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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:

A Black Swan event-based hybrid model for Indian stock markets’ trends prediction
Samit Bhanja, Abhishek Das
Innovations in Systems and Software Engineering (2022) Vol. 20, Iss. 2, pp. 121-135
Open Access | Times Cited: 23

Showing 23 citing articles:

Survey of feature selection and extraction techniques for stock market prediction
Htet Htet Htun, Michael Biehl, Nicolai Petkov
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 104
A Comprehensive Survey on Rare Event Prediction
Chathurangi Shyalika, Ruwan Wickramarachchi, Amit Sheth
ACM Computing Surveys (2024) Vol. 57, Iss. 3, pp. 1-39
Open Access | Times Cited: 10
Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting
Nawazish Mirza, Syed Kumail Abbas Rizvi, Bushra Naqvi, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103238-103238
Closed Access | Times Cited: 8
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
Profit prediction optimization using financial accounting information system by optimized DLSTM
Wei Tang, Shuili Yang, Mohammad Khishe
Heliyon (2023) Vol. 9, Iss. 9, pp. e19431-e19431
Open Access | Times Cited: 16
Financial stock market forecast using evaluated linear regression based machine learning technique
J Sangeetha, K. Joy Alfia
Measurement Sensors (2023) Vol. 31, pp. 100950-100950
Open Access | Times Cited: 13
Financial Time Series Forecasting: A Comprehensive Review of Signal Processing and Optimization-Driven Intelligent Models
Matoori Praveen, Satish Dekka, Sai Dai, et al.
Computational Economics (2025)
Closed Access
Artificial Intelligence Based Hybrid Models for Prediction of Stock Prices
Harmanjeet Singh, Manisha Malhotra
(2023)
Closed Access | Times Cited: 10
A Time Series Analysis-Based Stock Price Prediction Framework Using Artificial Intelligence
Harmanjeet Singh, Manisha Malhotra
Communications in computer and information science (2023), pp. 280-289
Closed Access | Times Cited: 7
AndyWar: an intelligent android malware detection using machine learning
Sandipan Roy, Samit Bhanja, Abhishek Das
Innovations in Systems and Software Engineering (2023)
Closed Access | Times Cited: 4
Enhancing Trading Strategies: A Multi-indicator Analysis for Profitable Algorithmic Trading
Narongsak Sukma, Chakkrit Snae Namahoot
Computational Economics (2024)
Closed Access | Times Cited: 1
Predicting Stock Price Movements with Combined Deep Learning Models and Two-Tier Metaheuristic Optimization Algorithm
Khalil A. Alruwaitee
Journal of Radiation Research and Applied Sciences (2024) Vol. 17, Iss. 4, pp. 101172-101172
Closed Access | Times Cited: 1
Ship Path Planning Based on Buoy Offset Historical Trajectory Data
Shibo Zhou, Zhizheng Wu, Lüzhen Ren
Journal of Marine Science and Engineering (2022) Vol. 10, Iss. 5, pp. 674-674
Open Access | Times Cited: 5
Leveraging quantum‐inspired chimp optimization and deep neural networks for enhanced profit forecasting in financial accounting systems
Lin Zhang, Shtwai Alsubai, Abdullah Alqahtani, et al.
Expert Systems (2024) Vol. 41, Iss. 8
Closed Access
Repercussions of Black Swan Event on The Indian Stock Market-A Case Study of Domestic Investors
Devadutta Indoria
Journal of Informatics Education and Research (2024) Vol. 4, Iss. 2
Open Access
Novel way to predict stock movements using multiple models and comprehensive analysis: leveraging voting meta-ensemble techniques
Akila Dabara Kayit, Mohd Ismail Tahir
Journal of the Nigerian Society of Physical Sciences (2024), pp. 2039-2039
Open Access
Stock Price Prediction using Bi-directional Long-Short Term Memory based Deep Neural Network
M Sowmya, Mohammed Al‐Farouni, Naresh Kumar Reddy Panga, et al.
(2024), pp. 1-4
Closed Access
ML-Based Data Analysis for Stock Market Forecasting
Shiva Johri, R. Suganya, P. Selvakumar, et al.
Advances in finance, accounting, and economics book series (2024), pp. 49-64
Closed Access
Conditional Generative Adversarial Networks for SAR-based Ocean Feature Monitoring
Pranshav Gajjar, Naishadh Mehta, Malay Patel, et al.
Procedia Computer Science (2024) Vol. 235, pp. 2867-2875
Open Access
Stock Market Prediction Using Deep Attention Bi-directional Long Short-Term Memory
B. Aditya Prakash, B. Saleena
Computational Economics (2024)
Closed Access
Multiscale data for parametrising multiscale models
Raluca Eftimie
Physics of Life Reviews (2023) Vol. 47, pp. 124-125
Open Access | Times Cited: 1
Artificial Intelligence in Financial Portfolio Management
Bikram Pratim Bhuyan, Thipendra P. Singh
Advances in business information systems and analytics book series (2022), pp. 108-139
Closed Access | Times Cited: 1
Under- or -overreaction: Investors’ response to black swan events
Luu Thu Quang
Investment Analysts Journal (2023) Vol. 53, Iss. 2, pp. 120-141
Closed Access
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