International Journal of Forecasting

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	685
FRED-SD: A real-time database for state-level data with forecasting applications	347
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	217
Systemic bias of IMF reserve and debt forecasts for program countries	215
FFORMPP: Feature-based forecast model performance prediction	203
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	146
Survey density forecast comparison in small samples	96
Fan charts 2.0: Flexible forecast distributions with expert judgement	96
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	94
Adaptively aggregated forecast for exponential family panel model	89
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	86
An overview of the effects of algorithm use on judgmental biases affecting forecasting	71
A survey of models and methods used for forecasting when investing in financial markets	70
The profitability of lead–lag arbitrage at high frequency	65
Tree-based heterogeneous cascade ensemble model for credit scoring	63
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	61
Weekly economic activity: Measurement and informational content	61
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	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
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	58
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	57
Too similar to combine? On negative weights in forecast combination	54
Fundamental determinants of exchange rate expectations	52
Forecasting intermittent time series with Gaussian Processes and Tweedie likelihood	52

A time-varying skewness model for Growth-at-Risk	51
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	47
The decrease in confidence with forecast extremity	47
Editorial Board	46
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	46
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	45
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	44
Improving forecast stability using deep learning	43
Forecasting and policy when “we simply do not know”	43
Forecasting football results and exploiting betting markets: The case of “both teams to score”	42
Real estate illiquidity and returns: A time-varying regional perspective	41
Forecasting the equity premium with frequency-decomposed technical indicators	37
Hierarchical forecasting with a top-down alignment of independent-level forecasts	37
Improving disaggregated short-term food inflation forecasts with webscraped data	37
Machine learning and insurer failure prediction	36
The M5 competition: Conclusions	35
Forecasting: theory and practice	33
A robust support vector regression model for electric load forecasting	33
Editorial Board	32
Variability of the Lee–Carter model parameters	31
Combining forecasts under structural breaks using Graphical LASSO	31
Editorial Board	31
Optimal hierarchical EWMA forecasting	31
Forecasting presidential elections: Accuracy of ANES voter intentions	30
An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors	28
Enhancing market return forecasts with an incident-based ESG indicator	28
Forecasting South Korea’s presidential election via multiparty dynamic Bayesian modeling	26
External forcings and predictability of the Atlantic multidecadal oscillation: A model confidence set approach	26
Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24?	26
Model combinations through revised base rates	26
Nowcasting GDP with a pool of factor models and a fast estimation algorithm	25
Exploring the representativeness of the M5 competition data	25
A disaster response model driven by spatial–temporal forecasts	25
Sequential optimization three-way decision model with information gain for credit default risk evaluation	25
Rejoinder: How to “improve” prediction using behavior modification	25
Post-script—Retail forecasting: Research and practice	25
Evaluating probabilistic classifiers: The triptych	25
Forecasting corporate default risk in China	24
Forecasting expected shortfall: Should we use a multivariate model for stock market factors?	24
When to be discrete: The importance of time formulation in the modeling of extreme events in finance	23
Forecasting GDP growth rates in the United States and Brazil using Google Trends	23
The structural Theta method and its predictive performance in the M4-Competition	23
Forecasting Australian fertility by age, region, and birthplace	22
Forecasting crude oil futures market returns: A principal component analysis combination approach	22
Modeling and forecasting intraday spot volatility	22
Network log-ARCH models for forecasting stock market volatility	21
Deep Probabilistic Koopman: Long-term time-series forecasting under periodic uncertainties	21
Forecasting with trees	21
Whispers in the oil market: Exploring sentiment and uncertainty insights	21
A loss discounting framework for model averaging and selection in time series models	20

