement to reviewers	4
Quantifying subjective uncertainty in survey expectations	4
Testing the predictive accuracy of COVID-19 forecasts	4
Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting	4