International Journal of Forecasting

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	1020
Survey density forecast comparison in small samples	475
Systemic bias of IMF reserve and debt forecasts for program countries	235
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	205
An overview of the effects of algorithm use on judgmental biases affecting forecasting	156
Adaptively aggregated forecast for exponential family panel model	128
Fan charts 2.0: Flexible forecast distributions with expert judgement	111
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	110
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	105
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	105
FRED-SD: A real-time database for state-level data with forecasting applications	81
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	68
FFORMPP: Feature-based forecast model performance prediction	66
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	63
Responses to the discussions and commentaries of the M5 Special Issue	62
Multi-population mortality projection: The augmented common factor model with structural breaks	58
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	54
Short-term forecasting of the coronavirus pandemic	52
A survey of models and methods used for forecasting when investing in financial markets	51
Forecasting government support in Irish general elections: Opinion polls and structural models	50
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	50
Too similar to combine? On negative weights in forecast combination	49
The profitability of lead–lag arbitrage at high frequency	49
The decrease in confidence with forecast extremity	48
A time-varying skewness model for Growth-at-Risk	48

Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	47
Fundamental determinants of exchange rate expectations	46
Nonparametric expected shortfall forecasting incorporating weighted quantiles	45
Weekly economic activity: Measurement and informational content	45
Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data	44
Tree-based heterogeneous cascade ensemble model for credit scoring	44
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	43
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	42
Macroeconomic data transformations matter	42
Forecasting football results and exploiting betting markets: The case of “both teams to score”	41
Engaging research with practice — An invited editorial	39
Editorial Board	38
The M5 competition: Conclusions	37
Forecasting macroeconomic risks	34
Forecasting multiparty by-elections using Dirichlet regression	33
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	32
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	32
Real estate illiquidity and returns: A time-varying regional perspective	32
Forecasting: theory and practice	30
Forecasting the equity premium with frequency-decomposed technical indicators	30
A robust support vector regression model for electric load forecasting	30
Improving forecast stability using deep learning	30
Hierarchical forecasting with a top-down alignment of independent-level forecasts	29
Editorial Board	29
An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors	28
Editorial Board	28
Variability of the Lee–Carter model parameters	28
Forecasting presidential elections: Accuracy of ANES voter intentions	28
Dimensionality reduction in forecasting with temporal hierarchies	27
Model combinations through revised base rates	27
Exploring the representativeness of the M5 competition data	27
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	27
Penalized maximum likelihood estimation of logit-based early warning systems	26
Forecasting South Korea’s presidential election via multiparty dynamic Bayesian modeling	26
Optimal hierarchical EWMA forecasting	25
Nowcasting GDP with a pool of factor models and a fast estimation algorithm	25
Sequential optimization three-way decision model with information gain for credit default risk evaluation	23
Modelling non-stationary ‘Big Data’	22
Rejoinder: How to “improve” prediction using behavior modification	22
A disaster response model driven by spatial–temporal forecasts	22
Post-script—Retail forecasting: Research and practice	22
Forecasting Australian fertility by age, region, and birthplace	21
The structural Theta method and its predictive performance in the M4-Competition	21
Forecasting GDP growth rates in the United States and Brazil using Google Trends	21
Deep Probabilistic Koopman: Long-term time-series forecasting under periodic uncertainties	21
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	20
Mixed random forest, cointegration, and forecasting gasoline prices	20
Enhancing capacity planning through forecasting: An integrated tool for maintenance of complex product systems	19
Forecasting expected shortfall: Should we use a multivariate model for stock market factors?	19
Forecasting crude oil futures market returns: A principal component analysis combination approach	19

Evaluating probabilistic classifiers: The triptych	19
Forecasting corporate default risk in China	19
Network log-ARCH models for forecasting stock market volatility	19
Editorial Board	18
Retail forecasting: Research and practice	18
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	18
Forecasting with trees	18
A loss discounting framework for model averaging and selection in time series models	18
Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence	18
Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates	17
Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China	17
Targeting predictors in random forest regression	16
Nowcasting U.S. state-level CO2 emissions and energy consumption	16
Combining forecasts for universally optimal performance	16
