Journal of Forecasting

1987 - 2026

Continuation of Journal of Forecasting.

Current editor(s): Derek W. Bunn

From John Wiley & Sons, Ltd.
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Volume 45, issue 3, 2026

The Impact of News Sentiment on the Bitcoin Price via Machine Learning and Deep Learning‐Based NLP Models pp. 895-923

Yunus Emre Gür and Emre Ünal

GDP Nowcasting With Artificial Neural Networks: How Much Does Long‐Term Memory Matter? pp. 924-963

Kristóf Németh and Dániel Hadházi

A Rich‐Spatial and Multiscaled Transformer‐Based Approach for Long‐Term Multivariate Time‐Series Forecasting Problem pp. 964-976

Linh Nguyen Thi My, Vu Nguyen and Tham Vo

UK Forecasts of Annual GDP: Their Accuracy and the Information Categories Underlying Their Revisions pp. 977-996

Nigel Meade and Ciaran Driver

A Dynamic Cost‐Adjusted AdaCost Model for Credit Prediction of Smallholder Farmers pp. 997-1019

XianZhu Shao, YongQiang Du, LuoFei Liang, Xue Xu and Zhiyi Lu

DKformer: A Novel Transformer‐Based Model for Interval‐Valued Crude Oil Price Forecasting pp. 1020-1035

Chuanmiao Yan, Xinyu Zhang, Ruhong Cui, Yuying Sun and Shouyang Wang

Risk Spillover Network in Commodity Markets Under Climate Transition Risk pp. 1036-1051

Zhihong Niu and Yan Wang

Novel Aligned Correlation Method to Estimate Lead–Lag Relationship Between Time Series pp. 1052-1068

Kartikay Gupta and Niladri Chatterjee

Mortality Forecasting Using Variational Inference pp. 1069-1076

Patrik Andersson and Mathias Lindholm

Exploiting Functional Time Series Prediction for PM2.5 Based on Multivariate Variational Mode Decomposition and Anomaly Detection pp. 1077-1091

Zhifu Tao, Weiying Liu, Qin Xu and Piao Wang

Are the Bank of Korea's Inflation Forecasts Biased Toward the Target? pp. 1092-1109

Eunkyu Seong and Seojeong Lee

Combined Effects of Fat‐Tail and Spread Forecasting on Pairs Trading: A Hybrid Model Based on Integrating VAR With GRU Models pp. 1110-1128

Yuhee Kwon and Youngsoo Choi

Robust Real‐Time Estimates of the German Output Gap Based on a Multivariate Trend‐Cycle Decomposition pp. 1129-1144

Tino Berger and Christian Ochsner

Obtaining Conservative Assessments of Profitability for Current Period Based on Target‐Adjusted Achievable Capacity Index With SARIMA Prediction pp. 1145-1157

Rung‐Hung Su, Yi‐Hung Kung and Yi‐Hung Lee

Whether Uncertainty Theory Can Enhance GDP Forecasting From Energy: A New Uncertain MIDAS Model pp. 1158-1176

Yuxin Shi, Chao Liang and Lu Wang

A Comparative Forecasting Framework for Turkey–Germany Trade: Evidence From Time Series and Artificial Neural Networks Models pp. 1177-1187

Seyma Nur Unal and Huseyin Karamelikli

A Universal Kriging Predictor for Probability Density Function Based on Gaussian Mixture Model pp. 1188-1202

Lei Qin, Yinzhi Wang, Yingqiu Zhu and Ben‐Chang Shia

Exploring the Forecasting of Crude Oil, Gold, and Euro Currency Implied Volatility Indices: Insights From the Decomposed Stock Market Volatility pp. 1203-1224

Gongyue Jiang, Gaoxiu Qiao and Shiyuan Huang

Data‐Driven Prediction of Climate Variables in Agricultural Cities of India With Hybrid GA‐TCN‐LSTM Model pp. 1225-1244

Anil Utku

When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns pp. 1245-1260

Rehan Arain and Stephen Snudden

A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets pp. 1261-1291

Shafqat Iqbal and Štefan Lyócsa

Periodic Regression in the Principal Component Space for Multivariate, Multi‐Horizon, Probabilistic Forecasting pp. 1292-1310

Oliver Stover, Pranav Karve and Sankaran Mahadevan

Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days pp. 1311-1324

Zhengyang Chi, Junbin Gao and Chao Wang

Volume 45, issue 2, 2026

A Frailty Cumulative Link Model for Enhanced Prediction of Loss Given Default Distribution pp. 419-438

