International Journal of Forecasting

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	1265
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	544
Adaptively aggregated forecast for exponential family panel model	249
Fan charts 2.0: Flexible forecast distributions with expert judgement	236
FRED-SD: A real-time database for state-level data with forecasting applications	181
FFORMPP: Feature-based forecast model performance prediction	143
Systemic bias of IMF reserve and debt forecasts for program countries	140
Survey density forecast comparison in small samples	138
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	126
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	116
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	98
An overview of the effects of algorithm use on judgmental biases affecting forecasting	77
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	76
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	75
Short-term forecasting of the coronavirus pandemic	74
Forecasting government support in Irish general elections: Opinion polls and structural models	72
Responses to the discussions and commentaries of the M5 Special Issue	67
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	58
The decrease in confidence with forecast extremity	58
The profitability of lead–lag arbitrage at high frequency	58
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	57
Tree-based heterogeneous cascade ensemble model for credit scoring	56
Fundamental determinants of exchange rate expectations	56
Macroeconomic data transformations matter	56
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	52

Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	52
Nonparametric expected shortfall forecasting incorporating weighted quantiles	52
Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data	51
Too similar to combine? On negative weights in forecast combination	50
Multi-population mortality projection: The augmented common factor model with structural breaks	47
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	47
Weekly economic activity: Measurement and informational content	45
A survey of models and methods used for forecasting when investing in financial markets	44
A time-varying skewness model for Growth-at-Risk	42
Forecasting football results and exploiting betting markets: The case of “both teams to score”	41
Editorial Board	41
The M5 competition: Conclusions	39
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	39
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	36
Hierarchical forecasting with a top-down alignment of independent-level forecasts	36
Improving forecast stability using deep learning	35
Real estate illiquidity and returns: A time-varying regional perspective	35
Forecasting and policy when “we simply do not know”	35
A robust support vector regression model for electric load forecasting	34
Forecasting multiparty by-elections using Dirichlet regression	33
Forecasting the equity premium with frequency-decomposed technical indicators	32
Variability of the Lee–Carter model parameters	31
Editorial Board	31
Forecasting: theory and practice	31
An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors	30
Editorial Board	29
Model combinations through revised base rates	29
Optimal hierarchical EWMA forecasting	28
Exploring the representativeness of the M5 competition data	28
Combining forecasts under structural breaks using Graphical LASSO	28
Forecasting presidential elections: Accuracy of ANES voter intentions	27
Modelling non-stationary ‘Big Data’	27
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
Post-script—Retail forecasting: Research and practice	26
A disaster response model driven by spatial–temporal forecasts	25
Forecasting South Korea’s presidential election via multiparty dynamic Bayesian modeling	25
Forecasting Australian fertility by age, region, and birthplace	24
Evaluating probabilistic classifiers: The triptych	24
Enhancing capacity planning through forecasting: An integrated tool for maintenance of complex product systems	23
Forecasting GDP growth rates in the United States and Brazil using Google Trends	23
Forecasting with trees	23
Forecasting corporate default risk in China	23
Mixed random forest, cointegration, and forecasting gasoline prices	22
Network log-ARCH models for forecasting stock market volatility	22
Forecasting expected shortfall: Should we use a multivariate model for stock market factors?	22
The structural Theta method and its predictive performance in the M4-Competition	22
Deep Probabilistic Koopman: Long-term time-series forecasting under periodic uncertainties	22
Rejoinder: How to “improve” prediction using behavior modification	22
When to be discrete: The importance of time formulation in the modeling of extreme events in finance	21

Forecasting crude oil futures market returns: A principal component analysis combination approach	21
Retail forecasting: Research and practice	21
Editorial Board	20
Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence	20
Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates	20
A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times	19
Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China	19
Nowcasting U.S. state-level CO2 emissions and energy consumption	19
Portfolio return prediction and risk price heterogeneity	19
Spurious relationships in high-dimensional systems with strong or mild persistence	19
Combining forecasts for universally optimal performance	19
A loss discounting framework for model averaging and selection in time series models	19
Targeting predictors in random forest regression	19
M6 investment challenge: The role of luck and strategic considerations	18