Measuring and forecasting retail trade in real time using card transactional data	16
Internal consistency of household inflation expectations: Point forecasts vs. density forecasts	16
A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times	16
A review and comparison of conflict early warning systems	16
Spurious relationships in high-dimensional systems with strong or mild persistence	16
M6 investment challenge: The role of luck and strategic considerations	15
Discussion of “Thirty years on: A review of the Lee–Carter method for forecasting mortality”	15
Temporal Fusion Transformers for interpretable multi-horizon time series forecasting	15
Technical analysis, spread trading, and data snooping control	15
Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates	14
Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement	14
False dichotomy alert: Improving subjective-probability estimates vs. raising awareness of systemic risk	14
Forecasting stock market return with anomalies: Evidence from China	14
Sparse estimation of dynamic principal components for forecasting high-dimensional time series	14
A stochastic differential equation approach to the analysis of the 2017 and 2019 UK general election polls	14
The power of narrative sentiment in economic forecasts	14
Guest Editorial: Food and Agriculture Forecasting	13
Sensitivity and uncertainty in the Lee–Carter mortality model	13
All forecasters are not the same: Systematic patterns in predictive performance	13
Factor-augmented forecasting in big data	13
Forecast value added in demand planning	13
Stock market volatility forecasting: Do we need high-frequency data?	13
M5 accuracy competition: Results, findings, and conclusions	13
Partisan bias, attribute substitution, and the benefits of an indirect format for eliciting forecasts and judgments of trend	13
Forecasting exchange rates with elliptically symmetric principal components	12
Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data	12
Accelerating peak dating in a dynamic factor Markov-switching model	12
Physics-informed Gaussian process regression for states estimation and forecasting in power grids	12
Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models	12
Guest editorial: Economic forecasting in times of COVID-19	12
Robust returns ranking prediction and portfolio optimization for M6	11
Machine learning algorithms for forecasting and backcasting blood demand data with missing values and outliers: A study of Tema General Hospital of Ghana	11
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data	11
Predicting value at risk for cryptocurrencies with generalized random forests	11
Quasi-average predictions and regression to the trend: An application to the M6 financial forecasting competition	11
Editorial Board	11
Demand forecasting under lost sales stock policies	11
Editorial Board	11
On forecast stability	11
Predicting monthly biofuel production using a hybrid ensemble forecasting methodology	11
Embrace the differences: Revisiting the PollyVote method of combining forecasts for U.S. presidential elections (2004 to 2020)	10
Hierarchical transfer learning with applications to electricity load forecasting	10
Dynamic linear models with adaptive discounting	10
Editorial Board	10
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	10
Lee–Carter models: The wider context	10
Relative performance of judgmental methods for forecasting the success of megaprojects	9
Cross-temporal forecast reconciliation at digital platforms with machine learning	9
Trust the experts? The performance of inflation expectations, 1960–2023	9
Betting on a buzz: Mispricing and inefficiency in online sportsbooks	9
The uncertainty track: Machine learning, statistical modeling, synthesis	9
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	9
Harry Markowitz: An appreciation	8
Discrete Gompertz equation and model selection between Gompertz and logistic models	8
Editorial Board	8
Improving geopolitical forecasts with 100 brains and one computer	8
The probability conflation: A reply to Tetlock et al.	8
Properties of the reconciled distributions for Gaussian and count forecasts	8
The Lee–Carter method and probabilistic population forecasts	8
Forecasting electricity prices using bid data	8
Volatility forecasting in European government bond markets	8
Nowcasting with panels and alternative data: The OECD weekly tracker	8
Editorial Board	8
Distributional regression and its evaluation with the CRPS: Bounds and convergence of the minimax risk	8
Probabilistic population forecasting: Short to very long-term	7
Forecasting, causality and feedback	7

A mixture model for credit card exposure at default using the GAMLSS framework	7
Improving forecasts for heterogeneous time series by “averaging”, with application to food demand forecasts	7
Early Warning Systems for identifying financial instability	7
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence	7
The RWDAR model: A novel state-space approach to forecasting	7
Robust recalibration of aggregate probability forecasts using meta-beliefs	7
A machine learning-based framework for forecasting sales of new products with short life cycles using deep neural networks	7
Bayesian herd detection for dynamic data	7
A semi-supervised reject inference framework with hierarchical heterogeneous networks for credit scoring	7
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting	7
The impact of the COVID-19 pandemic on business expectations	7
A projected nonlinear state-space model for forecasting time series signals	7
Interpretable sports team rating models based on the gradient descent algorithm	7
SCORE: A convolutional approach for football event forecasting	7
Efficiency of poll-based multi-period forecasting systems for German state elections	7
