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International Journal of Forecasting

短名	Int. J. Forecast.
Journal Impact	6.70
国际分区	MANAGEMENT(Q1)
期刊索引	SCI Q1中科院 2 区

ISSN	0169-2070, 1872-8200
h-index	119
国内分区	经济学(2区)经济学经济学(2区)经济学管理学(3区)

The International Journal of Forecasting is the leading journal in its field. It is the official publication of the International Institute of Forecasters (IIF) and shares its aims and scope. More information about the IIF may be found on the Internet at http://www.forecasters.org The International Journal of Forecasting publishes high quality refereed papers covering all aspects of forecasting. Its objective (and that of the IIF) is to unify the field, and to bridge the gap between theory and practice. The intention is to make forecasting useful and relevant for decision and policy makers who need forecasts. The journal places strong emphasis on empirical studies, evaluation activities, implementation research and ways of improving the practice of forecasting.

期刊主页

涉及主题	经济数学计算机科学计量经济学统计业务物理机器学习生物工程类地理人工智能地质学量子力学
出版信息	出版商: Elsevier B.V.，出版周期: ，期刊类型: journal
基本数据	创刊年份: 1985，原创研究文献占比: 97.14%，自引率:4.30%， Gold OA占比: 24.46%

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Editorial Board

2024-10-1

Single-stage portfolio optimization with automated machine learning for M6

2024-9-1

Improving out-of-population prediction: The complementary effects of model assistance and judgmental bootstrapping

2024-9-1

Guiding supervisors in artificial intelligence-enabled forecasting: Understanding the impacts of salience and detail on decision-making

2024-9-1

A semi-supervised reject inference framework with hierarchical heterogeneous networks for credit scoring

2024-8-1

Forecasting soccer matches with betting odds: A tale of two markets

2024-8-1

On memory-augmented gated recurrent unit network

2024-8-1

A framework for timely and accessible long-term forecasting of shale gas production based on time series pattern matching

2024-8-1

Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks

2024-7-1

Forecasting crude oil market volatility: A comprehensive look at uncertainty variables

2024-7-1

Improving models and forecasts after equilibrium-mean shifts

2024-7-1

Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility

2024-7-1

Sensitivity and uncertainty in the Lee–Carter mortality model

2024-7-1

Predicting and optimizing the fair allocation of donations in hunger relief supply chains

2024-7-1

Evaluating probabilistic classifiers: The triptych

2024-7-1

Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach

2024-7-1

Short-term stock price trend prediction with imaging high frequency limit order book data

2024-7-1

Do professional forecasters believe in the Phillips curve?

2024-7-1

Out-of-sample predictability in predictive regressions with many predictor candidates

2024-7-1

Reservoir computing for macroeconomic forecasting with mixed-frequency data

2024-7-1

A multi-task encoder-dual-decoder framework for mixed frequency data prediction

2024-7-1

Skew–Brownian processes for estimating the volatility of crude oil Brent

2024-7-1

Does economic uncertainty predict real activity in real time?

2024-7-1

Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing

2024-7-1

Adaptively aggregated forecast for exponential family panel model

2024-7-1

A False Discovery Rate approach to optimal volatility forecasting model selection

2024-7-1

Improving geopolitical forecasts with 100 brains and one computer

2024-7-1

Systemic bias of IMF reserve and debt forecasts for program countries

2024-7-1

Probabilistic forecasting of cross-sectional returns: A Bayesian dynamic factor model with heteroskedasticity

2024-7-1

DeepTVAR: Deep learning for a time-varying VAR model with extension to integrated VAR

2024-7-1

Comparing forecasting performance with panel data

2024-7-1

Rating players by Laplace’s approximation and dynamic modeling

2024-7-1

Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues

2024-7-1

The profitability of lead–lag arbitrage at high frequency

2024-7-1

A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations

2024-7-1

Book review

2024-7-1

Emotions and the status quo: The anti-incumbency bias in political prediction markets

2024-6-1

A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference

2024-6-1

ABC-based forecasting in misspecified state space models

2024-6-1

Cross-temporal forecast reconciliation at digital platforms with machine learning

2024-6-1

Multi-view locally weighted regression for loss given default forecasting

2024-6-1

Predicting the equity premium around the globe: Comprehensive evidence from a large sample

2024-6-1

Forecasting macroeconomic tail risk in real time: Do textual data add value?

2024-6-1

An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition

2024-6-1

Editorial Board

2024-5-31

Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution

2024-5-1

Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence

2024-5-1

Efficiency of poll-based multi-period forecasting systems for German state elections

2024-5-1

Dynamic time series modelling and forecasting of COVID-19 in Norway

2024-5-1

Boosting domain-specific models with shrinkage: An application in mortality forecasting

2024-5-1

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International Journal of Forecasting

期刊引文格式

只有1位作者的期刊

有2位作者的期刊

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有5位以上作者的期刊

书籍引用格式

学位论文引用格式

网页引用格式

专利引用格式

最新文章

Editorial Board

Single-stage portfolio optimization with automated machine learning for M6

Improving out-of-population prediction: The complementary effects of model assistance and judgmental bootstrapping

Guiding supervisors in artificial intelligence-enabled forecasting: Understanding the impacts of salience and detail on decision-making

A semi-supervised reject inference framework with hierarchical heterogeneous networks for credit scoring

Forecasting soccer matches with betting odds: A tale of two markets

On memory-augmented gated recurrent unit network

A framework for timely and accessible long-term forecasting of shale gas production based on time series pattern matching

Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks

Forecasting crude oil market volatility: A comprehensive look at uncertainty variables

Improving models and forecasts after equilibrium-mean shifts

Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility

Sensitivity and uncertainty in the Lee–Carter mortality model

Predicting and optimizing the fair allocation of donations in hunger relief supply chains

Evaluating probabilistic classifiers: The triptych

Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach

Short-term stock price trend prediction with imaging high frequency limit order book data

Do professional forecasters believe in the Phillips curve?

Out-of-sample predictability in predictive regressions with many predictor candidates

Reservoir computing for macroeconomic forecasting with mixed-frequency data

A multi-task encoder-dual-decoder framework for mixed frequency data prediction

Skew–Brownian processes for estimating the volatility of crude oil Brent

Does economic uncertainty predict real activity in real time?

Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing

Adaptively aggregated forecast for exponential family panel model

A False Discovery Rate approach to optimal volatility forecasting model selection

Improving geopolitical forecasts with 100 brains and one computer

Systemic bias of IMF reserve and debt forecasts for program countries

Probabilistic forecasting of cross-sectional returns: A Bayesian dynamic factor model with heteroskedasticity

DeepTVAR: Deep learning for a time-varying VAR model with extension to integrated VAR

Comparing forecasting performance with panel data

Rating players by Laplace’s approximation and dynamic modeling

Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues

The profitability of lead–lag arbitrage at high frequency

A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations

Book review

Emotions and the status quo: The anti-incumbency bias in political prediction markets

A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference

ABC-based forecasting in misspecified state space models

Cross-temporal forecast reconciliation at digital platforms with machine learning

Multi-view locally weighted regression for loss given default forecasting

Predicting the equity premium around the globe: Comprehensive evidence from a large sample

Forecasting macroeconomic tail risk in real time: Do textual data add value?

An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition

Editorial Board

Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution

Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence

Efficiency of poll-based multi-period forecasting systems for German state elections

Dynamic time series modelling and forecasting of COVID-19 in Norway

Boosting domain-specific models with shrinkage: An application in mortality forecasting

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