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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:

Dynamic stock-decision ensemble strategy based on deep reinforcement learning
Xiaoming Yu, Wenjun Wu, Xingchuang Liao, et al.
Applied Intelligence (2022) Vol. 53, Iss. 2, pp. 2452-2470
Open Access | Times Cited: 19

Showing 19 citing articles:

An Overview of Machine Learning, Deep Learning, and Reinforcement Learning-Based Techniques in Quantitative Finance: Recent Progress and Challenges
Santosh Sahu, Anil Mokhade, Neeraj Dhanraj Bokde
Applied Sciences (2023) Vol. 13, Iss. 3, pp. 1956-1956
Open Access | Times Cited: 88
Artificial Intelligence in stock broking: A systematic review of strategies and outcomes
Noluthando Zamanjomane Mhlongo, Titilola Falaiye, Andrew Ifesinachi Daraojimba, et al.
World Journal of Advanced Research and Reviews (2024) Vol. 21, Iss. 2, pp. 1950-1957
Open Access | Times Cited: 9
Optimizing portfolio selection through stock ranking and matching: A reinforcement learning approach
Chaher Alzaman
Expert Systems with Applications (2025), pp. 126430-126430
Closed Access
Enhanced Multi-variate Time Series Prediction Through Statistical-Deep Learning Integration: The VAR-Stacked LSTM Model
Mohd Sakib, Suhel Mustajab
SN Computer Science (2024) Vol. 5, Iss. 5
Closed Access | Times Cited: 3
Algorithmic stock trading based on ensemble deep neural networks trained with time graph
Muhammed Yilmaz, Mustafa Mert Keskin, Ahmet Murat Özbayoğlu
Applied Soft Computing (2024) Vol. 163, pp. 111847-111847
Closed Access | Times Cited: 2
A deep fusion model for stock market prediction with news headlines and time series data
Pin‐Yu Chen, Zois Boukouvalas, Roberto Corizzo
Neural Computing and Applications (2024) Vol. 36, Iss. 34, pp. 21229-21271
Open Access | Times Cited: 2
Portfolio dynamic trading strategies using deep reinforcement learning
Min-Yuh Day, Ching-Ying Yang, Yensen Ni
Soft Computing (2023) Vol. 28, Iss. 15-16, pp. 8715-8730
Closed Access | Times Cited: 6
Context-adaptive intelligent agents behaviors: multivariate LSTM-based decision making on the cryptocurrency market
Dalel Kanzari
International Journal of Data Science and Analytics (2023)
Closed Access | Times Cited: 4
Pro Trader RL: Reinforcement learning framework for generating trading knowledge by mimicking the decision-making patterns of professional traders
Da‐Woon Jeong, Yeong Hyeon Gu
Expert Systems with Applications (2024) Vol. 254, pp. 124465-124465
Open Access | Times Cited: 1
Reinforcement Learning-Based Multimodal Model for the Stock Investment Portfolio Management Task
S. X. Du, Hailong Shen
Electronics (2024) Vol. 13, Iss. 19, pp. 3895-3895
Open Access | Times Cited: 1
A fundamental overview of ensemble deep learning models and applications: systematic literature and state of the art
Tawseef Ayoub Shaikh, Tabasum Rasool, Prabal Verma, et al.
Annals of Operations Research (2024)
Closed Access | Times Cited: 1
Combined spectral and speech features for pig speech recognition
Xuan Wu, Silong Zhou, Mingwei Chen, et al.
PLoS ONE (2022) Vol. 17, Iss. 12, pp. e0276778-e0276778
Open Access | Times Cited: 6
Deep learning applications in investment portfolio management: a systematic literature review
Volodymyr Novykov, Christopher Bilson, Adrian Gepp, et al.
Journal of Accounting Literature (2023)
Closed Access | Times Cited: 2
Implications of Deep Learning for Stock Market Forecasting
Supendi, Devi Kumala, Maria Lusiana Yulianti
International Journal Software Engineering and Computer Science (IJSECS) (2024) Vol. 4, Iss. 1, pp. 68-80
Open Access
A Multifaceted Approach to Stock Market Trading Using Reinforcement Learning
Yasmeen Ansari, Saira Gillani, Maryam Bukhari, et al.
IEEE Access (2024) Vol. 12, pp. 90041-90060
Open Access
An adaptive financial trading strategy based on proximal policy optimization and financial signal representation
Lin Wang, Xuerui Wang
Engineering Applications of Artificial Intelligence (2024) Vol. 138, pp. 109365-109365
Closed Access
A Stock Prediction Method Based on Deep Reinforcement Learning and Sentiment Analysis
S. X. Du, Hailong Shen
Applied Sciences (2024) Vol. 14, Iss. 19, pp. 8747-8747
Open Access
Adaptive Risk-Based Control in Financial Trading
Max M Camilleri, Josef Bajada, Vincent Vella
(2024), pp. 344-352
Open Access
Dynamic Reinforced Ensemble using Bayesian Optimization for Stock Trading
Arishi Orra, Aryan Bhambu, Himanshu Choudhary, et al.
(2024), pp. 361-369
Open Access
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