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July 2026, Volume 45, Issue 4
- 1331-1349 Adaptive Model Integration for Stock Price Forecasting With CNN‐ATTN‐BiLSTM
by Yi Xiao & Chen He & Ming Yi & Yi Hu - 1350-1367 Image‐Based Deep Learning Models for Stock Predictions: Combining Line, Candlestick, and Bar Charts
by Wei‐Chao Lin & Ming‐Chang Wang & Chih‐Fong Tsai & Jui‐Pin Hsu - 1368-1398 Dimensionality‐Aware Credit Scoring With Hybrid Feature Selection and Simplified Graph Convolutional Networks
by Anusha Hegde & Biswajit Bhowmik - 1399-1420 On Capturing Multi‐Scale Market Dynamics for High‐Frequency Stock Price Forecasting Using a Hybrid Attention‐Based Deep Learning Model
by Runze Jiang & Yuping Song - 1421-1437 Meta‐Learning Credit Risk Prediction by Fusing Regularized Logistic Regression and Random Forest
by Min Zhang & Yong Li & Yiping Yang - 1438-1453 Neural Network Particle Filter for Time Series Data
by Dewi E. W. Peerlings & Jan A. van den Brakel & Nalan Baştürk - 1454-1472 Improving Flood Prediction Using Artificial Neural Networks With Optimal Feature Selection on a Benchmark Dataset
by Jyothish V. R & Sajimon Abraham & Krishna Presannakumar & Leo Abraham - 1473-1494 An Econometric Framework to Nowcast Low‐Frequency Data
by Irfan A. Qureshi & Arief Ramayandi & Ghufran Ahmad - 1495-1510 Parametric Quantile Regression Using Mixture Distributions: Estimating Value at Risk and Expected Shortfall
by Song Shi & Xinyu Wang - 1511-1528 Overnight Trading Matters!—Volatility Forecast in the Crude Oil Futures Market
by Jing Hao & Feng He & Liyuan Qin - 1529-1558 Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market
by Pietro Giorgio Lovaglio & Mario Mezzanzanica - 1559-1578 Significance of Technical Indicators in the Era of Machine Learning
by Ajim Uddin & Ummahani Akter & M. Kabir Hassan - 1579-1600 A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches
by Björn Schulte‐Tillmann & Mawuli Segnon & Timo Wiedemann - 1601-1616 Forecasting the Quantile Connectedness: Insight From Global CSR and Sustainability Indices
by Miklesh Prasad Yadav & Maria Giuseppina Bruna & Ahmed Imran Hunjra & Vandana Arya - 1617-1632 A Universal Multivariate Long‐Term Time‐Series Robust Forecasting Model With Distinguishable Variable Identifier
by Xin‐ji Chen & Yang‐yang He & Jian‐wei Liu & Ze‐yu Liu & Chao‐dong Tan - 1633-1651 Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
by Talha Omer & Kristofer Månsson & Pär Sjölander & Gazi Salah Uddin - 1652-1664 Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
by Adam Clements & Ajith Perera - 1665-1680 Bayesian Forecasting for a Logistic Mixture Double Autoregressive Model
by Han Li & Qingqing Zhang & Kai Yang - 1681-1713 Forecasting Financial Risk With Minute‐Level Transaction Data and Economic Policy Uncertainty: A New Mixed‐Frequency Time‐Varying Forecasting Framework
by Shuai Wang & Jianzhou Wang & Mengzheng Lv & Dongxue Zhang - 1714-1729 Coherent Forecasting of Realized Volatility
by Marius Puke & Karsten Schweikert - 1730-1755 Carbon Price Prediction With Public Social Media Big Data and an Interpretable Multi‐Objective Intelligent Feature Optimization Strategy
by Honggang Guo & Shuang Bi & Yu Jin & Houhang Zhao & Yutong Ai - 1756-1776 Dual‐Branch Spectral‐Trend Attention Network With Gated Flux–Momentum Decomposition for Multiscale Financial Time‐Series Forecasting
by Pradeep Singh & Balasubramanian Raman - 1777-1796 Debiasing UTO Estimator: Methods and Application to Climate Change Data Sets
by Gülesen Üstündağ Şiray & Selma Toker & Nimet Özbay - 1797-1828 A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
by Pedro Reis & Ana Paula Serra & João Gama - 1829-1846 Sequential Projection of Headship Based Household Composition Ratios
