Journal of Forecasting

Cover image for Vol. 34 Issue 6

Early View (Online Version of Record published before inclusion in an issue)

Edited By: Derek W. Bunn

Impact Factor: 0.705

ISI Journal Citation Reports © Ranking: 2014: 137/185 (Management); 194/333 (Economics)

Online ISSN: 1099-131X


  1. 1 - 14
  1. Research Articles

    1. Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques

      Vasilios Plakandaras, Theophilos Papadimitriou and Periklis Gogas

      Article first published online: 16 AUG 2015 | DOI: 10.1002/for.2354

    2. Forecasting Longevity Gains Using a Seemingly Unrelated Time Series Model

      César Neves, Cristiano Fernandes and Álvaro Veiga

      Article first published online: 11 AUG 2015 | DOI: 10.1002/for.2362

  2. Special Issue Articles

  3. Research Articles

  4. Special Issue Articles

  5. Research Articles

    1. On the Benefits of Equicorrelation for Portfolio Allocation

      Adam Clements, Ayesha Scott and Annastiina Silvennoinen

      Article first published online: 9 JUN 2015 | DOI: 10.1002/for.2357

  6. Special Issue Articles

    1. How to Finance Pensions: Optimal Strategies for Pay-as-You-Go Pension Systems

      Humberto Godínez-Olivares, María del Carmen Boado-Penas and Athanasios A. Pantelous

      Article first published online: 24 MAY 2015 | DOI: 10.1002/for.2351

  7. Research Articles

    1. Augmented Half-Life Estimation Based on High-Frequency Data

      Mao-Lung Huang, Shu-Yi Liao and Kuo-Chin Lin

      Article first published online: 11 MAY 2015 | DOI: 10.1002/for.2342

  8. Special Issue Articles

    1. Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data-Snooping Bias

      Georgios Sermpinis, Thanos Verousis and Konstantinos Theofilatos

      Article first published online: 23 MAR 2015 | DOI: 10.1002/for.2338


  1. 1 - 14