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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:

Two robust long short-term memory frameworks for trading stocks
Dušan Fister, Matjaž Perc, Timotej Jagrič
Applied Intelligence (2021) Vol. 51, Iss. 10, pp. 7177-7195
Open Access | Times Cited: 27

Showing 1-25 of 27 citing articles:

Multi-type data fusion framework based on deep reinforcement learning for algorithmic trading
Peipei Liu, Yunfeng Zhang, Fangxun Bao, et al.
Applied Intelligence (2022) Vol. 53, Iss. 2, pp. 1683-1706
Closed Access | Times Cited: 32
Economic state classification and portfolio optimisation with application to stagflationary environments
Nick James, Max Menzies, Kevin Chin
Chaos Solitons & Fractals (2022) Vol. 164, pp. 112664-112664
Open Access | Times Cited: 28
A Systematic Survey of AI Models in Financial Market Forecasting for Profitability Analysis
Bilal Hassan Ahmed Khattak, Imran Shafi, Abdul Saboor Khan, et al.
IEEE Access (2023) Vol. 11, pp. 125359-125380
Open Access | Times Cited: 20
Deep learning ensembles for accurate fog-related low-visibility events forecasting
C. Peláez‐Rodríguez, Jorge Pérez-Aracíl, A. de Lopez-Diz, et al.
Neurocomputing (2023) Vol. 549, pp. 126435-126435
Open Access | Times Cited: 17
Multi-factor stock trading strategy based on DQN with multi-BiGRU and multi-head ProbSparse self-attention
Wenjie Liu, Yuchen Gu, Y. F. Ge
Applied Intelligence (2024) Vol. 54, Iss. 7, pp. 5417-5440
Open Access | Times Cited: 5
Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks
Nick James, Max Menzies, Jennifer Chan
Econometrics (2023) Vol. 11, Iss. 1, pp. 8-8
Open Access | Times Cited: 11
Random walks, Hurst exponent, and market efficiency
Giuseppe Pernagallo
Quality & Quantity (2025)
Open Access
Predicting prices of the US and G7 stock indices in uncertain times: Evidence from the application of a hybrid neural network
Ahmed Bouteska, Taimur Sharif, Petr Hájek, et al.
Journal of Behavioral and Experimental Economics (2025), pp. 102366-102366
Closed Access
DBFF-GRU: dual-branch temporal feature fusion network with fast GRU for multivariate time series forecasting
Jinglei Li, Dongsheng Liu, Guofang Ma, et al.
Applied Intelligence (2025) Vol. 55, Iss. 7
Closed Access
H3O-LGBM: hybrid Harris hawk optimization based light gradient boosting machine model for real-time trading
Vaishali Gupta, Ela Kumar
Artificial Intelligence Review (2023) Vol. 56, Iss. 8, pp. 8697-8720
Open Access | Times Cited: 10
Forecasting and optimization stock predictions: Varying asset profile, time window, and hyperparameter factors
Chaher Alzaman
Systems and Soft Computing (2023) Vol. 5, pp. 200052-200052
Open Access | Times Cited: 10
Bike sharing and cable car demand forecasting using machine learning and deep learning multivariate time series approaches
C. Peláez‐Rodríguez, Jorge Pérez‐Aracil, Dušan Fister, et al.
Expert Systems with Applications (2023) Vol. 238, pp. 122264-122264
Open Access | Times Cited: 10
Profitability trend prediction in crypto financial markets using Fibonacci technical indicator and hybrid CNN model
Bilal Hassan Ahmed Khattak, Imran Shafi, Chaudhary Hamza Rashid, et al.
Journal Of Big Data (2024) Vol. 11, Iss. 1
Open Access | Times Cited: 3
A Multi-Factor Selection and Fusion Method through the CNN-LSTM Network for Dynamic Price Forecasting
Yishun Liu, Chunhua Yang, Keke Huang, et al.
Mathematics (2023) Vol. 11, Iss. 5, pp. 1132-1132
Open Access | Times Cited: 7
A deep Q-learning based algorithmic trading system for commodity futures markets
Mahdi Massahi Khoraskani, Masoud Mahootchi
Expert Systems with Applications (2023) Vol. 237, pp. 121711-121711
Closed Access | Times Cited: 7
Intraday trading of cryptocurrencies using polynomial auto regression
Gil Cohen
AIMS Mathematics (2023) Vol. 8, Iss. 4, pp. 9782-9794
Open Access | Times Cited: 6
Synthetic data generation with deep generative models to enhance predictive tasks in trading strategies
Daniel Carvajal-Patiño, Raúl Ramos-Pollán
Research in International Business and Finance (2022) Vol. 62, pp. 101747-101747
Closed Access | Times Cited: 8
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
Predictive multi-period multi-objective portfolio optimization based on higher order moments: Deep learning approach
Shaghayegh Abolmakarem, Farshid Abdi, Kaveh Khalili‐Damghani, et al.
Computers & Industrial Engineering (2023) Vol. 183, pp. 109450-109450
Closed Access | Times Cited: 4
Evolution learning method to derive missing elements and optimal classification under the connection hesitant fuzzy environment
Wei Zhou, Man Liu
Computers & Industrial Engineering (2024) Vol. 190, pp. 110007-110007
Closed Access | Times Cited: 1
Prediction of Retail Price of Sporting Goods Based on LSTM Network
Hui Ding
Computational Intelligence and Neuroscience (2022) Vol. 2022, pp. 1-10
Open Access | Times Cited: 5
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
Equity Market Price Prediction Using Fuzzy-Genetic Machine Learning Algorithms
Alok Shah, Bhaskar Vijayrao Patil
Smart innovation, systems and technologies (2023), pp. 1-13
Closed Access | Times Cited: 2
Multi-Relational Graph Representation Learning for Financial Statement Fraud Detection
Chenxu Wang, Mengqin Wang, Xiaoguang Wang, et al.
Big Data Mining and Analytics (2024) Vol. 7, Iss. 3, pp. 920-941
Open Access
Feature selection with annealing for forecasting financial time series
Hakan Pabuçcu, Adrian Barbu
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access
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