by Saebom Jeon & Tae Yeon Kwon - 1847-1877 Forecasting House Prices: The Role of Market Interconnectedness
by Zac Chen & George Milunovich & Shuping Shi & Ben Wang - 1878-1889 Random Integrated Subdata Ensemble Method for Key Variable Selection in Rare Event Setting
by Ching‐Chi Yang & Justin Deng & Lih‐Yuan Deng & Henry Horng‐Shing Lu - 1890-1910 US Climate Shocks: The Double Risk for the Global Financial Stability
by Brahim Gaies & Maria Giuseppina Bruna - 1911-1935 Forecasting Construction Hiring Data Considering the Effect of Socioeconomic, Political Factors, and Weather‐Related Extreme Events
by Milad Ashtab & Boong Ryoo - 1936-1953 Predicting Enterprise Bankruptcy With HBA‐DGNN: An Innovative Approach by Hypergraph and Bidirectional Attention‐Based Dual GNNs
by Yuhao Zhu & Desheng Wu - 1954-1984 Machine Learning Forecasts of Tail‐Risk Spillovers in Carbon and Energy Markets
by Shengnan Liu & Lu Lu & Minlou Liu & Rosie Parker - 1985-2000 Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach
by Easton Huch & Candace Berrett & Mason Ferlic & Kimberly F. Sellers - 2001-2016 Leveraging Machine Learning to Predict Food Waste Quantity: Focusing on Military Dining Facilities as Large‐Scale Food Service Operations
by YongSun Kim & Hyun Shik Yoon - 2017-2034 Evaluating Burr XII Distribution as Crop Yield Probabilistic Model (CYPM‐BXII) Using Correction Function and Convex Optimization Approach
by Gedefaye Achamu & Eshetie Berhan & Sisay Geremew & Betsha Tizazu - 2035-2058 Bayesian INGARCHX Modeling for Forecasting Necrotizing Fasciitis in Thailand With Cellulitis and Seasonal Effects
by K. Khamthong & A. C. Pingal & K. Phramrung - 2059-2077 Electricity Price Prediction Using Multikernel Gaussian Process Regression Combined With Kernel‐Based Support Vector Regression
by Abhinav Das & Stephan Schlüter & Lorenz Schneider - 2078-2101 Regime‐Dependent Nowcasting of the Austrian Economy
by Jaroslava Hlouskova & Ines Fortin - 2102-2111 Forecasting Inflation in the Presence of Structural Breaks: A Time‐Varying Parameter Approach
by Stephen G. Hall & George S. Tavlas & Yongli Wang
April 2026, Volume 45, Issue 3
- 895-923 The Impact of News Sentiment on the Bitcoin Price via Machine Learning and Deep Learning‐Based NLP Models
by Yunus Emre Gür & Emre Ünal - 924-963 GDP Nowcasting With Artificial Neural Networks: How Much Does Long‐Term Memory Matter?
by Kristóf Németh & Dániel Hadházi - 964-976 A Rich‐Spatial and Multiscaled Transformer‐Based Approach for Long‐Term Multivariate Time‐Series Forecasting Problem
by Linh Nguyen Thi My & Vu Nguyen & Tham Vo - 977-996 UK Forecasts of Annual GDP: Their Accuracy and the Information Categories Underlying Their Revisions
by Nigel Meade & Ciaran Driver - 997-1019 A Dynamic Cost‐Adjusted AdaCost Model for Credit Prediction of Smallholder Farmers
by XianZhu Shao & YongQiang Du & LuoFei Liang & Xue Xu & Zhiyi Lu - 1020-1035 DKformer: A Novel Transformer‐Based Model for Interval‐Valued Crude Oil Price Forecasting
by Chuanmiao Yan & Xinyu Zhang & Ruhong Cui & Yuying Sun & Shouyang Wang - 1036-1051 Risk Spillover Network in Commodity Markets Under Climate Transition Risk
by Zhihong Niu & Yan Wang - 1052-1068 Novel Aligned Correlation Method to Estimate Lead–Lag Relationship Between Time Series
by Kartikay Gupta & Niladri Chatterjee - 1069-1076 Mortality Forecasting Using Variational Inference
by Patrik Andersson & Mathias Lindholm - 1077-1091 Exploiting Functional Time Series Prediction for PM2.5 Based on Multivariate Variational Mode Decomposition and Anomaly Detection
by Zhifu Tao & Weiying Liu & Qin Xu & Piao Wang - 1092-1109 Are the Bank of Korea's Inflation Forecasts Biased Toward the Target?
