OOIR: Observatory of International Research

Papers

(The TQCC of International Journal of Forecasting is 11. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-06-01 to 2025-06-01.)

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	1064
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	489
Adaptively aggregated forecast for exponential family panel model	239
Fan charts 2.0: Flexible forecast distributions with expert judgement	213
Systemic bias of IMF reserve and debt forecasts for program countries	163
FRED-SD: A real-time database for state-level data with forecasting applications	131
An overview of the effects of algorithm use on judgmental biases affecting forecasting	117
FFORMPP: Feature-based forecast model performance prediction	113
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	110
Survey density forecast comparison in small samples	107
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	82
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	74
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	71
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	68
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	67
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	63
Short-term forecasting of the coronavirus pandemic	63
A survey of models and methods used for forecasting when investing in financial markets	56
Forecasting government support in Irish general elections: Opinion polls and structural models	54
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	53
Responses to the discussions and commentaries of the M5 Special Issue	53
Multi-population mortality projection: The augmented common factor model with structural breaks	52
The profitability of lead–lag arbitrage at high frequency	52
Weekly economic activity: Measurement and informational content	51
A time-varying skewness model for Growth-at-Risk	51

The decrease in confidence with forecast extremity	48
Fundamental determinants of exchange rate expectations	47
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	47
Nonparametric expected shortfall forecasting incorporating weighted quantiles	46
Dynamic factor models with clustered loadings: Forecasting education flows using unemployment data	45
Tree-based heterogeneous cascade ensemble model for credit scoring	44
Too similar to combine? On negative weights in forecast combination	44
Macroeconomic data transformations matter	44
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	43
Engaging research with practice — An invited editorial	42
Forecasting football results and exploiting betting markets: The case of “both teams to score”	42
Editorial Board	39
The M5 competition: Conclusions	37
Hierarchical forecasting with a top-down alignment of independent-level forecasts	36
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	35
Forecasting the equity premium with frequency-decomposed technical indicators	34
Forecasting macroeconomic risks	33
Real estate illiquidity and returns: A time-varying regional perspective	33
A robust support vector regression model for electric load forecasting	32
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	32
Forecasting: theory and practice	31
Improving forecast stability using deep learning	31
Editorial Board	30
Forecasting and policy when “we simply do not know”	30
Forecasting multiparty by-elections using Dirichlet regression	30
Model combinations through revised base rates	29
Variability of the Lee–Carter model parameters	29
Editorial Board	29
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	29
An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors	29
Sequential optimization three-way decision model with information gain for credit default risk evaluation	28
Penalized maximum likelihood estimation of logit-based early warning systems	28
Nowcasting GDP with a pool of factor models and a fast estimation algorithm	27
Post-script—Retail forecasting: Research and practice	27
Forecasting presidential elections: Accuracy of ANES voter intentions	25
Modelling non-stationary ‘Big Data’	25
Exploring the representativeness of the M5 competition data	25
Combining forecasts under structural breaks using Graphical LASSO	23
Dimensionality reduction in forecasting with temporal hierarchies	23
Forecasting South Korea’s presidential election via multiparty dynamic Bayesian modeling	23
Optimal hierarchical EWMA forecasting	23
Forecasting Australian fertility by age, region, and birthplace	22
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	22
A disaster response model driven by spatial–temporal forecasts	22
The structural Theta method and its predictive performance in the M4-Competition	22
Forecasting corporate default risk in China	21
Enhancing capacity planning through forecasting: An integrated tool for maintenance of complex product systems	21
Forecasting expected shortfall: Should we use a multivariate model for stock market factors?	21
Rejoinder: How to “improve” prediction using behavior modification	21
Evaluating probabilistic classifiers: The triptych	21

Deep Probabilistic Koopman: Long-term time-series forecasting under periodic uncertainties	20
Mixed random forest, cointegration, and forecasting gasoline prices	20
Forecasting with trees	20
Retail forecasting: Research and practice	19
Erratum regarding missing Declaration of Competing Interest statements in previously published articles	19
Forecasting crude oil futures market returns: A principal component analysis combination approach	19
Forecasting GDP growth rates in the United States and Brazil using Google Trends	19
Network log-ARCH models for forecasting stock market volatility	19
Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence	18
Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China	18
A loss discounting framework for model averaging and selection in time series models	18
Editorial Board	18
Internal consistency of household inflation expectations: Point forecasts vs. density forecasts	17
A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times	17
Spurious relationships in high-dimensional systems with strong or mild persistence	17
Targeting predictors in random forest regression	17
M6 investment challenge: The role of luck and strategic considerations	17
Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates	17
Nowcasting U.S. state-level CO2 emissions and energy consumption	16
Reactions to the Bernanke Review from Bank of England watchers	16
Combining forecasts for universally optimal performance	16
Measuring and forecasting retail trade in real time using card transactional data	15
A stochastic differential equation approach to the analysis of the 2017 and 2019 UK general election polls	15
Anticipating humanitarian emergencies with a high risk of conflict-induced displacement	15
Forecasting stock market return with anomalies: Evidence from China	15
Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates	15
Temporal Fusion Transformers for interpretable multi-horizon time series forecasting	15
A review and comparison of conflict early warning systems	15
The power of narrative sentiment in economic forecasts	15
All forecasters are not the same: Systematic patterns in predictive performance	14
Technical analysis, spread trading, and data snooping control	14
Discussion of “Thirty years on: A review of the Lee–Carter method for forecasting mortality”	14
Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement	14
Sparse estimation of dynamic principal components for forecasting high-dimensional time series	13
Factor-augmented forecasting in big data	13
Stock market volatility forecasting: Do we need high-frequency data?	13
Partisan bias, attribute substitution, and the benefits of an indirect format for eliciting forecasts and judgments of trend	13
False dichotomy alert: Improving subjective-probability estimates vs. raising awareness of systemic risk	13
M5 accuracy competition: Results, findings, and conclusions	13
Forecast value added in demand planning	13
Machine learning algorithms for forecasting and backcasting blood demand data with missing values and outliers: A study of Tema General Hospital of Ghana	12
On forecast stability	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
Sensitivity and uncertainty in the Lee–Carter mortality model	12
Quasi-average predictions and regression to the trend: An application to the M6 financial forecasting competition	12
Physics-informed Gaussian process regression for states estimation and forecasting in power grids	12
Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data	12
Robust returns ranking prediction and portfolio optimization for M6	12
Editorial Board	12
Demand forecasting under lost sales stock policies	11
Predicting value at risk for cryptocurrencies with generalized random forests	11
Forecasting exchange rates with elliptically symmetric principal components	11
A functional mixture prediction model for dynamically forecasting cumulative intraday returns of crude oil futures	11
Accelerating peak dating in a dynamic factor Markov-switching model	11
Editorial Board	11
Guest Editorial: Food and Agriculture Forecasting	11
Predicting monthly biofuel production using a hybrid ensemble forecasting methodology	11
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data	11