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September 2026, Volume 45, Issue 6
- 2703-2734 The Impact of Uncertainty on Forecasting the US Economy
by Angelica Ghiselli - 2735-2759 Forecasting Regime‐Dependent Tail Risk in Digital Asset Portfolios With a Mixture of Hidden Markov Factor Analyzers
by Mohamed Saidane & Ezzeddine Ben Mohamed - 2760-2784 Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now
by Beomseok Seo & Hyungbae Cho & Dongjae Lee - 2785-2806 Forecasting With Dynamic Factor Models Estimated by Partial Least Squares
by Samuel Rauhala - 2807-2823 A New Multivariate Decomposition–Ensemble Approach With Multisource Heterogeneous Data for Crude Oil Price Forecasting
by Zhengling Zhao & Jingyun Sun & Shaolong Sun - 2824-2860 Forecasting Realized Volatility With Tree‐Based HAR‐Type Models Incorporating Macroeconomic Uncertainty
by Wei Liu & Wen Xu & Ian Garrett - 2861-2889 Combining Sampling Methods, Cost‐Sensitive Learning, and Ensemble Techniques for Highly Class‐Imbalanced Financial Distress Prediction
by Wei‐Qiang Huang & Lianlian Wang - 2890-2904 The Role of Coincident Information in Real‐Time Business Cycle Forecasting
by Visa Kuntze - 2905-2941 Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models
by Ruipeng Liu & Mawuli Segnon & Oguzhan Cepni & Rangan Gupta - 2942-2953 SGAT‐SP: Sparse Graph Attention Network for Stock Prediction
by Gautam Gupta & Priyanshi Goel & Divyanshi Verma & Amarjit Malhotra - 2954-2968 Nowcasting World Trade With Machine Learning: A Three‐Step Approach
by Menzie Chinn & Baptiste Meunier & Sebastian Stumpner - 2969-2990 Media and Business Cycle Predictability
by Salim Baz & Lara Cathcart & Alexander Michaelides - 2991-3010 A Novel Stock Index Prediction of Artificial Gorilla Troops Optimization and Bayesian Regression Dual Ensemble With Dynamic Valid Residual Correction Network Architecture
by Yuhao Cheng & Yichen Yang & Chengli Zheng - 3011-3029 Leveraging Structural Insights: Enhancing Inflation Forecasting With Dynamic Stochastic General Equilibrium‐Informed Long Short‐Term Memory Models
by Langfeng Zhou & Huaguan Li - 3030-3040 TiF: A Multi‐Scale Data Fusion and Fourier Encoding Framework for Financial Risk Prediction
by Haomin Zhang & Puyu Zhou - 3041-3057 Selecting Forecasting Methods via Literature Prominence and Accuracy Testing: Evidence From Container Throughput Forecasting
by Kamal Sanguri - 3058-3076 Forecasting Carbon Price Trends With Image‐Based Convolutional Neural Networks
by Xiaohang Ren & Zihui Sima & Farhad Taghizadeh‐Hesary & Kun Duan
August 2026, Volume 45, Issue 5
- 2115-2121 Macroeconomic and Financial Forecasting in the Aftermath of the Covid Shock: Inflation Forecasting With Large Language Models
by Nikolaos Giannellis & Stephen G. Hall & Georgios P. Kouretas & George S. Tavlas & Yongli Wang - 2122-2144 Cross‐Check of Economic Forecasts
by Frida Bowe & Eleonora Granziera & Pål B. Ulvedal - 2145-2159 Global Insights Into Term Spreads: Unveiling Their Predictive Power During Unconventional Monetary Policy
by Petri Kuosmanen & Juuso Vataja - 2160-2172 Identifying Drivers of Deviations From Rational Expectations: Using a New Irrational Index for Inflation Forecasts
by Belen Chocobar & Peter Claeys - 2173-2185 Using DSGE and Machine Learning to Forecast Public Debt for France
by Emmanouil Sofianos & Thierry Betti & Theophilos Papadimitriou & Amélie Barbier‐Gauchard & Periklis Gogas - 2186-2212 Intraday Functional PCA Forecasting of Cryptocurrency Returns
by Joann Jasiak & Cheng Zhong - 2213-2237 Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP
by Zuzana Janková & Dipak Kumar Jana & Michal Páleš & Elena Fleaca & Petr Dostál - 2238-2265 Inflation Forecasting Post‐COVID‐19: Evidence From Germany
by Tiphaine Wibault - 2266-2299 Forecasting Corporate Default Risk Across Multiple Horizons With Interpretable Machine Learning
by Qingli Dong & Li Li - 2300-2308 Enhanced Bagging‐Based Approach for Forecasting Nonstationary Time Series: Bridging Nonstationarity With a Scaled Logit Transformation
by Young Eun Jeon & Yongku Kim & Jung‐In Seo - 2309-2331 Robust Prediction Intervals for Time Series Forecasting: A Bootstrap and Bayesian Approach
by Betty X.Y. Chu & Cathy W.S. Chen - 2332-2354 Term Spread Volatility as a Leading Indicator of Economic Activity
by Anastasios Megaritis & Dimitrios Bakas & Theodora Bermpei & Athanasios Triantafyllou - 2355-2378 Forecasting Financial Risk Using Quantile Random Forests
by Robert James & Jessica Wai Yin Leung - 2379-2392 Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach
by Andrew Grant & Matus Mrazik & Steve Satchell - 2393-2425 A New Proposal for Forecasting Inflation in the Eurozone: A Global Model
by Georgios Angelopoulos & Zacharias Bragoudakis & Dimitrios Dimitriou & Alexandros Tsioutsios - 2426-2457 Sentiment‐Driven Forecasting of Carbon Prices: A Hybrid Neural Network Approach Based on BiGRU‐Inception‐Attention
by Guojun Wang & Xuan Liu & Zilin Hu & Jing Li & Lin Wang - 2458-2501 Forecasting Disaggregated Producer Prices: A Fusion of Machine Learning and Econometric Techniques
by Soňa Benecká - 2502-2524 Forecasting European Union Electronic Trading Systems Phase 4 Spot Prices Using Data‐Driven Hybrid Deep Learning Models: Integrating Energy and Market Activity as Controls
by Noman Arshed & Shajara Ul‐Durar & Younes Ben Zaied & Marco De Sisto - 2525-2548 AI‐Driven Inflation Forecasting in the Aftermath of COVID‐19
by Krystian Jaworski - 2549-2564 A Spatial Approach to Model Mortality Rates
by Yin‐Yee Leong & Jack C. Yue - 2565-2586 DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning
by Anders Warne - 2587-2605 Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance
by Lukas Salcher & Sebastian Stöckl & Michael Hanke - 2606-2628 Forecasting Life Cycle Costs of Weapon Systems: An Open Source Approach With Artificial Intelligence
by Martín Díaz Cuesta & Sebastián Ventura Soto & Carlos Jesús Vega Vera - 2629-2653 The BPNN‐MIDAS Model and Its Unrestricted Variant: A Nonparametric Approach to Mixed‐Frequency Forecasting With Applications to Stock Markets
by Qiwei Han & Xiaorong Yang - 2654-2685 Enhancing Financial Tail Risk Forecasting: A Blending Ensemble Framework for Nonlinear Expectile Regression
by Yaolan Ma & Yingying Zhang - 2686-2699 A Matrix‐Based Hidden Markov Model for Consumer Credit Analysis
by Borui Qi & Lin Sun & Xiaoxia Sun
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