Anticipating humanitarian emergencies with a high risk of conflict-induced displacement	18
Internal consistency of household inflation expectations: Point forecasts vs. density forecasts	18
Reactions to the Bernanke Review from Bank of England watchers	18
A review and comparison of conflict early warning systems	18
Technical analysis, spread trading, and data snooping control	17
Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates	17
Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement	17
Temporal Fusion Transformers for interpretable multi-horizon time series forecasting	17
All forecasters are not the same: Systematic patterns in predictive performance	16
Discussion of “Thirty years on: A review of the Lee–Carter method for forecasting mortality”	16
Sparse estimation of dynamic principal components for forecasting high-dimensional time series	16
False dichotomy alert: Improving subjective-probability estimates vs. raising awareness of systemic risk	16
Partisan bias, attribute substitution, and the benefits of an indirect format for eliciting forecasts and judgments of trend	15
The power of narrative sentiment in economic forecasts	15
M5 accuracy competition: Results, findings, and conclusions	15
Forecasting stock market return with anomalies: Evidence from China	15
Guest Editorial: Food and Agriculture Forecasting	14
Factor-augmented forecasting in big data	14
Machine learning algorithms for forecasting and backcasting blood demand data with missing values and outliers: A study of Tema General Hospital of Ghana	14
Predicting value at risk for cryptocurrencies with generalized random forests	14
A functional mixture prediction model for dynamically forecasting cumulative intraday returns of crude oil futures	14
Editorial Board	14
Robust returns ranking prediction and portfolio optimization for M6	14
Guest editorial: Economic forecasting in times of COVID-19	14
Demand forecasting under lost sales stock policies	14
Forecast value added in demand planning	14
Accelerating peak dating in a dynamic factor Markov-switching model	13
Sensitivity and uncertainty in the Lee–Carter mortality model	13
Physics-informed Gaussian process regression for states estimation and forecasting in power grids	13
Editorial Board	12
Predicting monthly biofuel production using a hybrid ensemble forecasting methodology	12
Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data	12
Lee–Carter models: The wider context	12
Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models	12
Quasi-average predictions and regression to the trend: An application to the M6 financial forecasting competition	12
Editorial Board	12
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data	12
On forecast stability	12
Nowcasting with panels and alternative data: The OECD weekly tracker	11
Betting on a buzz: Mispricing and inefficiency in online sportsbooks	11
Hierarchical transfer learning with applications to electricity load forecasting	11
Trust the experts? The performance of inflation expectations, 1960–2023	11
Embrace the differences: Revisiting the PollyVote method of combining forecasts for U.S. presidential elections (2004 to 2020)	11
The uncertainty track: Machine learning, statistical modeling, synthesis	11
Dynamic linear models with adaptive discounting	11
Properties of the reconciled distributions for Gaussian and count forecasts	11
Relative performance of judgmental methods for forecasting the success of megaprojects	11
HARd to beat: The overlooked impact of rolling windows in the era of machine learning	11
The Lee–Carter method and probabilistic population forecasts	10
The probability conflation: A reply to Tetlock et al.	10
Distributional regression and its evaluation with the CRPS: Bounds and convergence of the minimax risk	10
Harry Markowitz: An appreciation	10
Editorial Board	10
Deep switching state space model for nonlinear time series forecasting with regime switching	10
Volatility forecasting in European government bond markets	10
Cross-temporal forecast reconciliation at digital platforms with machine learning	10
Editorial Board	10
Robust recalibration of aggregate probability forecasts using meta-beliefs	10
Improving geopolitical forecasts with 100 brains and one computer	10
Probabilistic population forecasting: Short to very long-term	9
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting	9
A machine learning-based framework for forecasting sales of new products with short life cycles using deep neural networks	9
A mixture model for credit card exposure at default using the GAMLSS framework	9
Comparing probabilistic forecasts of the daily minimum and maximum temperature	9
Forecasting electricity prices using bid data	9
Efficiency of poll-based multi-period forecasting systems for German state elections	9

SCORE: A convolutional approach for football event forecasting	9
Bayesian herd detection for dynamic data	8
Improving forecasts for heterogeneous time series by “averaging”, with application to food demand forecasts	8
Aggregating qualitative district-level campaign assessments to forecast election results: Evidence from Japan	8
Emotions and the status quo: The anti-incumbency bias in political prediction markets	8
A new method to assess the degree of information rigidity using fixed-event forecasts	8
The impact of the COVID-19 pandemic on business expectations	8
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution	8
Calibration of deterministic NWP forecasts and its impact on verification	8
Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors	8
Early Warning Systems for identifying financial instability	8
A semi-supervised reject inference framework with hierarchical heterogeneous networks for credit scoring	8
