OOIR: Observatory of International Research

Papers

(The TQCC of International Journal of Forecasting is 12. 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 2021-11-01 to 2025-11-01.)

Article	Citations
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks	582
Adaptively aggregated forecast for exponential family panel model	262
FRED-SD: A real-time database for state-level data with forecasting applications	252
Towards a real-time prediction of waiting times in emergency departments: A comparative analysis of machine learning techniques	178
An overview of the effects of algorithm use on judgmental biases affecting forecasting	164
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis	150
Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks	140
Fan charts 2.0: Flexible forecast distributions with expert judgement	125
Systemic bias of IMF reserve and debt forecasts for program countries	108
FFORMPP: Feature-based forecast model performance prediction	79
Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach	79
Survey density forecast comparison in small samples	78
Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series	77
The profitability of lead–lag arbitrage at high frequency	75
A survey of models and methods used for forecasting when investing in financial markets	75
The decrease in confidence with forecast extremity	66
Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament	63
Short-term forecasting of the coronavirus pandemic	61
Guest editorial: In memory of Professor John Edward Boylan, 1959–2023	61
Fundamental determinants of exchange rate expectations	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
Too similar to combine? On negative weights in forecast combination	54
A time-varying skewness model for Growth-at-Risk	53
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage	53

Nonparametric expected shortfall forecasting incorporating weighted quantiles	52
Tree-based heterogeneous cascade ensemble model for credit scoring	50
Weekly economic activity: Measurement and informational content	50
Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions	50
A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition	48
Forecasting with gradient boosted trees: augmentation, tuning, and cross-validation strategies	47
Real estate illiquidity and returns: A time-varying regional perspective	44
Editorial Board	44
Forecasting football results and exploiting betting markets: The case of “both teams to score”	43
Forecasting and policy when “we simply do not know”	42
How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts	42
The M5 competition: Conclusions	39
Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy	39
A robust support vector regression model for electric load forecasting	38
Improving forecast stability using deep learning	38
Forecasting the equity premium with frequency-decomposed technical indicators	36
Hierarchical forecasting with a top-down alignment of independent-level forecasts	36
Forecasting: theory and practice	35
Editorial Board	34
An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors	34
Combining forecasts under structural breaks using Graphical LASSO	33
Forecasting presidential elections: Accuracy of ANES voter intentions	33
Variability of the Lee–Carter model parameters	31
Editorial Board	31
Forecasting South Korea’s presidential election via multiparty dynamic Bayesian modeling	31
Sequential optimization three-way decision model with information gain for credit default risk evaluation	31
Nowcasting GDP with a pool of factor models and a fast estimation algorithm	31
Model combinations through revised base rates	30
Optimal hierarchical EWMA forecasting	30
Post-script—Retail forecasting: Research and practice	30
Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24?	29
Exploring the representativeness of the M5 competition data	28
Forecasting Australian fertility by age, region, and birthplace	27
Rejoinder: How to “improve” prediction using behavior modification	27
Evaluating probabilistic classifiers: The triptych	27
A disaster response model driven by spatial–temporal forecasts	26
Forecasting GDP growth rates in the United States and Brazil using Google Trends	26
When to be discrete: The importance of time formulation in the modeling of extreme events in finance	25
The structural Theta method and its predictive performance in the M4-Competition	25
Forecasting expected shortfall: Should we use a multivariate model for stock market factors?	24
Deep Probabilistic Koopman: Long-term time-series forecasting under periodic uncertainties	24
Whispers in the oil market: Exploring sentiment and uncertainty insights	24
Forecasting crude oil futures market returns: A principal component analysis combination approach	24
Retail forecasting: Research and practice	23
Forecasting with trees	23
Enhancing capacity planning through forecasting: An integrated tool for maintenance of complex product systems	23
Network log-ARCH models for forecasting stock market volatility	23
Forecasting corporate default risk in China	23
Editorial Board	22
Portfolio return prediction and risk price heterogeneity	22

Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China	22
Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates	22
Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence	22
Targeting predictors in random forest regression	21
A loss discounting framework for model averaging and selection in time series models	21
Nowcasting U.S. state-level CO2 emissions and energy consumption	21
Forecasting electoral violence	20
M6 investment challenge: The role of luck and strategic considerations	20
Anticipating humanitarian emergencies with a high risk of conflict-induced displacement	20
Internal consistency of household inflation expectations: Point forecasts vs. density forecasts	19
A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times	19
A review and comparison of conflict early warning systems	19
Combining forecasts for universally optimal performance	19
False dichotomy alert: Improving subjective-probability estimates vs. raising awareness of systemic risk	18
Forecasting stock market return with anomalies: Evidence from China	18
Reactions to the Bernanke Review from Bank of England watchers	18
Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement	17
Discussion of “Thirty years on: A review of the Lee–Carter method for forecasting mortality”	17
Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates	17
The power of narrative sentiment in economic forecasts	16
Forecast value added in demand planning	16
All forecasters are not the same: Systematic patterns in predictive performance	16
M5 accuracy competition: Results, findings, and conclusions	16
On forecast stability	16
Technical analysis, spread trading, and data snooping control	16
Quasi-average predictions and regression to the trend: An application to the M6 financial forecasting competition	16
Partisan bias, attribute substitution, and the benefits of an indirect format for eliciting forecasts and judgments of trend	16
Guest editorial: Economic forecasting in times of COVID-19	15
Volatility analysis for the GARCH–Itô–Jumps model based on high-frequency and low-frequency financial data	15
Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models	15
Accelerating peak dating in a dynamic factor Markov-switching model	15
Editorial Board	15
Robust returns ranking prediction and portfolio optimization for M6	15
Factor-augmented forecasting in big data	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
Predicting monthly biofuel production using a hybrid ensemble forecasting methodology	14
Demand forecasting under lost sales stock policies	14
Sensitivity and uncertainty in the Lee–Carter mortality model	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
Physics-informed Gaussian process regression for states estimation and forecasting in power grids	13
Lee–Carter models: The wider context	13
Properties of the reconciled distributions for Gaussian and count forecasts	13
Trust the experts? The performance of inflation expectations, 1960–2023	13
Guest Editorial: Food and Agriculture Forecasting	13
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data	13
Dynamic linear models with adaptive discounting	12
Editorial Board	12
HARd to beat: The overlooked impact of rolling windows in the era of machine learning	12
Relative performance of judgmental methods for forecasting the success of megaprojects	12
The uncertainty track: Machine learning, statistical modeling, synthesis	12
Embrace the differences: Revisiting the PollyVote method of combining forecasts for U.S. presidential elections (2004 to 2020)	12
Cross-temporal forecast reconciliation at digital platforms with machine learning	12
Distributional regression and its evaluation with the CRPS: Bounds and convergence of the minimax risk	12
Betting on a buzz: Mispricing and inefficiency in online sportsbooks	12
Nowcasting with panels and alternative data: The OECD weekly tracker	12
Hierarchical transfer learning with applications to electricity load forecasting	12