Ruey‐Ching Hwang, Yi‐Chi Chen and Chih‐Kang Chu

Equity Home Bias Puzzle: A Revisit pp. 439-457

Jyoti Garg and Madhusudan Karmakar

Stock Portfolio Management Based on AI Technology pp. 458-469

Alejandro Moreno Alonso and Joaquín Ordieres‐Meré

Forecasting the Conditional Distribution of Interval‐Valued Crude Oil Prices Using a Diffusion‐Based Approach pp. 470-495

Sun Mingran and Sun Yuying

Forecasting Carbon Prices: A Literature Review pp. 496-529

Konstantinos Bisiotis, Dimitris Christopoulos and George Tzougas

Forecasting Corporate Bankruptcy Through Class‐Rebalanced Self‐Training Semi‐Constrained Matrix Factorization pp. 530-546

Zhensong Chen, Yanxin Liu, Xueyong Liu and Jipeng Dong

Stock Return Forecasting: A Supervised PCA With Selecting and Scaling pp. 547-562

Ting Zhang and Haibin Xie

Leveraging an Integrated First and Second Moments Modeling Approach for Optimal Trading Strategies: Evidence From the Indian Pharma Sector in the Pre‐ and Post‐COVID‐19 Era pp. 563-588

Himanshu Kautkar, Sudeep Das, Himanshi Gupta, Sajal Ghosh and Kakali Kanjilal

How Does Cyber Risk Impact Systemic Stability? pp. 589-604

Kung‐Cheng Ho, Shih‐Cheng Lee, Zikui Pan and Andreas Karathanasopoulos

SIM Card Delivery Time Prediction Based on the Interpretable NSGA‐III‐XGBoost pp. 605-636

Heyong Wang, Le Tan and Ming Hong

A Trend‐Aware Transformer‐Based Approach for Improving Long‐Range Multivariate Time‐Series Forecasting With Decomposition pp. 637-651

Linh Nguyen Thi My and Tham Vo

Innovative Techniques to Predict Churn in the French Insurance Industry: Integration of Machine Learning With the Grabit Model pp. 652-669

Christophe Schalck and Meryem Yankol‐Schalck

Ternary Interval Forecasting of Air Pollutant Concentration: A Novel Multivariate Decomposition and Optimal Variable Weight Ensemble Paradigm pp. 670-698

Zicheng Wang, Huayou Chen, Jiaming Zhu and Zhenni Ding

A Novel Interpretable Deep Learning‐Based Wind Speed and Power Generation Forecasting Using Multiscale Attention and Post Hoc Feature Importance Mechanism pp. 699-732

Haoyu Fang, Rui Xu, Huanze Zeng and Binrong Wu

Optimal Variance Forecasting in a Trading Context pp. 733-748

Nick Taylor

Threshold MIDAS Forecasting of Canadian Inflation Rate pp. 749-769

Chaoyi Chen, Yiguo Sun and Yao Rao

Forecasting With Machine Learning Shadow‐Rate VARs pp. 770-786

Michael Grammatikopoulos

Scaling‐Aware Rating of Poisson‐Limited Demand Forecasts pp. 787-805

Malte C. Tichy, Illia Babounikau, Nikolas Wolke, Stefan Ulbrich and Michael Feindt

A Two‐Stage NLP‐Driven Framework for Interval‐Valued Carbon Price Prediction Using Sentiment Analysis and Error Correction pp. 806-818

Di Sha, Xianyi Zeng, Arne Johannssen, Ruolin Wang and Kim Phuc Tran

Validating Explainer Methods: A Functionally Grounded Approach for Numerical Forecasting pp. 819-836

Felix Haag, Konstantin Hopf and Thorsten Staake

A Novel Approach to Forecasting After Large Forecast Errors pp. 837-849

Jennifer L. Castle, Jurgen A. Doornik and David Hendry

Investigation of Social Media Metrics With Respect to Demand Modeling for Promotional Products pp. 850-866

Yvonne Badulescu, Fernan Cañas, Ari‐Pekka Hameri and Naoufel Cheikhrouhou

A Novel Approach to Regionalize Country‐Level GDP Projections pp. 867-879

Riccardo Curtale, Matteo Schiavone and Filipe Batista e Silva

Seasonal Decomposition‐Enhanced Deep Learning Architecture for Probabilistic Forecasting pp. 880-891

Keyan Jin and Francisco Javier Blanco‐Encomienda

Volume 45, issue 1, 2026

Probabilistic Classification in Business Cycles Identification Based on Generalized ROC pp. 3-21