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence	8
Forecasting, causality and feedback	8
Forecasting adversarial actions using judgment decomposition-recomposition	8
Hierarchical forecasting at scale	8
Forecasting crude oil market volatility using variable selection and common factor	7
Crude oil price forecasting incorporating news text	7
Short-term Covid-19 forecast for latecomers	7
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	7
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	7
A projected nonlinear state-space model for forecasting time series signals	7
The M5 uncertainty competition: Results, findings and conclusions	7
Parameter-efficient deep probabilistic forecasting	7
Forecast combinations: An over 50-year review	7
Asymmetric uncertainty: Nowcasting using skewness in real-time data	7
The RWDAR model: A novel state-space approach to forecasting	7
Ups and (draw) downs	7
The time-varying Multivariate Autoregressive Index model	6
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach	6
High-frequency monitoring of growth at risk	6
Real-time density nowcasts of US inflation: A model combination approach	6
A copula-based time series model for global horizontal irradiation	6
Data-based priors for vector error correction models	6
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices	6
Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing	6
On single point forecasts for fat-tailed variables	6
A solution for M5 Forecasting - Uncertainty: Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation	6
LoMEF: A framework to produce local explanations for global model time series forecasts	6
Evaluation of the best M4 competition methods for small area population forecasting	6
Do we want coherent hierarchical forecasts, or minimal MAPEs or MAEs? (We won’t get both!)	6
Forecast combination-based forecast reconciliation: Insights and extensions	6
M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond	6
Anticipating special events in Emergency Department forecasting	6
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions	6
Adaptive forecasting in dynamic markets: An evaluation of AutoTS within the M6 competition	6
Do professional forecasters believe in the Phillips curve?	6
Corrigendum to “The behaviour of betting and currency markets on the night of the EU referendum” [Int. J. Forecast. 35 (1) (2018) 371–389]	6
Avoiding overconfidence: Evidence from the M6 financial competition	6
Humans vs. large language models: Judgmental forecasting in an era of advanced AI	5
Forecasting realized volatility with spillover effects: Perspectives from graph neural networks	5
Improving variance forecasts: The role of Realized Variance features	5
Daily growth at risk: Financial or real drivers? The answer is not always the same	5
Modeling high-dimensional unit-root time series	5
Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts	5
Transparent modeling of influenza incidence: Big data or a single data point from psychological theory?	5
Robust regression for electricity demand forecasting against cyberattacks	5
Epidemiological versus meteorological forecasts: Best practice for linking models to policymaking	5
On memory-augmented gated recurrent unit network	5
Eliciting expectation uncertainty from private households	5
Investigating laypeople’s short- and long-term forecasts of COVID-19 infection cycles	5
Evaluating quantile forecasts in the M5 uncertainty competition	5
Real-time inflation forecasting using non-linear dimension reduction techniques	5
Out-of-sample predictability in predictive regressions with many predictor candidates	5
On the evaluation of hierarchical forecasts	5
COVID-19: Forecasting confirmed cases and deaths with a simple time series model	5
Predicting/hypothesizing the findings of the M5 competition	5
Guiding supervisors in artificial intelligence-enabled forecasting: Understanding the impacts of salience and detail on decision-making	5
Dynamic logistic regression and variable selection: Forecasting and contextualizing civil unrest	5
Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach	5
Modeling and predicting failure in US credit unions	4
Disaggregating VIX	4
ABC-based forecasting in misspecified state space models	4
Book review	4
A multi-task encoder-dual-decoder framework for mixed frequency data prediction	4
Conditionally optimal weights and forward-looking approaches to combining forecasts	4
Bayesian forecast combination using time-varying features	4
Outlier-robust methods for forecasting realized covariance matrices	4
How to “improve” prediction using behavior modification	4
Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States	4
Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model	4
Service-level anchoring in demand forecasting: The moderating impact of retail promotions and product perishability	4
Special section on credit risk modelling—Guest editorial	4
Forecast reconciliation: A review	4
Distributed ARIMA models for ultra-long time series	4
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates	4
The kernel trick for nonlinear factor modeling	4
Bayesian forecasting in economics and finance: A modern review	4
Cyberattack-resilient load forecasting with adaptive robust regression	4
Likelihood-based inference in temporal hierarchies	4
Coupling LSTM neural networks and state-space models through analytically tractable inference	4
Guest Editorial: Forecasting for Social Good	4
Back to the present: Learning about the euro area through a now-casting model	4
Forecasting euro area inflation using a huge panel of survey expectations	4
Bayesian estimation of a multivariate TAR model when the noise process distribution belongs to the class of Gaussian variance mixtures	3