by Eunkyu Seong & Seojeong Lee - 1110-1128 Combined Effects of Fat‐Tail and Spread Forecasting on Pairs Trading: A Hybrid Model Based on Integrating VAR With GRU Models
by Yuhee Kwon & Youngsoo Choi - 1129-1144 Robust Real‐Time Estimates of the German Output Gap Based on a Multivariate Trend‐Cycle Decomposition
by Tino Berger & Christian Ochsner - 1145-1157 Obtaining Conservative Assessments of Profitability for Current Period Based on Target‐Adjusted Achievable Capacity Index With SARIMA Prediction
by Rung‐Hung Su & Yi‐Hung Kung & Yi‐Hung Lee - 1158-1176 Whether Uncertainty Theory Can Enhance GDP Forecasting From Energy: A New Uncertain MIDAS Model
by Yuxin Shi & Chao Liang & Lu Wang - 1177-1187 A Comparative Forecasting Framework for Turkey–Germany Trade: Evidence From Time Series and Artificial Neural Networks Models
by Seyma Nur Unal & Huseyin Karamelikli - 1188-1202 A Universal Kriging Predictor for Probability Density Function Based on Gaussian Mixture Model
by Lei Qin & Yinzhi Wang & Yingqiu Zhu & Ben‐Chang Shia - 1203-1224 Exploring the Forecasting of Crude Oil, Gold, and Euro Currency Implied Volatility Indices: Insights From the Decomposed Stock Market Volatility
by Gongyue Jiang & Gaoxiu Qiao & Shiyuan Huang - 1225-1244 Data‐Driven Prediction of Climate Variables in Agricultural Cities of India With Hybrid GA‐TCN‐LSTM Model
by Anil Utku - 1245-1260 When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns
by Rehan Arain & Stephen Snudden - 1261-1291 A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets
by Shafqat Iqbal & Štefan Lyócsa - 1292-1310 Periodic Regression in the Principal Component Space for Multivariate, Multi‐Horizon, Probabilistic Forecasting
by Oliver Stover & Pranav Karve & Sankaran Mahadevan - 1311-1324 Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days
by Zhengyang Chi & Junbin Gao & Chao Wang
March 2026, Volume 45, Issue 2
- 419-438 A Frailty Cumulative Link Model for Enhanced Prediction of Loss Given Default Distribution
by Ruey‐Ching Hwang & Yi‐Chi Chen & Chih‐Kang Chu - 439-457 Equity Home Bias Puzzle: A Revisit
by Jyoti Garg & Madhusudan Karmakar - 458-469 Stock Portfolio Management Based on AI Technology
by Alejandro Moreno Alonso & Joaquín Ordieres‐Meré - 470-495 Forecasting the Conditional Distribution of Interval‐Valued Crude Oil Prices Using a Diffusion‐Based Approach
by Sun Mingran & Sun Yuying - 496-529 Forecasting Carbon Prices: A Literature Review
by Konstantinos Bisiotis & Dimitris Christopoulos & George Tzougas - 530-546 Forecasting Corporate Bankruptcy Through Class‐Rebalanced Self‐Training Semi‐Constrained Matrix Factorization
by Zhensong Chen & Yanxin Liu & Xueyong Liu & Jipeng Dong - 547-562 Stock Return Forecasting: A Supervised PCA With Selecting and Scaling
by Ting Zhang & Haibin Xie - 563-588 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
by Himanshu Kautkar & Sudeep Das & Himanshi Gupta & Sajal Ghosh & Kakali Kanjilal - 589-604 How Does Cyber Risk Impact Systemic Stability?