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

Forecasting electricity prices using bid data	9
A projected nonlinear state-space model for forecasting time series signals	8
Ups and (draw) downs	8
Hierarchical forecasting at scale	8
The RWDAR model: A novel state-space approach to forecasting	8
Forecast combinations: An over 50-year review	8
Early Warning Systems for identifying financial instability	8
Forecasting adversarial actions using judgment decomposition-recomposition	8
Stochastic modelling of football matches using dynamic regressors	8
Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors	8
The M5 uncertainty competition: Results, findings and conclusions	8
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	8
Emotions and the status quo: The anti-incumbency bias in political prediction markets	8
Aggregating qualitative district-level campaign assessments to forecast election results: Evidence from Japan	8
Forecasting crude oil market volatility using variable selection and common factor	8
Assessing cross-currency predictability in forex markets: Insights from limit order book data	8
Parameter-efficient deep probabilistic forecasting	8
Out-of-sample predictability in predictive regressions with many predictor candidates	7
Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing	7
Asymmetric uncertainty: Nowcasting using skewness in real-time data	7
Avoiding overconfidence: Evidence from the M6 financial competition	7
The time-varying Multivariate Autoregressive Index model	7
Editorial and introduction to the special section on the Bernanke’s review of the Bank of England’s forecasting activities	7
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices	7
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions	7
M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond	7
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	7
Forecast combination-based forecast reconciliation: Insights and extensions	7
A copula-based time series model for global horizontal irradiation	7
Adaptive forecasting in dynamic markets: An evaluation of AutoTS within the M6 competition	7
A solution for M5 Forecasting - Uncertainty: Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation	7
LoMEF: A framework to produce local explanations for global model time series forecasts	7
Anticipating special events in Emergency Department forecasting	7
Real-time density nowcasts of US inflation: A model combination approach	7
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
Robust regression for electricity demand forecasting against cyberattacks	6
Improving variance forecasts: The role of Realized Variance features	6
On the evaluation of hierarchical forecasts	6
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model	6
Daily growth at risk: Financial or real drivers? The answer is not always the same	6
Forecasting realized volatility with spillover effects: Perspectives from graph neural networks	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
Data-based priors for vector error correction models	6
Do professional forecasters believe in the Phillips curve?	6
Humans vs. large language models: Judgmental forecasting in an era of advanced AI	6
Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts	5
Asymmetric models for realized covariances	5
Investigating laypeople’s short- and long-term forecasts of COVID-19 infection cycles	5
Real-time inflation forecasting using non-linear dimension reduction techniques	5
Special section on credit risk modelling—Guest editorial	5
Cyberattack-resilient load forecasting with adaptive robust regression	5
Likelihood-based inference in temporal hierarchies	5
ABC-based forecasting in misspecified state space models	5
Beyond forecast leaderboards: Measuring individual model importance based on contribution to ensemble accuracy	5
Stealing accuracy: Predicting day-ahead electricity prices with temporal hierarchy forecasting (THieF)	5
On memory-augmented gated recurrent unit network	5
Does the consideration of market prices in model selection increase model profitability? Evidence from theory, artificial data and real-world data	5
Book review	5
Forecast reconciliation: A review	5
Certainty amid uncertainty: Relationship between macroeconomic uncertainty and individual expectations	5
Guest Editorial: Forecasting for Social Good	5
Evaluating quantile forecasts in the M5 uncertainty competition	5
Predicting/hypothesizing the findings of the M5 competition	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
Combining predictive distributions for time-to-event outcomes in meteorology	5
Coupling LSTM neural networks and state-space models through analytically tractable inference	5
Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model	5
Conditionally optimal weights and forward-looking approaches to combining forecasts	5
Service-level anchoring in demand forecasting: The moderating impact of retail promotions and product perishability	5
Acknowledgement to reviewers	4
Exploring the social influence of the Kaggle virtual community on the M5 competition	4
Disaggregating VIX	4
Outlier-robust methods for forecasting realized covariance matrices	4
Back to the present: Learning about the euro area through a now-casting model	4
Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States	4
Summarizing ensemble NWP forecasts for grid operators: Consistency, elicitability, and economic value	4
Endemic-epidemic models with discrete-time serial interval distributions for infectious disease prediction	4
Time-varying variance and skewness in realized volatility measures	4
GoodsForecast second-place solution in M5 Uncertainty track: Combining heterogeneous models for a quantile estimation task	4
How local is the local inflation factor? Evidence from emerging European countries	4
Bayesian forecasting in economics and finance: A modern review	4
Distributed ARIMA models for ultra-long time series	4
Carpe diem: Can daily oil prices improve model-based forecasts of the real price of crude oil?	4
Bayesian forecast combination using time-varying features	4
Modeling and predicting failure in US credit unions	4
Thinking outside the container: A sparse partial least squares approach to forecasting trade flows	4
A tolerance-based framework for spatiotemporal forecast validation using the	4
How to “improve” prediction using behavior modification	4
A multi-task encoder-dual-decoder framework for mixed frequency data prediction	4
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates	4
Predicting the equity premium around the globe: Comprehensive evidence from a large sample	4
Forecasting euro area inflation using a huge panel of survey expectations	4