Comparing probabilistic forecasts of the daily minimum and maximum temperature	7
Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution	7
Calibration of deterministic NWP forecasts and its impact on verification	7
Forecasting adversarial actions using judgment decomposition-recomposition	7
Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	6
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach	6
Forecast combinations: An over 50-year review	6
A new method to assess the degree of information rigidity using fixed-event forecasts	6
Crude oil price forecasting incorporating news text	6
Short-term Covid-19 forecast for latecomers	6
The M5 uncertainty competition: Results, findings and conclusions	6
Editorial Board	6
Emotions and the status quo: The anti-incumbency bias in political prediction markets	6
Hierarchical forecasting at scale	6
Parameter-efficient deep probabilistic forecasting	6
A solution for M5 Forecasting - Uncertainty: Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation	6
Forecasting crude oil market volatility using variable selection and common factor	6
Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors	6
Aggregating qualitative district-level campaign assessments to forecast election results: Evidence from Japan	6
Asymmetric uncertainty: Nowcasting using skewness in real-time data	5
The time-varying Multivariate Autoregressive Index model	5
Forecast combination-based forecast reconciliation: Insights and extensions	5
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility	5
LoMEF: A framework to produce local explanations for global model time series forecasts	5
COVID-19: Forecasting confirmed cases and deaths with a simple time series model	5
A copula-based time series model for global horizontal irradiation	5
On single point forecasts for fat-tailed variables	5
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions	5
Erratum regarding missing Declaration of Competing Interest statement in previously published article	5
Anticipating special events in Emergency Department forecasting	5
Forecasting realized volatility with spillover effects: Perspectives from graph neural networks	5
Corrigendum to “The behaviour of betting and currency markets on the night of the EU referendum” [Int. J. Forecast. 35 (1) (2018) 371–389]	5
On memory-augmented gated recurrent unit network	5
M5 competition uncertainty: Overdispersion, distributional forecasting, GAMLSS, and beyond	5
Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing	5
Avoiding overconfidence: Evidence from the M6 financial competition	5
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices	5
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	5
Do professional forecasters believe in the Phillips curve?	5
High-frequency monitoring of growth at risk	5
Investigating laypeople’s short- and long-term forecasts of COVID-19 infection cycles	4
Out-of-sample predictability in predictive regressions with many predictor candidates	4
Data-based priors for vector error correction models	4
Humans vs. large language models: Judgmental forecasting in an era of advanced AI	4
On the evaluation of hierarchical forecasts	4
Predicting/hypothesizing the findings of the M5 competition	4
Real-time inflation forecasting using non-linear dimension reduction techniques	4
Guiding supervisors in artificial intelligence-enabled forecasting: Understanding the impacts of salience and detail on decision-making	4
Do we want coherent hierarchical forecasts, or minimal MAPEs or MAEs? (We won’t get both!)	4
Real-time density nowcasts of US inflation: A model combination approach	4
Epidemiological versus meteorological forecasts: Best practice for linking models to policymaking	4
Daily growth at risk: Financial or real drivers? The answer is not always the same	4
Dynamic logistic regression and variable selection: Forecasting and contextualizing civil unrest	4
Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach	4
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	4
Robust regression for electricity demand forecasting against cyberattacks	4
Improving variance forecasts: The role of Realized Variance features	4
Evaluation of the best M4 competition methods for small area population forecasting	4
Transparent modeling of influenza incidence: Big data or a single data point from psychological theory?	4
Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts	4
Back to the present: Learning about the euro area through a now-casting model	3
Distributed ARIMA models for ultra-long time series	3
Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States	3
Predicting the equity premium around the globe: Comprehensive evidence from a large sample	3
ABC-based forecasting in misspecified state space models	3
Modeling high-dimensional unit-root time series	3
A comparison of monthly global indicators for forecasting growth	3
How local is the local inflation factor? Evidence from emerging European countries	3
Summarizing ensemble NWP forecasts for grid operators: Consistency, elicitability, and economic value	3
Forecasting euro area inflation using a huge panel of survey expectations	3
How to “improve” prediction using behavior modification	3
Forecast reconciliation: A review	3
Bayesian forecasting in economics and finance: A modern review	3
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates	3
Endemic-epidemic models with discrete-time serial interval distributions for infectious disease prediction	3
Outlier-robust methods for forecasting realized covariance matrices	3
Disaggregating VIX	3
Carpe diem: Can daily oil prices improve model-based forecasts of the real price of crude oil?	3
Modeling and predicting failure in US credit unions	3
Likelihood-based inference in temporal hierarchies	3