by Kung‐Cheng Ho & Shih‐Cheng Lee & Zikui Pan & Andreas karathanasopoulos - 605-636 SIM Card Delivery Time Prediction Based on the Interpretable NSGA‐III‐XGBoost
by Heyong Wang & Le Tan & Ming Hong - 637-651 A Trend‐Aware Transformer‐Based Approach for Improving Long‐Range Multivariate Time‐Series Forecasting With Decomposition
by Linh Nguyen Thi My & Tham Vo - 652-669 Innovative Techniques to Predict Churn in the French Insurance Industry: Integration of Machine Learning With the Grabit Model
by Christophe Schalck & Meryem Yankol‐Schalck - 670-698 Ternary Interval Forecasting of Air Pollutant Concentration: A Novel Multivariate Decomposition and Optimal Variable Weight Ensemble Paradigm
by Zicheng Wang & Huayou Chen & Jiaming Zhu & Zhenni Ding - 699-732 A Novel Interpretable Deep Learning‐Based Wind Speed and Power Generation Forecasting Using Multiscale Attention and Post Hoc Feature Importance Mechanism
by Haoyu Fang & Rui Xu & Huanze Zeng & Binrong Wu - 733-748 Optimal Variance Forecasting in a Trading Context
by Nick Taylor - 749-769 Threshold MIDAS Forecasting of Canadian Inflation Rate
by Chaoyi Chen & Yiguo Sun & Yao Rao - 770-786 Forecasting With Machine Learning Shadow‐Rate VARs
by Michael Grammatikopoulos - 787-805 Scaling‐Aware Rating of Poisson‐Limited Demand Forecasts
by Malte C. Tichy & Illia Babounikau & Nikolas Wolke & Stefan Ulbrich & Michael Feindt - 806-818 A Two‐Stage NLP‐Driven Framework for Interval‐Valued Carbon Price Prediction Using Sentiment Analysis and Error Correction
by Di Sha & Xianyi Zeng & Arne Johannssen & Ruolin Wang & Kim Phuc Tran - 819-836 Validating Explainer Methods: A Functionally Grounded Approach for Numerical Forecasting
by Felix Haag & Konstantin Hopf & Thorsten Staake - 837-849 A Novel Approach to Forecasting After Large Forecast Errors
by Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry - 850-866 Investigation of Social Media Metrics With Respect to Demand Modeling for Promotional Products
by Yvonne Badulescu & Fernan Cañas & Ari‐Pekka Hameri & Naoufel Cheikhrouhou - 867-879 A Novel Approach to Regionalize Country‐Level GDP Projections
by Riccardo Curtale & Matteo Schiavone & Filipe Batista e Silva - 880-891 Seasonal Decomposition‐Enhanced Deep Learning Architecture for Probabilistic Forecasting
by Keyan Jin & Francisco Javier Blanco‐Encomienda
January 2026, Volume 45, Issue 1
- 3-21 Probabilistic Classification in Business Cycles Identification Based on Generalized ROC
by Maximo Camacho & Andres Romeu & Salvador Ramallo - 22-28 Augmenting Neural Networks With Time‐Varying Weights
by William Rudd & Howard Bondell & Jeremy Silver - 29-46 Forecasting the High‐Frequency Covariance Matrix Using the LSTM‐MF Model
by Guangying Liu & Kewen Shi & Meng Yuan - 47-60 Smart Forecasting of Carbon Prices Using Machine Learning and Neural Networks: When ARIMA Meets XGBoost and LSTM
by Giorgos Kotsompolis & Panagiotis Cheilas & Konstantinos N. Konstantakis & Evangelos Sfakianakis & Stephane Goutte & Panayotis G. Michaelides - 61-87 Monetary Policy, Investor Sentiment, and Multiscale Jump Behavior of the Chinese Stock Market
by Jia Wang & Pu Chen & Xiong Xiong - 88-113 European Union Allowance price forecasting with Multidimensional Uncertainties: A TCN‐iTransformer Approach for Interval Estimation
by Ran Wu & Mohammad Zoynul Abedin & Hongjun Zeng & Brian Lucey - 114-121 On the Optimal Selection of Time‐Lag Embedding Dimension for Deep Learning Approaches in Financial Forecasting With Big Data
by Mohammadreza Ghadimpour & Seyed Babak Ebrahimi & Stelios Bekrios & Ehsan Bagheri - 122-134 Medium‐ to Long‐Term Demand Forecasting in Retail and Manufacturing Organizations: Integration of Machine Learning, Human Judgment, and Interval Variable
by Sushil Punia - 135-155 Decomposing, Learning, and Predicting Realized Volatilities: A Comparison Analysis From the Global Stock Markets
by Wei Zhou & Danxue Luo - 156-178 Can Attention Mechanisms Improve Carbon Price Forecasting Accuracy?
