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OpenAlex Citation Counts

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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:

Automated trading systems statistical and machine learning methods and hardware implementation: a survey
Boming Huang, Yuxiang Huan, Li Da Xu, et al.
Enterprise Information Systems (2018) Vol. 13, Iss. 1, pp. 132-144
Open Access | Times Cited: 122

Showing 26-50 of 122 citing articles:

A Rule-Based Stock Trading Recommendation System Using Sentiment Analysis and Technical Indicators
Yuri Kim, Sua Yoo, Seongbin Park
Electronics (2025) Vol. 14, Iss. 4, pp. 773-773
Open Access
Impacts of generative artificial intelligence on the future of labor market: a systematic review
Nader Salari, Mahan Beiromvand, Amin Hosseinian‐Far, et al.
Computers in Human Behavior Reports (2025), pp. 100652-100652
Open Access
An automated cryptocurrency trading system based on the detection of unusual price movements with a Time-Series Clustering-Based approach
Faruk Özer, C. Okan Sakar
Expert Systems with Applications (2022) Vol. 200, pp. 117017-117017
Closed Access | Times Cited: 21
Identity Authentication Security Management in Mobile Payment Systems
Feng Wang, Ge Bao Shan, Yong Chen, et al.
Journal of Global Information Management (2019) Vol. 28, Iss. 1, pp. 189-203
Open Access | Times Cited: 32
Stock Market prediction on High frequency data using Long-Short Term Memory
Zineb Lanbouri, Saïd Achchab
Procedia Computer Science (2020) Vol. 175, pp. 603-608
Open Access | Times Cited: 31
Artificial Intelligence Based System for Bank Loan Fraud Prediction
Joseph Bamidele Awotunde, Sanjay Misra, Foluso Ayeni, et al.
Lecture notes in networks and systems (2022), pp. 463-472
Closed Access | Times Cited: 16
An Intelligent Fusion Model with Portfolio Selection and Machine Learning for Stock Market Prediction
Dushmanta Kumar Padhi, Neelamadhab Padhy, Akash Kumar Bhoi, et al.
Computational Intelligence and Neuroscience (2022) Vol. 2022, pp. 1-18
Open Access | Times Cited: 16
Applying Artificial Intelligence in Cryptocurrency Markets: A Survey
Rasoul Amirzadeh, Asef Nazari, Dhananjay Thiruvady
Algorithms (2022) Vol. 15, Iss. 11, pp. 428-428
Open Access | Times Cited: 16
Real-Time Trading System Based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-Hard Combinatorial Optimization
Kosuke Tatsumura, Ryo Hidaka, Jun Nakayama, et al.
IEEE Access (2023) Vol. 11, pp. 120023-120033
Open Access | Times Cited: 9
The Arbitrage System on Decentralized Exchanges
Naratorn Boonpeam, Warodom Werapun, Tanakorn Karode
2022 19th International Conference on Electrical Engineering/Electronics, Computer, Telecommunications and Information Technology (ECTI-CON) (2021), pp. 768-771
Closed Access | Times Cited: 21
LightTrader: A Standalone High-Frequency Trading System with Deep Learning Inference Accelerators and Proactive Scheduler
Sungyeob Yoo, Hyunsung Kim, Jinseok Kim, et al.
(2023), pp. 1017-1030
Closed Access | Times Cited: 7
Pairs-Trading System Using Quantum-Inspired Combinatorial Optimization Accelerator for Optimal Path Search in Market Graphs
Kosuke Tatsumura, Ryo Hidaka, Jun Nakayama, et al.
IEEE Access (2023) Vol. 11, pp. 104406-104416
Open Access | Times Cited: 7
Enhancing Trading Decision in Financial Markets: An Algorithmic Trading Framework With Continual Mean-Variance Optimization, Window Presetting, and Controlled Early-Stopping
Cristiana Tudor, Robert Şova
IEEE Access (2024) Vol. 12, pp. 87633-87644
Open Access | Times Cited: 2
Pairs trading on different portfolios based on machine learning
Victor Chang, Xiaowen Man, Qianwen Xu, et al.
Expert Systems (2020) Vol. 38, Iss. 3
Open Access | Times Cited: 20
Leveraging the momentum effect in machine learning-based cryptocurrency trading
Gian Pietro Bellocca, Giuseppe Attanasio, Luca Cagliero, et al.
Machine Learning with Applications (2022) Vol. 8, pp. 100310-100310
Open Access | Times Cited: 11
Algorithmic Trading and Short-term Forecast for Financial Time Series with Machine Learning Models; State of the Art and Perspectives
Dakota Joiner, Amy Vezeau, Albert Wong, et al.
(2022), pp. 1-9
Open Access | Times Cited: 11
A Fusion Framework for Forecasting Financial Market Direction Using Enhanced Ensemble Models and Technical Indicators
Dushmanta Kumar Padhi, Neelamadhab Padhy, Akash Kumar Bhoi, et al.
Mathematics (2021) Vol. 9, Iss. 21, pp. 2646-2646
Open Access | Times Cited: 15
Adversarial Learning Networks for FinTech Applications Using Heterogeneous Data Sources
Parus Khuwaja, Sunder Ali Khowaja, Kapal Dev
IEEE Internet of Things Journal (2021) Vol. 10, Iss. 3, pp. 2194-2201
Closed Access | Times Cited: 14
Effect of network strategic capabilities on digital transformation in Jordanian universities
Tayseer AL Afaishat, Hamza Salim Khraim, Ma'an W. AlMa'adhedee
Problems and Perspectives in Management (2022) Vol. 20, Iss. 3, pp. 247-257
Open Access | Times Cited: 10
Drilling down artificial intelligence in entrepreneurial management: A bibliometric perspective
Xueling Li, Yujie Long, Meixi Fan, et al.
Systems Research and Behavioral Science (2022) Vol. 39, Iss. 3, pp. 379-396
Closed Access | Times Cited: 9
Nonlinear relationships in soybean commodities Pairs trading-test by deep reinforcement learning
Jianhe Liu, Luze Lu, Xiangyu Zong, et al.
Finance research letters (2023) Vol. 58, pp. 104477-104477
Closed Access | Times Cited: 5
Competitive advantage in algorithmic trading: a behavioral innovation economics approach
Ricky Cooper, Wendy L. Currie, Jonathan J. M. Seddon, et al.
Review of Behavioral Finance (2022) Vol. 15, Iss. 3, pp. 371-395
Open Access | Times Cited: 8
Performance Analysis of Bollinger Bands and Long Short-Term Memory(LSTM) models based Strategies on NIFTY50 Companies
Varun Seshu, Hritik Shanbhag, Samrudhi R Rao, et al.
2022 12th International Conference on Cloud Computing, Data Science & Engineering (Confluence) (2022) Vol. 4, pp. 184-190
Closed Access | Times Cited: 8
Forecasting financial signal for automated trading: An interpretable approach
Mohammad Reza Roostaee, Ahmad Ali Abin
Expert Systems with Applications (2022) Vol. 211, pp. 118570-118570
Closed Access | Times Cited: 8
CAGTRADE: Predicting Stock Market Price Movement with a CNN-Attention-GRU Model
Ibanga Kpereobong Friday, Sarada Prasanna Pati, Debahuti Mishra, et al.
Asia-Pacific Financial Markets (2024)
Closed Access | Times Cited: 1

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