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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:

Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks
Rui Cheng, Qing Li
Proceedings of the AAAI Conference on Artificial Intelligence (2021) Vol. 35, Iss. 1, pp. 55-62
Open Access | Times Cited: 60

Showing 26-50 of 60 citing articles:

Graph-based stock prediction with multisource information and relational data fusion
Qiuyue Zhang, Yunfeng Zhang, Fangxun Bao, et al.
Information Sciences (2024) Vol. 690, pp. 121561-121561
Closed Access | Times Cited: 1
MSGraph: Modeling multi-scale K-line sequences with graph attention network for profitable indices recommendation
Changhai Wang, Jiaxi Ren, Hui Liang
Electronic Research Archive (2023) Vol. 31, Iss. 5, pp. 2626-2650
Open Access | Times Cited: 4
Learning to Understand the Vague Graph for Stock Prediction With Momentum Spillovers
Rong Xing, Rui Cheng, Jiwen Huang, et al.
IEEE Transactions on Knowledge and Data Engineering (2023) Vol. 36, Iss. 4, pp. 1698-1712
Closed Access | Times Cited: 4
Stock Price Movement Prediction based on Relation Type guided Graph Convolutional Network
Hao Peng, Ke Dong, Jie Yang
Engineering Applications of Artificial Intelligence (2023) Vol. 126, pp. 106948-106948
Closed Access | Times Cited: 3
Subsequence-based Graph Routing Network for Capturing Multiple Risk Propagation Processes
Rui Cheng, Qing Li
Proceedings of the Thirty-First International Joint Conference on Artificial Intelligence (2022), pp. 3810-3816
Open Access | Times Cited: 4
Non-Graph Data Clustering via $\mathcal {O}(n)$ Bipartite Graph Convolution
Hongyuan Zhang, Jiankun Shi, Rui Zhang, et al.
IEEE Transactions on Pattern Analysis and Machine Intelligence (2022), pp. 1-13
Open Access | Times Cited: 4
Conducting stock market index prediction via the localized spatial–temporal convolutional network
Changhai Wang, Jiaxi Ren, Hui Liang, et al.
Computers & Electrical Engineering (2023) Vol. 108, pp. 108687-108687
Closed Access | Times Cited: 2
KeFVP: Knowledge-enhanced Financial Volatility Prediction
Hao Niu, Yun Xiong, Xiaosu Wang, et al.
(2023), pp. 11499-11513
Open Access | Times Cited: 2
From Uniform Models To Generic Representations: Stock Return Prediction With Pre-training
Jiawei You, Tianyuan Han, Liping Shen
2022 International Joint Conference on Neural Networks (IJCNN) (2022), pp. 1-8
Closed Access | Times Cited: 3
Td-Hcn: A Trend-Driven Hypergraph Convolutional Network for Stock Recommendation
L. Z. Fang, Caiming Zhang, Xiang Ma, et al.
(2024)
Closed Access
Predicting stock price crash risk in China: A modified graph WaveNet model
Zhongbo Jing, Qin Li, Hóngyi Zhào, et al.
Finance research letters (2024) Vol. 64, pp. 105468-105468
Closed Access
Relational fusion-based stock selection with Neural Recursive Ordinary Differential Equation Networks
Qiang Gao, Xinzhu Zhou, Li Huang, et al.
Information Fusion (2024) Vol. 110, pp. 102468-102468
Closed Access
MGCN-SP: A Motif-based Graph Convolutional Network for Stock Prediction
Lei Zhou, Jian Yu, Sira Yongchareon, et al.
Research Square (Research Square) (2024)
Open Access
Leveraging multi-time-span sequences and feature correlations for improved stock trend prediction
Yawen Li, Mengyu Zhuang, Junheng Wang, et al.
Neurocomputing (2024), pp. 129218-129218
Closed Access
Enhancing Stock Prediction with Sentimental and Relational Information Distilled from Large Models
Zhipeng Liu, Mei-Yu Geng, Ying Li, et al.
(2024), pp. 1210-1214
Closed Access
SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
Alessio Brini, Giacomo Toscano
SSRN Electronic Journal (2024)
Open Access
Heterogeneous Dual-Dynamic Attention Network for Modeling Mutual Interplay of Stocks
Haotian Liu, Yadong Zhou, Yuxun Zhou, et al.
IEEE Transactions on Artificial Intelligence (2024) Vol. 5, Iss. 7, pp. 3595-3606
Closed Access
MF-DAT: a stock trend prediction of the double-graph attention network based on multisource information fusion
Kun Huang, Xiaoming Li, Naixue Xiong, et al.
Multimedia Systems (2024) Vol. 30, Iss. 3
Open Access
MRRFGNN: Multi-relation reconstruction and fusion graph neural network for stock crash prediction
Jun Wang, Lei Liao, Kaiyang Zhong, et al.
Information Sciences (2024), pp. 121507-121507
Closed Access
Learning-Based Optimisation for Integrated Problems in Intermodal Freight Transport: Preliminaries, Strategies, and State of the Art
Elija Deineko, Paul Jungnickel, Carina Kehrt
Applied Sciences (2024) Vol. 14, Iss. 19, pp. 8642-8642
Open Access
Evaluating Financial Relational Graphs: Interpretation Before Prediction
Y. Niu, Lixian Lu, Rian Dolphin, et al.
(2024), pp. 564-572
Open Access
Time-aware Graph Attention Networks for Multiperiod Default Prediction
Cheng-Wei Lin, Yu-Pao Tu, Chuan‐Ju Wang
(2024), pp. 204-212
Open Access
DySTAGE: Dynamic Graph Representation Learning for Asset Pricing via Spatio-Temporal Attention and Graph Encodings
Jingyi Gu, Junyi Ye, Ajim Uddin, et al.
(2024), pp. 388-396
Open Access
Relational Stock Selection Via Probabilistic State Space Learning
Qiang Gao, Zaihua Liu, Li Huang, et al.
IEEE Transactions on Knowledge and Data Engineering (2024) Vol. 37, Iss. 2, pp. 865-880
Closed Access
BERT-Driven stock price trend prediction utilizing tokenized stock data and multi-step optimization approach
Xueyi Teng, Liang Zhang, Peiwen Gao, et al.
Applied Soft Computing (2024), pp. 112627-112627
Closed Access

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