by Ting Yao & Charbel Salloum & Yong Jiang & Yi‐Shuai Ren - 179-193 A Combined Approach to Precipitation Forecasting: Enhancing FB–Prophet With Fuzzy Clustering to Capture Sudden Changes and Seasonal Patterns in Climate Data
by Saloua El Motaki & Abdelhak El‐Fengour & Hanifa El Motaki - 194-216 Component‐Driven FX Volatility Prediction: Evidence From USDCNH via GARCH‐MIDAS Models Exploiting Leading Indicators
by Denis Haoheng Wu & Sherry Zhefang Zhou - 217-240 Shock‐Triggered Asymmetric Response Stochastic Volatility
by J. Miguel Marin & Helena Veiga - 241-259 Support Vector Machine to Forecast Reexamination Invalidation Decisions for Utility Model Patent
by Mei‐Hsin Wang & Hui‐Chung Che - 260-271 Multi‐Classifier Evidence Ensemble Algorithm‐Based for Predicting Travelers Repurchases of China's Airlines
by Yanhong Chen & Luning Liu & Dequan Zheng - 272-292 HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
by Ran Wu & Abdullahi D. Ahmed & Mohammad Zoynul Abedin & Hongjun Zeng - 293-315 Enhancing Demand Forecasting in Retail: A Comprehensive Analysis of Sales Promotional Effects on the Entire Demand Life Cycle
by Harsha Chamara Hewage & H. Niles Perera & Kasun Bandara - 316-334 Modeling and Forecasting Stochastic Seasonality: Are Seasonal Autoregressive Integrated Moving Average Models Always the Best Choice?
by Evangelos E. Ioannidis & Sofia‐Eirini Nikolakakou - 335-352 A Novel Multiclass Imbalance Classification Framework With Dynamic Evidential Fusion for Credit Rating
by Wen‐hui Hou & Xiao‐kang Wang & Min‐hui Deng & Hong‐yu Zhang & Jian‐qiang Wang - 353-365 Forecasting Stock Market Reactions Using Decomposed Topics and Sentiments in Earning Calls
by Malte Bleeker & Huynh Tha - 366-376 Forecasting and Modeling Macroeconomic Vulnerabilities in CESEE
by Florian Huber & Josef Schreiner - 377-390 Deep Learning and Econometric Time Series Analysis: An Assessment of Daily Return Forecasts
by Theo Berger - 391-414 A Novel Decomposition‐Ensemble Approach for Forecasting Stock Price With Quantum Neural Network and Big Data
by Shuihan Liu & Gang Xie
December 2025, Volume 44, Issue 8
- 2315-2330 Climate Change Risk and Financial Market Response: An International Evidence From Performance Forecasts by Financial Analysts
by Cyrine Khiari & Imen Khanchel & Hatem Rjiba & Josephat Daniel Lotto & Nazim Hussain - 2331-2345 The Information Content of Overnight Information for Volatility Forecasting: Evidence From China's Stock Market
by Yi Zhang & Long Zhou & Zhidong Liu - 2346-2363 Is Big Data a Big Help? Evidence From Nowcasting Food Inflation During Covid‐19 and Wartime
by Karol Szafranek & Paweł Macias & Damian Stelmasiak & Aneta Błażejowska - 2364-2385 Modeling Volatility Dynamics in Emerging Markets: Novel Evidence From Large Set of Predictors
by Maria Ghani & Quande Qin & Subuhi Khan - 2386-2404 Two‐Stream Reinforcement Ensemble Framework for Agricultural Commodity Prices Forecasting Using Textual Data
by Lin Wang & Lean Yu & Wuyue An - 2405-2424 Integrating Google Mobility Indices for Forecasting Infectious Diseases Incidence: A Multi‐Country Study on COVID‐19 With LightGBM
by Milton Soto‐Ferrari - 2425-2441 A Hybrid Deep Learning Model for Coal Index Forecasting Based on Sentiment Analysis and Decomposition–Reconstruction Methods
