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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:

LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios
Andrés García-Medina, Ester Aguayo-Moreno
Computational Economics (2023) Vol. 63, Iss. 4, pp. 1511-1542
Open Access | Times Cited: 29

Showing 1-25 of 29 citing articles:

High frequency volatility forecasting and risk assessment using neural networks-based heteroscedasticity model
Aryan Bhambu, Koushik Bera, Selvaraju Natarajan, et al.
Engineering Applications of Artificial Intelligence (2025) Vol. 149, pp. 110397-110397
Open Access | Times Cited: 1
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: 19
The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models
Virginie Terraza, Aslı Boru, Mohammad Mahdi Rounaghi
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 7
A Stock Index Futures Price Prediction Approach Based on the MULTI-GARCH-LSTM Mixed Model
Haojun Pan, Yuxiang Tang, Guoqiang Wang
Mathematics (2024) Vol. 12, Iss. 11, pp. 1677-1677
Open Access | Times Cited: 6
Evaluating the Performance of Metaheuristic Based Artificial Neural Networks for Cryptocurrency Forecasting
Sudersan Behera, Sarat Chandra Nayak, A. V. S. Pavan Kumar
Computational Economics (2023) Vol. 64, Iss. 2, pp. 1219-1258
Closed Access | Times Cited: 14
THE COMPARISON OF LONG SHORT-TERM MEMORY AND BIDIRECTIONAL LONG SHORT-TERM MEMORY FOR FORECASTING COAL PRICE
Indra Rivaldi Siregar, Adhiyatma Nugraha, Khairil Anwar Notodiputro, et al.
BAREKENG JURNAL ILMU MATEMATIKA DAN TERAPAN (2025) Vol. 19, Iss. 1, pp. 245-258
Closed Access
Hybrid model of 1D-CNN and LSTM for forecasting Ethereum closing prices: a case study of temporal analysis
Trần Thái Hòa, Thanh Manh Le, Đình Hòa Nguyễn
International Journal of Information Technology (2025)
Closed Access
Heteroscedastic ensemble deep random vector functional link neural network with multiple output layers for High Frequency Volatility Forecasting and Risk Assessment
Aryan Bhambu, Ponnuthurai Nagaratnam Suganthan, Selvaraju Natarajan
Neurocomputing (2025), pp. 130078-130078
Closed Access
Novel forecasting of white maize futures volatility: a hybrid GARCH-based bi-directional LSTM model
Chun‐Sung Huang, Ayesha Sayed
Cogent Economics & Finance (2025) Vol. 13, Iss. 1
Open Access
Prediction of cryptocurrency prices through a path dependent Monte Carlo simulation
Ayush Singh, Anshu K. Jha, Amit Kumar
Communications in Statistics - Simulation and Computation (2025), pp. 1-20
Closed Access
A survey of deep learning applications in cryptocurrency
Junhuan Zhang, Kewei Cai, Jiaqi Wen
iScience (2023) Vol. 27, Iss. 1, pp. 108509-108509
Open Access | Times Cited: 12
From Prediction to Profit: A Comprehensive Review of Cryptocurrency Trading Strategies and Price Forecasting Techniques
Otabek Sattarov, Jaeyoung Choi
IEEE Access (2024) Vol. 12, pp. 87039-87064
Open Access | Times Cited: 3
Improved Set Algebra-Based Heuristic Technique for Training Multiplicative Functional Link Artificial Neural Networks for Financial Time Series Forecasting
Sudersan Behera, AVS Pavan Kumar, Sarat Chandra Nayak
SN Computer Science (2024) Vol. 5, Iss. 5
Closed Access | Times Cited: 2
Prediction of Stock Price Volatility Using the Long Short Term Memory (LSTM) Model for Investment Portfolio Selection Strategy
Ana Khofifahturizqi, Farikhin Farikhin, Ratna Herdiana, et al.
International Journal of Current Science Research and Review (2024) Vol. 07, Iss. 05
Open Access | Times Cited: 2
Analyzing the performance of geometric mean optimization-based artificial neural networks for cryptocurrency forecasting
Sudersan Behera, A. V. S. Pavan Kumar, Sarat Chandra Nayak
International Journal of Information Technology (2024)
Closed Access | Times Cited: 2
The Symmetric and Asymmetric Algorithmic Trading Strategies for the Stablecoins
Mahmut Bağcı, Pınar Kaya Soylu, Selçuk KIRAN
Computational Economics (2024)
Closed Access | Times Cited: 1
Comparison of simulation and predictive efficacy for hemorrhagic fever with renal syndrome incidence in mainland China based on five time series models
ZhenDe Wang, Chunxiao Yang, Bing Li, et al.
Frontiers in Public Health (2024) Vol. 12
Open Access | Times Cited: 1
Dynamic Market Behavior and Price Prediction in Cryptocurrency: An Analysis Based on Asymmetric Herding Effects and LSTM
Guangxi Cao, Meijun Ling, Jing-Wen Wei, et al.
Computational Economics (2024)
Closed Access | Times Cited: 1
A novel hybrid random convolutional kernels model for price volatlity forecasting of precious metals
Siva Sai, Arun Kumar Giri, Vinay Chamola
Expert Systems (2024)
Closed Access | Times Cited: 1
Forecasting the Volatility of CSI 300 Index with a Hybrid Model of LSTM and Multiple GARCH Models
Brian Tian, Tianyu Yan, Hong Yin
Computational Economics (2024)
Closed Access | Times Cited: 1
Financial time series prediction under Covid-19 pandemic crisis with Long Short-Term Memory (LSTM) network
Mourad Mroua, Ahlem Lamine
Humanities and Social Sciences Communications (2023) Vol. 10, Iss. 1
Open Access | Times Cited: 3
Enhancing Volatility Prediction: Comparison Study Between Persistent and Anti-persistent Financial Series.
Youssra Bakkali, Mhamed EL Merzguioui, Abdelhadi Akharif
Statistics Optimization & Information Computing (2024) Vol. 12, Iss. 4, pp. 1042-1060
Open Access
Bitcoin as a National Currency: A Case Study for the Czech Republic

Acta Montanistica Slovaca (2024) Vol. 29, Iss. v29/i1, pp. 13-25
Open Access
Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations
Omer Burak Akgun, Emrah Gülay
Computational Economics (2024)
Open Access
Financial Time Series Forecasting Using Hybrid Evolutionary Extreme Learning Machine
Sudersan Behera, G. Kadirvelu, P. Sambasiva Rao, et al.
Algorithms for intelligent systems (2024), pp. 93-103
Closed Access
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