Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Enhancing quantitative intra-day stock return prediction by integrating both market news and stock prices information
Xiaodong Li, Xiaodi Huang, Xiaotie Deng, et al.
Neurocomputing (2014) Vol. 142, pp. 228-238
Closed Access | Times Cited: 70

Showing 26-50 of 70 citing articles:

Machine learning techniques for short term stock movements classification for Moroccan stock exchange
Badre Labiad, Abdelaziz Berrado, Loubna Benabbou
(2016), pp. 1-6
Closed Access | Times Cited: 24
Recent Advances in Stock Market Prediction Using Text Mining: A Survey
Faten Alzazah, Xiaochun Cheng
IntechOpen eBooks (2020)
Open Access | Times Cited: 23
Market index price prediction using Deep Neural Networks with a Self-Similarity approach
Carlos Mendoza, Werner Kristjanpoller, Marcel C. Minutolo
Applied Soft Computing (2023) Vol. 146, pp. 110700-110700
Closed Access | Times Cited: 7
Applications of Artificial Intelligence and Machine Learning-based Supervisory Technology in Financial Markets Surveillance: A Review of Literature
Saurabh Maheshwari, Niti Nandini Chatnani
FIIB Business Review (2023)
Closed Access | Times Cited: 7
Supervised Cross-Momentum Contrast: Aligning representations with prototypical examples to enhance financial sentiment analysis
Bo Peng, Emmanuele Chersoni, Yu-Yin Hsu, et al.
Knowledge-Based Systems (2024) Vol. 295, pp. 111683-111683
Open Access | Times Cited: 2
Numerical solution for ruin probability of continuous time model based on neural network algorithm
Tao Tang, Xia Liu, Muzhou Hou, et al.
Neurocomputing (2018) Vol. 331, pp. 67-76
Closed Access | Times Cited: 22
On exploring the impact of users’ bullish-bearish tendencies in online community on the stock market
Yu Qian, Zirao Li, Hua Yuan
Information Processing & Management (2020) Vol. 57, Iss. 5, pp. 102209-102209
Closed Access | Times Cited: 20
Market impact analysis via deep learned architectures
Xiaodong Li, Jingjing Cao, Zhaoqing Pan
Neural Computing and Applications (2018) Vol. 31, Iss. 10, pp. 5989-6000
Closed Access | Times Cited: 20
Automated Stock Price Prediction Using Machine Learning
Mariam Moukalled, Wassim El‐Hajj, Mohamad Jaber
(2019), Iss. 165, pp. 16-24
Closed Access | Times Cited: 19
Stock market prediction based on machine learning and social sentiment analysis
Noor Zaman, Mustansar Ali Ghazanfar, Madiha Anwar, et al.
(2023)
Open Access | Times Cited: 5
Novel Approach for Stock Prediction Using Technical Analysis and Sentiment Analysis
Gauravkumarsingh Gaharwar, Sharnil Pandya
Lecture notes in networks and systems (2024), pp. 101-111
Closed Access | Times Cited: 1
A large-scale microblog dataset and stock movement prediction based on Supervised Contrastive Learning model
Yang Song, Xunzhu Tang
Neurocomputing (2024) Vol. 584, pp. 127583-127583
Closed Access | Times Cited: 1
Impact of social media sentiments in stock market predictions: A bibliometric analysis
Deepshi Garg, Prakash Tiwari
Business Information Review (2021) Vol. 38, Iss. 4, pp. 170-182
Closed Access | Times Cited: 11
A multi-factor analysis model of quantitative investment based on GA and SVM
Wendong Yang, Zhengzheng Lou, Bo Ji
(2017), pp. 1152-1155
Closed Access | Times Cited: 11
Effects of the validation set on stock returns forecasting
Tomas Jerez, Werner Kristjanpoller
Expert Systems with Applications (2020) Vol. 150, pp. 113271-113271
Closed Access | Times Cited: 10
CoStock: A DeepFM Model for Stock Market Prediction with Attentional Embeddings
Jieyun Huang, Xi Zhang, Binxing Fang
2021 IEEE International Conference on Big Data (Big Data) (2019), pp. 5522-5531
Closed Access | Times Cited: 9
Short Term Prediction Framework for Moroccan Stock Market Using Artificial Neural Networks
Badre Labiad, Abdelaziz Berrado, Loubna Benabbou
(2018), pp. 1-6
Closed Access | Times Cited: 8
Market impact analysis via sentimental transfer learning
Xiaodong Li, Haoran Xie, Tak-Lam Wong, et al.
(2017), pp. 451-452
Closed Access | Times Cited: 7
Deep Learning and Wavelets for High-Frequency Price Forecasting
Andrés Arévalo, Jaime Niño, Diego León, et al.
Lecture notes in computer science (2018), pp. 385-399
Closed Access | Times Cited: 7
Integrating Sentiment Analysis and Topic Detection in Financial News for Stock Movement Prediction
Petr Hájek, Aliaksandr Barushka
(2018)
Open Access | Times Cited: 7
Study of CNN-Based News-Driven Stock Price Movement Prediction in the A-Share Market
Yimeng Shang, Yue Wang
Communications in computer and information science (2020), pp. 467-474
Closed Access | Times Cited: 7
Stock market prediction based on machine learning and social sentiment analysis
Noor Zaman, Mustansar Ali Ghazanfar, Madiha Anwar, et al.
(2023)
Open Access | Times Cited: 2
An improved optimal trigonometric ELM algorithm for numerical solution to ruin probability of Erlang(2) risk model
Yangjin Cheng, Muzhou Hou, Juan Wang
Multimedia Tools and Applications (2020) Vol. 79, Iss. 41-42, pp. 30235-30255
Closed Access | Times Cited: 5
Integrated Technical and Sentiment Analysis Tool for Market Index Movement Prediction, comprehensible using XAI
Harit Bandi, Suyash N. Joshi, Siddhant Bhagat, et al.
(2021), pp. 1-8
Closed Access | Times Cited: 5
Algorithmic Trading Using Deep Neural Networks on High Frequency Data
Andrés Arévalo, Jaime Niño, Germán Hernández, et al.
Communications in computer and information science (2017), pp. 144-155
Closed Access | Times Cited: 4

Scroll to top