by Yi Xiao & Xianchi Zhang & Chen He & Yi Hu - 2442-2458 Matrix Autoregressive Time Series With Reduced‐Rank and Sparse Structural Constraints
by Xiaohang Wang & Ling Xin & Philip L. H. Yu - 2459-2477 A Dynamic Fuzzy Modeling Method for Interval Time Series and Applications in Range‐Based Volatility Prediction
by Leandro Maciel & Gustavo Yamachi & Vinicius Nazato & Fernando Gomide - 2478-2493 Predicting UK House Prices Through Stocks Tied to the Housing Market
by Shiu‐Sheng Chen & Tzu‐Yu Lin - 2494-2508 Dynamic Econometric Models: A State‐Space Formulation
by Mariane B. Alves & Helio S. Migon & André F. B. Menezes & Eduardo G. Pinheiro & Silvaneo V. dos Santos - 2509-2524 A Multiscale Transformer Model for Long Time Series Forecasting Based on Discrete Wavelet Transform and Residual Learning Modules
by Menghan Li & Xiaofeng Zhang & Yepeng Liu & Hua Wang & Yujuan Sun & Pengbin Zhang & Qingjun Wang
November 2025, Volume 44, Issue 7
- 2055-2066 Real‐Time Forecasting Using Mixed‐Frequency VARs With Time‐Varying Parameters
by Markus Heinrich & Magnus Reif - 2067-2088 Default Prediction Framework With Optimal Feature Set and Matching Ratio
by Guotai Chi & Fengshan Bai & Hongping Tan & Ying Zhou - 2089-2105 Turning Time Into Shapes: A Point‐Cloud Framework With Chaotic Signatures for Time Series
by Pradeep Singh & Balasubramanian Raman - 2106-2131 Bayesian Semiparametric Multivariate Realized GARCH Modeling
by Efthimios Nikolakopoulos - 2132-2150 A Two‐Stage Interpretable Model to Explain Classifier in Credit Risk Prediction
by Lu Wang & Zecheng Yu & Jingling Ma & Xiaofang Chen & Chong Wu - 2151-2169 GARCHX‐NoVaS: A Bootstrap‐Based Approach of Forecasting for GARCHX Models
by Kejin Wu & Sayar Karmakar & Rangan Gupta - 2170-2192 Forecasting Energy Efficiency in Manufacturing: Impact of Technological Progress in Productive Service and Commodity Trades
by Zixiang Wei & Yongchao Zeng & Yingying Shi & Ioannis Kyriakou & Muhammad Shahbaz - 2193-2204 Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS
by Xu Xiangxin & Kazeem O. Isah & Yusuf Yakub & Damilola Aboluwodi - 2205-2229 Data Quality Improvement for Financial Distress Prediction: Feature Selection, Data Re‐Sampling, and Their Combinations in Different Orders
by Chih‐Fong Tsai & Wei‐Chao Lin & Yi‐Hsien Chen - 2230-2251 IWSL Model: A Novel Credit Scoring Model With Interpretable Features for Consumer Credit Scenarios
by Runchi Zhang & Iris Li & Zhiyuan Ding & Tianhao Zhu - 2252-2276 Futures Open Interest and Speculative Pressure Dynamics via Bayesian Models of Long‐Memory Count Processes
by Hongxuan Yan & Gareth W. Peters & Guillaume Bagnarosa & Jennifer Chan - 2277-2297 Measuring the Default Risk of Small Business Loans: Improved Credit Risk Prediction Using Deep Learning
by Yiannis Dendramis & Elias Tzavalis & Aikaterini Cheimarioti - 2298-2311 Structure‐Enhanced Graph Learning Approach for Traffic Flow and Density Forecasting
by Phu Pham
September 2025, Volume 44, Issue 6
- 1851-1866 Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
by Hongjun Zeng & Ran Wu & Mohammad Zoynul Abedin & Abdullahi D. Ahmed - 1867-1883 Forecasting Carbon Prices: What Is the Role of Technology?
