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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 stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques
Werner Kristjanpoller, Kevin Michell
Applied Soft Computing (2018) Vol. 67, pp. 106-116
Closed Access | Times Cited: 57

Showing 1-25 of 57 citing articles:

Gold volatility prediction using a CNN-LSTM approach
Andrés Vidal, Werner Kristjanpoller
Expert Systems with Applications (2020) Vol. 157, pp. 113481-113481
Closed Access | Times Cited: 187
A hybrid VMD–BiGRU model for rubber futures time series forecasting
Qing Zhu, Fan Zhang, Shan Liu, et al.
Applied Soft Computing (2019) Vol. 84, pp. 105739-105739
Closed Access | Times Cited: 108
A hybrid neuro-fuzzy inference system-based algorithm for time series forecasting applied to energy consumption prediction
Mohammed Ali Jallal, Aurora González-Vidal, Antonio Skármeta, et al.
Applied Energy (2020) Vol. 268, pp. 114977-114977
Closed Access | Times Cited: 82
Sustainable supplier selection in the retail industry: A TOPSIS- and ANFIS-based evaluating methodology
Modestus O. Okwu, Lagouge K. Tartibu
International Journal of Engineering Business Management (2020) Vol. 12, pp. 184797901989954-184797901989954
Open Access | Times Cited: 71
Using Deep Learning for price prediction by exploiting stationary limit order book features
Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas, et al.
Applied Soft Computing (2020) Vol. 93, pp. 106401-106401
Open Access | Times Cited: 70
Generative adversarial network (GAN) and enhanced root mean square error (ERMSE): deep learning for stock price movement prediction
Ashish Kumar, Abeer Alsadoon, P. W. C. Prasad, et al.
Multimedia Tools and Applications (2021) Vol. 81, Iss. 3, pp. 3995-4013
Closed Access | Times Cited: 40
Energy Consumption, Economic Growth, and CO2 Emissions in G20 Countries: Application of Adaptive Neuro-Fuzzy Inference System
Abbas Mardani, Dalia Štreimikienė, Mehrbakhsh Nilashi, et al.
Energies (2018) Vol. 11, Iss. 10, pp. 2771-2771
Open Access | Times Cited: 56
Analysis of temporal pattern, causal interaction and predictive modeling of financial markets using nonlinear dynamics, econometric models and machine learning algorithms
Indranil Ghosh, Rabin K. Jana, Manas Kumar Sanyal
Applied Soft Computing (2019) Vol. 82, pp. 105553-105553
Closed Access | Times Cited: 49
Comparison of performances of fuzzy logic and adaptive neuro-fuzzy inference system (ANFIS) for estimating employee labor loss
Seher Arslankaya
Journal of Engineering Research (2023) Vol. 11, Iss. 4, pp. 469-477
Open Access | Times Cited: 13
GA-Attention-Fuzzy-Stock-Net: An Optimized Neuro-Fuzzy System for Stock Market Price Prediction with Genetic Algorithm and Attention Mechanism
Burak Gülmez
Heliyon (2025) Vol. 11, Iss. 3, pp. e42393-e42393
Open Access
Dynamic portfolio rebalancing through reinforcement learning
Qing Yang Eddy Lim, Qi Cao, Chai Quek
Neural Computing and Applications (2021) Vol. 34, Iss. 9, pp. 7125-7139
Open Access | Times Cited: 26
Decision Fusion for Stock Market Prediction: A Systematic Review
Cheng Zhang, Nilam Nur Amir Sjarif, Roslina Ibrahim
IEEE Access (2022) Vol. 10, pp. 81364-81379
Open Access | Times Cited: 17
Can Ensemble Machine Learning Methods Predict Stock Returns for Indian Banks Using Technical Indicators?
Sabyasachi Mohapatra, Rohan Mukherjee, Arindam Roy, et al.
Journal of risk and financial management (2022) Vol. 15, Iss. 8, pp. 350-350
Open Access | Times Cited: 16
Evolutionary fuzzification of RIPPER for regression: Case study of stock prediction
Shahrokh Asadi
Neurocomputing (2018) Vol. 331, pp. 121-137
Closed Access | Times Cited: 28
A multi-response optimal design of bistable compliant mechanism using efficient approach of desirability, fuzzy logic, ANFIS and LAPO algorithm
Ngoc Le Chau, Ngoc Thoai Tran, Thanh-Phong Dao
Applied Soft Computing (2020) Vol. 94, pp. 106486-106486
Closed Access | Times Cited: 24
A Stock Price Forecasting Model Integrating Complementary Ensemble Empirical Mode Decomposition and Independent Component Analysis
Youwei Chen, P. W. Zhao, Zhen Zhang, et al.
International Journal of Computational Intelligence Systems (2022) Vol. 15, Iss. 1
Open Access | Times Cited: 12
Responsive pick face replenishment strategy for stock allocation to fulfil e-commerce order
H.Y. Lam, G.T.S. Ho, Daniel Y. Mo, et al.
International Journal of Production Economics (2023) Vol. 264, pp. 108976-108976
Closed Access | Times Cited: 7
Integrating neuro-fuzzy system and evolutionary optimization algorithms for short-term power generation forecasting
Mustafa Jahangoshai Rezaee, Mojtaba Dadkhah, Masoud Falahinia
International Journal of Energy Sector Management (2019) Vol. 13, Iss. 4, pp. 828-845
Closed Access | Times Cited: 22
Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets
Mehmet Sahiner, David G. McMillan, Dimos S Kambouroudis
Journal of Economics and Finance (2023) Vol. 47, Iss. 3, pp. 723-762
Open Access | Times Cited: 6
A Dynamic Attributes-driven Graph Attention Network Modeling on Behavioral Finance for Stock Prediction
Qiuyue Zhang, Yunfeng Zhang, Xunxiang Yao, et al.
ACM Transactions on Knowledge Discovery from Data (2023) Vol. 18, Iss. 1, pp. 1-29
Closed Access | Times Cited: 6
Constructing a multilayer network for stock market
Wei Chen, Manrui Jiang, Cheng Jiang
Soft Computing (2019) Vol. 24, Iss. 9, pp. 6345-6361
Closed Access | Times Cited: 18
ARF: A hybrid model for credit scoring in complex systems
Mostafa Yousofi Tezerjan, Azamdokht Safi Samghabadi, Azizollah Memariani
Expert Systems with Applications (2021) Vol. 185, pp. 115634-115634
Closed Access | Times Cited: 15
Forecasting the Market with Machine Learning Algorithms: An Application of NMC-BERT-LSTM-DQN-X Algorithm in Quantitative Trading
Chang Liu, Jie Yan, Feiyue Guo, et al.
ACM Transactions on Knowledge Discovery from Data (2022) Vol. 16, Iss. 4, pp. 1-22
Closed Access | Times Cited: 10
Using Markov-switching models with Markov chain Monte Carlo inference methods in agricultural commodities trading
Oscar V. De la Torre-Torres, Dora Aguilasocho Montoya, José Álvarez‐García, et al.
Soft Computing (2020) Vol. 24, Iss. 18, pp. 13823-13836
Closed Access | Times Cited: 15
Efficient NFS Model for Risk Estimation in a Risk-Based Access Control Model
Hany F. Atlam, Muhammad Ajmal Azad, Nawfal F. Fadhel
Sensors (2022) Vol. 22, Iss. 5, pp. 2005-2005
Open Access | Times Cited: 8
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