Maximo Camacho, Andres Romeu and Salvador Ramallo

Augmenting Neural Networks With Time‐Varying Weights pp. 22-28

William Rudd, Howard Bondell and Jeremy Silver

Forecasting the High‐Frequency Covariance Matrix Using the LSTM‐MF Model pp. 29-46

Guangying Liu, Kewen Shi and Meng Yuan

Smart Forecasting of Carbon Prices Using Machine Learning and Neural Networks: When ARIMA Meets XGBoost and LSTM pp. 47-60

Giorgos Kotsompolis, Panagiotis Cheilas, Konstantinos Konstantakis, Evangelos Sfakianakis, Stéphane Goutte and Panayotis G. Michaelides

Monetary Policy, Investor Sentiment, and Multiscale Jump Behavior of the Chinese Stock Market pp. 61-87

Jia Wang, Pu Chen and Xiong Xiong

European Union Allowance price forecasting with Multidimensional Uncertainties: A TCN‐iTransformer Approach for Interval Estimation pp. 88-113

Ran Wu, Mohammad Zoynul Abedin, Hongjun Zeng and Brian Lucey

On the Optimal Selection of Time‐Lag Embedding Dimension for Deep Learning Approaches in Financial Forecasting With Big Data pp. 114-121

Mohammadreza Ghadimpour, Seyed Babak Ebrahimi, Stelios Bekrios and Ehsan Bagheri

Medium‐ to Long‐Term Demand Forecasting in Retail and Manufacturing Organizations: Integration of Machine Learning, Human Judgment, and Interval Variable pp. 122-134

Sushil Punia

Decomposing, Learning, and Predicting Realized Volatilities: A Comparison Analysis From the Global Stock Markets pp. 135-155

Wei Zhou and Danxue Luo

Can Attention Mechanisms Improve Carbon Price Forecasting Accuracy? pp. 156-178

Ting Yao, Charbel Salloum, Yong Jiang and Yi‐Shuai Ren

A Combined Approach to Precipitation Forecasting: Enhancing FB–Prophet With Fuzzy Clustering to Capture Sudden Changes and Seasonal Patterns in Climate Data pp. 179-193

Saloua El Motaki, Abdelhak El‐Fengour and Hanifa El Motaki

Component‐Driven FX Volatility Prediction: Evidence From USDCNH via GARCH‐MIDAS Models Exploiting Leading Indicators pp. 194-216

Denis Haoheng Wu and Sherry Zhefang Zhou

Shock‐Triggered Asymmetric Response Stochastic Volatility pp. 217-240

J. Miguel Marin and Helena Veiga

Support Vector Machine to Forecast Reexamination Invalidation Decisions for Utility Model Patent pp. 241-259

Mei‐Hsin Wang and Hui‐Chung Che

Multi‐Classifier Evidence Ensemble Algorithm‐Based for Predicting Travelers Repurchases of China's Airlines pp. 260-271

Yanhong Chen, Luning Liu and Dequan Zheng

HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting pp. 272-292

Ran Wu, Abdullahi D. Ahmed, Mohammad Zoynul Abedin and Hongjun Zeng

Enhancing Demand Forecasting in Retail: A Comprehensive Analysis of Sales Promotional Effects on the Entire Demand Life Cycle pp. 293-315

Harsha Chamara Hewage, H. Niles Perera and Kasun Bandara

Modeling and Forecasting Stochastic Seasonality: Are Seasonal Autoregressive Integrated Moving Average Models Always the Best Choice? pp. 316-334

Evangelos E. Ioannidis and Sofia‐Eirini Nikolakakou

A Novel Multiclass Imbalance Classification Framework With Dynamic Evidential Fusion for Credit Rating pp. 335-352

Wen‐hui Hou, Xiao‐kang Wang, Min‐hui Deng, Hong‐yu Zhang and Jian‐qiang Wang

Forecasting Stock Market Reactions Using Decomposed Topics and Sentiments in Earning Calls pp. 353-365

Malte Bleeker and Huynh Tha

Forecasting and Modeling Macroeconomic Vulnerabilities in CESEE pp. 366-376

Florian Huber and Josef Schreiner

Deep Learning and Econometric Time Series Analysis: An Assessment of Daily Return Forecasts pp. 377-390

Theo Berger

A Novel Decomposition‐Ensemble Approach for Forecasting Stock Price With Quantum Neural Network and Big Data pp. 391-414

Shuihan Liu and Gang Xie