by Ali Ben Mrad & Amine Lahiani & Salma Mefteh‐Wali & Nada Mselmi - 1884-1906 Fundamentals Models Versus Random Walk: Evidence From an Emerging Economy
by Helder Ferreira de Mendonça & Luciano Vereda & Luan Mateus Matos de Araújo - 1907-1945 Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach
by Laura Garcia‐Jorcano & Lidia Sanchis‐Marco - 1946-1968 Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
by Alain Hecq & Marie Ternes & Ines Wilms - 1969-1992 A Novel Framework for Agricultural Futures Price Prediction With BERT‐Based Topic Identification and Sentiment Analysis
by Wensheng Wang & Yuxi Liu - 1993-2001 A Deep Learning Test of the Martingale Difference Hypothesis
by João A. Bastos - 2002-2016 Sparse Ensemble Matters: Evidence From Unemployment Rate Forecasting
by Sheng Cheng & Han Feng & Jue Wang - 2017-2036 Stock Return Prediction Based on a Functional Capital Asset Pricing Model
by Ufuk Beyaztas & Kaiying Ji & Han Lin Shang & Eliza Wu - 2037-2052 Multiple Seasonal Autoregressive Integrated Moving Average Models
by Francesco Lisi & Matteo Grigoletto
August 2025, Volume 44, Issue 5
- 1623-1637 Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach
by Junting Huang & Ying Meng & Min Xiao & Chang Liu & Yun Dong - 1638-1657 Modeling and Forecasting the CBOE VIX With the TVP‐HAR Model
by Wen Xu & Pakorn Aschakulporn & Jin E. Zhang - 1658-1665 Processes and Predictions in Ecological Models: Logic and Causality
by Christian Damgaard - 1666-1698 Deep Learning and Machine Learning Insights Into the Global Economic Drivers of the Bitcoin Price
by Nezir Köse & Yunus Emre Gür & Emre Ünal - 1699-1715 Fire Prediction and Risk Identification With Interpretable Machine Learning
by Shan Dai & Jiayu Zhang & Zhelin Huang & Shipei Zeng - 1716-1733 Localized Global Time Series Forecasting Models Using Evolutionary Neighbor‐Aided Deep Clustering Method
by Hossein Abbasimehr & Ali Noshad - 1734-1754 Information Illusion: Different Amounts of Information and Stock Price Estimates
by Andreas Oehler & Matthias Horn & Stefan Wendt - 1755-1766 Spread Option Pricing Method Based on Nonparametric Predictive Inference Copula
by Ting He - 1767-1784 Stock Price Forecasting With Integration of Sectoral Behavior: A Deep Auto‐Optimized Multimodal Framework
by Renu Saraswat & Ajit Kumar - 1785-1805 A Two‐Stage Training Method for Modeling Constrained Systems With Neural Networks
by C. Coelho & M. Fernanda P. Costa & L.L. Ferrás - 1806-1825 Deep Learning Quantile Regression for Interval‐Valued Data Prediction
by Huiyuan Wang & Ruiyuan Cao - 1826-1848 A Novel Hybrid Nonlinear Forecasting Model for Interval‐Valued Gas Prices
by Haowen Bao & Yongmiao Hong & Yuying Sun & Shouyang Wang
July 2025, Volume 44, Issue 4
- 1195-1210 Combining Volatility Forecasts of Duration‐Dependent Markov‐Switching Models
by Douglas Eduardo Turatti & Fernando Henrique de Paula e Silva Mendes & João H. G. Mazzeu - 1211-1234 Crossproduct Effect and Volatility Forecasting
by Jiafu Xu & Xinyu Wu & Haibin Xie - 1235-1246 Visualizing Uncertainty in Time Series Forecasts: The Impact of Uncertainty Visualization on Users' Confidence, Algorithmic Advice Utilization, and Forecasting Performance
by Dirk Leffrang & Oliver Müller - 1247-1265 Trade and Economic Activity: Nonlinear Modeling and Forecasting
by Alessandro Borin & Andrea Gazzani & Michele Mancini - 1266-1279 Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers
by Yongdeng Xu - 1280-1293 Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts
by Verena Monschang & Bernd Wilfling - 1294-1325 Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers
by Abdel Razzaq Al Rababaa & Walid Mensi & David McMillan & Sang Hoon Kang - 1326-1346 Common Mutual Information Selection Algorithm and Its Application on Combination Forecasting
by Chenqing Shen & Huayou Chen - 1347-1362 Nonstationary Functional Time Series Forecasting
by Han Lin Shang & Yang Yang - 1363-1382 Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion
by Binrong Wu & Sihao Yu & Sheng‐Xiang Lv - 1383-1402 Forecasting the Volatility of US Oil and Gas Firms With Machine Learning
by Juan D. Díaz & Erwin Hansen & Gabriel Cabrera - 1403-1423 A Review of Methods for Long‐Term Electric Load Forecasting
by Thangjam Aditya & Sanjita Jaipuria & Pradeep Kumar Dadabada - 1424-1440 Analyzing and Forecasting Container Throughput With a Hybrid Decomposition‐Reconstruction‐Ensemble Method: A Study of Two China Ports
by Yi Xiao & Sheng Wu & Chen He & Yi Hu - 1441-1466 Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model
by Afees A. S alisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni - 1467-1477 Estimation of Constrained Factor Models for High‐Dimensional Time Series
by Yitian Liu & Jiazhu Pan & Qiang Xia - 1478-1500 Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes
by Li Zhang & Lu Wang & Yu Ji & Zhigang Pan - 1501-1512 Forecasting Natural Gas Futures Prices Using Hybrid Machine Learning Models During Turbulent Market Conditions: The Case of the Russian–Ukraine Crisis
by Pavan Kumar Nagula & Christos Alexakis - 1513-1530 An Explainable ADASYN‐Based Focal Loss Approach for Credit Assessment
by Shaukat Ali Shahee & Rujavi Patel - 1531-1562 Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques
by Zin Mar Oo & Ching‐Yang Lin & Makoto Kakinaka - 1563-1577 Forecasting Transition of Personal Travel Behavior in a Sharing Economy: Evidence From Consumer Preferences of Travel Modes
by Stephen Youngjun Park & Hyunhong Choi & Yasemin Boztuğ & HyungBin Moon - 1578-1601 Forecasting the Confirmed COVID‐19 Cases Using Modal Regression
by Xin Jing & Jin Seo Cho - 1602-1618 Trading VIX on Volatility Forecasts: Another Volatility Puzzle?
