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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:

Information fusion-based genetic algorithm with long short-term memory for stock price and trend prediction
Ankit Thakkar, Kinjal Chaudhari
Applied Soft Computing (2022) Vol. 128, pp. 109428-109428
Closed Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

Neural network systems with an integrated coefficient of variation-based feature selection for stock price and trend prediction
Kinjal Chaudhari, Ankit Thakkar
Expert Systems with Applications (2023) Vol. 219, pp. 119527-119527
Closed Access | Times Cited: 41
Forecasting long-term stock prices of global indices: A forward-validating Genetic Algorithm optimization approach for Support Vector Regression
Mohit Beniwal, Archana Singh, Nand Kumar
Applied Soft Computing (2023) Vol. 145, pp. 110566-110566
Closed Access | Times Cited: 38
Multi-step-ahead stock price prediction using recurrent fuzzy neural network and variational mode decomposition
Hamid Nasiri, Mohammad Mehdi Ebadzadeh
Applied Soft Computing (2023) Vol. 148, pp. 110867-110867
Open Access | Times Cited: 33
A novel hierarchical feature selection with local shuffling and models reweighting for stock price forecasting
Zhiyong An, Yafei Wu, Fangjing Hao, et al.
Expert Systems with Applications (2024) Vol. 249, pp. 123482-123482
Closed Access | Times Cited: 8
Enhancing stock index prediction: A hybrid LSTM-PSO model for improved forecasting accuracy
Xiaohua Zeng, Changzhou Liang, Qian Yang, et al.
PLoS ONE (2025) Vol. 20, Iss. 1, pp. e0310296-e0310296
Open Access
Research and Development of Target Registration and Tracking for Multi-source Information Fusion
He Zhang, J. Lu, Yongquan Shi, et al.
Lecture notes in electrical engineering (2025), pp. 439-450
Closed Access
Data fusion with factored quantization for stock trend prediction using neural networks
Kinjal Chaudhari, Ankit Thakkar
Information Processing & Management (2023) Vol. 60, Iss. 3, pp. 103293-103293
Closed Access | Times Cited: 13
Effective Exploitation of Macroeconomic Indicators for Stock Direction Classification Using the Multimodal Fusion Transformer
Tae‐Won Lee, Paweł Teisseyre, Jaesung Lee
IEEE Access (2023) Vol. 11, pp. 10275-10287
Open Access | Times Cited: 12
An improved DenseNet model for prediction of stock market using stock technical indicators
Saleh Albahli, Tahira Nazir, Marriam Nawaz, et al.
Expert Systems with Applications (2023) Vol. 232, pp. 120903-120903
Closed Access | Times Cited: 11
MDF-DMC: A stock prediction model combining multi-view stock data features with dynamic market correlation information
Zhen Hua Yang, Tianlong Zhao, Suwei Wang, et al.
Expert Systems with Applications (2023) Vol. 238, pp. 122134-122134
Closed Access | Times Cited: 10
Information fusion and attribute reduction for multi-source incomplete mixed data via conditional information entropy and D-S evidence theory
Zhaowen Li, Qinli Zhang, Suping Liu, et al.
Applied Soft Computing (2023) Vol. 151, pp. 111149-111149
Closed Access | Times Cited: 8
Drill Tools Sticking Prediction Based on Adaptive Long Short-Term Memory
Honglin Wu, Zhongbin Wang, Lei Si, et al.
Measurement Science and Technology (2024) Vol. 35, Iss. 8, pp. 086134-086134
Closed Access | Times Cited: 2
Applicability of genetic algorithms for stock market prediction: A systematic survey of the last decade
Ankit Thakkar, Kinjal Chaudhari
Computer Science Review (2024) Vol. 53, pp. 100652-100652
Closed Access | Times Cited: 2
T2V_TF: An adaptive timing encoding mechanism based Transformer with multi-source heterogeneous information fusion for portfolio management: A case of the Chinese A50 stocks
Feng Zhou, Qun Zhang, Yuan Zhu, et al.
Expert Systems with Applications (2022) Vol. 213, pp. 119020-119020
Closed Access | Times Cited: 12
A Novel Convolutional Neural Networks for Stock Trading Based on DDQN Algorithm
Kai Cui, Ruizhe Hao, Yuling Huang, et al.
IEEE Access (2023) Vol. 11, pp. 32308-32318
Open Access | Times Cited: 7
Analysis of Stock Market Public Opinion Based on Web Crawler and Deep Learning Technologies Including 1DCNN and LSTM
Jizheng Yi, Jun Song Chen, Mengna Zhou, et al.
Arabian Journal for Science and Engineering (2022) Vol. 48, Iss. 8, pp. 9941-9962
Closed Access | Times Cited: 10
Enhancing solar irradiance forecasting for hydrogen production: The MEMD-ALO-BiLSTM hybrid machine learning model
Chaoyang Zhu, Mengxia Wang, Mengxing Guo, et al.
Computers & Electrical Engineering (2024) Vol. 120, pp. 109747-109747
Closed Access | Times Cited: 1
CRBP-HFEF: Prediction of RBP-Binding Sites on circRNAs Based on Hierarchical Feature Expansion and Fusion
Zheng Ma, Zhan-Li Sun, Mengya Liu
Interdisciplinary Sciences Computational Life Sciences (2023) Vol. 15, Iss. 3, pp. 465-479
Closed Access | Times Cited: 4
Attention based adaptive spatial–temporal hypergraph convolutional networks for stock price trend prediction
Hongyang Su, Xiaolong Wang, Yang Qin, et al.
Expert Systems with Applications (2023) Vol. 238, pp. 121899-121899
Closed Access | Times Cited: 4
Digger-Guider: High-Frequency Factor Extraction for Stock Trend Prediction
Yang Liu, Chang Xu, Min Hou, et al.
IEEE Transactions on Knowledge and Data Engineering (2024) Vol. 36, Iss. 12, pp. 7973-7985
Closed Access | Times Cited: 1
Using GAN-generated market simulations to guide genetic algorithms in index tracking optimization
Julio Cezar Soares Silva, Adiel Teixeira de Almeida Filho
Applied Soft Computing (2023) Vol. 145, pp. 110587-110587
Closed Access | Times Cited: 3
Application of ARIMA-LSTM-CQP Time Rolling Window Multi-Factor Stock Selection Model in Quantitative Investment
Chen Tang, Yidan Xu, Shupo Bu, et al.
Research Square (Research Square) (2024)
Open Access
Intelligent Stock Forecasting by Iterative Global-Local Fusion
Jiahao Qin, Bihao You, Feng Liu
Lecture notes in computer science (2024), pp. 285-295
Closed Access
Stock price prediction model based on I-NSGAII- XGBoost algorithm
Xiaohua Zeng, Fei Wang, Xiaoning Mai, et al.
(2024), pp. 800-805
Closed Access
How to optimize modern portfolio theory? A systematic review and research agenda
Yang Zhao, J Wang, Yong Wang, et al.
Expert Systems with Applications (2024) Vol. 263, pp. 125780-125780
Closed Access
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