by Stavros Degiannakis & Panagiotis Delis & George Filis & George Giannopoulos
April 2025, Volume 44, Issue 3
- 851-855 Policymaking in Periods of Structural Changes and Structural Breaks: Rolling Windows Revisited
by Nikolaos Giannellis & Stephen G. Hall & Georgios P. Kouretas & George S. Tavlas & Yongli Wang - 856-866 Predictive Power of Key Financial Variables During the Unconventional Monetary Policy Era
by Petri Kuosmanen & Juuso Vataja - 867-880 Time‐Varying US Government Spending Anticipation in Real Time
by Pascal Goemans & Robinson Kruse‐Becher - 881-921 Media Tone: The Role of News and Social Media on Heterogeneous Inflation Expectations
by Joni Heikkinen & Kari Heimonen - 922-940 The Bias of the ECB Inflation Projections: A State‐Dependent Analysis
by Eleonora Granziera & Pirkka Jalasjoki & Maritta Paloviita - 941-959 Fiscal Forecasting Rationality Among Expert Forecasters
by Belen Chocobar & Peter Claeys & Marcos Poplawski‐Ribeiro - 960-977 Explaining and Predicting Momentum Performance Shifts Across Time and Sectors
by Konstantinos Mamais & Dimitrios Thomakos & Prodromos Vlamis - 978-1008 Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB
by Bertrand Candelon & Francesco Roccazzella - 1009-1025 Money Growth and Inflation—How to Account for the Differences in Empirical Results
by Martin Mandler & Michael Scharnagl - 1026-1041 Step by Step—A Quarterly Evaluation of EU Commission's GDP Forecasts
by Katja Heinisch - 1042-1070 On the Detection of Structural Breaks: The Case of the Covid Shock
by Stephen G. Hall & George S. Tavlas & Lorenzo Trapani & Yongli Wang - 1071-1096 Money Matters: Broad Divisia Money and the Recovery of the US Nominal GDP From the COVID‐19 Recession
by Michael D. Bordo & John V. Duca - 1097-1131 A Snapshot of Central Bank (Two‐Year) Forecasting: A Mixed Picture
by Charles A. E. Goodhart & Manoj Pradhan - 1132-1164 Bank Capital Requirements, Lending Supply, and Economic Activity: A Scenario Analysis Perspective
by Antonio M. Conti & Andrea Nobili & Federico M. Signoretti - 1165-1192 Common Shocks and Climate Risk in European Equities
by Andrea Cipollini & Fabio Parla
March 2025, Volume 44, Issue 2
- 255-269 Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting
by Domenic Franjic & Karsten Schweikert - 270-280 Demand Forecasting New Fashion Products: A Review Paper
by Anitha S. & Neelakandan R. - 281-296 Deep Dive Into Churn Prediction in the Banking Sector: The Challenge of Hyperparameter Selection and Imbalanced Learning
by Vasileios Gkonis & Ioannis Tsakalos - 297-319 Stock Price Limit and Its Predictability in the Chinese Stock Market
by Haohui Liang & Yujia Hu - 320-338 Could Diffusion Indexes Have Forecasted the Great Depression?
by Gabriel Mathy & Yongchen Zhao - 339-355 Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach
by Divya Aggarwal & Sougata Banerjee - 356-375 Affinities and Complementarities of Methods and Information Sets in the Estimation of Prices in Real Estate Markets
by Mirko S. Bozanic‐Leal & Marcel Goic & Charles Thraves