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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 new decomposition ensemble model for stock price forecasting based on system clustering and particle swarm optimization
Yuqi Guo, Jianfeng Guo, Bingzhen Sun, et al.
Applied Soft Computing (2022) Vol. 130, pp. 109726-109726
Closed Access | Times Cited: 40

Showing 1-25 of 40 citing articles:

Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020–2022
Cheng Zhang, Nilam Nur Amir Sjarif, Roslina Ibrahim
Wiley Interdisciplinary Reviews Data Mining and Knowledge Discovery (2023) Vol. 14, Iss. 1
Open Access | Times Cited: 39
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: 36
A deep learning integrated framework for predicting stock index price and fluctuation via singular spectrum analysis and particle swarm optimization
Chia‐Hung Wang, Jinchen Yuan, Yingping Zeng, et al.
Applied Intelligence (2024) Vol. 54, Iss. 2, pp. 1770-1797
Closed Access | Times Cited: 11
An interval constraint-based trading strategy with social sentiment for the stock market
Mingchen Li, Kun Yang, Wencan Lin, et al.
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 8
McVCsB: A new hybrid deep learning network for stock index prediction
Chenhao Cui, Peiwan Wang, Yong Li, et al.
Expert Systems with Applications (2023) Vol. 232, pp. 120902-120902
Closed Access | Times Cited: 20
An enhanced interval-valued decomposition integration model for stock price prediction based on comprehensive feature extraction and optimized deep learning
Jujie Wang, Jing Liu, Weiyi Jiang
Expert Systems with Applications (2023) Vol. 243, pp. 122891-122891
Closed Access | Times Cited: 15
Accurate Stock Price Forecasting Based on Deep Learning and Hierarchical Frequency Decomposition
Yi Li, Lei Chen, Cuiping Sun, et al.
IEEE Access (2024) Vol. 12, pp. 49878-49894
Open Access | Times Cited: 5
Energy fluctuation pattern recognition coupled with decomposition-integration: A novel ocean tidal energy forecasting system
Qingsong Wu, Hong Yang, Guohui Li
Measurement (2024) Vol. 238, pp. 115374-115374
Closed Access | Times Cited: 5
Modeling Temporal Symmetry: Dual-Component Framework for Trends and Fluctuations in Time Series Forecasting
Wei Ran, Kanlun Tan, Zhouyuan Zhang, et al.
Symmetry (2025) Vol. 17, Iss. 4, pp. 577-577
Open Access
A new distributed decomposition–reconstruction–ensemble learning paradigm for short-term wind power prediction
Xixuan Zhao, Bingzhen Sun, Ruibin Geng
Journal of Cleaner Production (2023) Vol. 423, pp. 138676-138676
Closed Access | Times Cited: 12
Unraveling asset pricing with AI: A systematic literature review
Yan Chen, Lin Zhang, Zhilong Xie, et al.
Applied Soft Computing (2025), pp. 112978-112978
Closed Access
Macroeconomic shocks, market uncertainty and speculative bubbles: a decomposition-based predictive model of Indian stock markets
Indranil Ghosh, Tamal Datta Chaudhuri, Sunita Sarkar, et al.
China Finance Review International (2024)
Closed Access | Times Cited: 3
Forecasting energy spot prices: A multiscale clustering recognition approach
Ranran Li
Resources Policy (2023) Vol. 81, pp. 103320-103320
Closed Access | Times Cited: 7
Intelligent fuzzy modeling of heavy-duty gas turbine for smart power generation
Linjuan Gong, Guolian Hou, Jun Li, et al.
Energy (2023) Vol. 277, pp. 127641-127641
Closed Access | Times Cited: 7
A local multi-granularity fuzzy rough set method for multi-attribute decision making based on MOSSO-LSTM and its application in stock market
Juncheng Bai, Bingzhen Sun, Jin Ye, et al.
Applied Intelligence (2024) Vol. 54, Iss. 7, pp. 5728-5747
Closed Access | Times Cited: 2
Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach
Qu Yang, Yuanyuan Yu, D Dai, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102252-102252
Closed Access | Times Cited: 2
Predicting the highest and lowest stock price indices: A combined BiLSTM-SAM-TCN deep learning model based on re-decomposition
Hao Gong, H. Y. Xing
Applied Soft Computing (2024), pp. 112393-112393
Closed Access | Times Cited: 2
A combined monthly precipitation prediction method based on CEEMD and improved LSTM
Xinyun Jiang
PLoS ONE (2023) Vol. 18, Iss. 7, pp. e0288211-e0288211
Open Access | Times Cited: 6
An interval-valued carbon price forecasting method based on web search data and social media sentiment
Jinpei Liu, Xue Li, Piao Wang, et al.
Environmental Science and Pollution Research (2023) Vol. 30, Iss. 42, pp. 95840-95859
Closed Access | Times Cited: 6
Two-Stage Deep Ensemble Paradigm Based on Optimal Multi-scale Decomposition and Multi-factor Analysis for Stock Price Prediction
Jujie Wang, Jing Liu
Cognitive Computation (2023) Vol. 16, Iss. 1, pp. 243-264
Closed Access | Times Cited: 6
Integrated fault diagnosis of rolling bearings based on improved multichannel singular spectrum analysis and frequency–spatial domain decomposition
Wanfeng Sun, Yu Sun, Yu Wang
Measurement Science and Technology (2022) Vol. 34, Iss. 3, pp. 035116-035116
Closed Access | Times Cited: 9
Predicting the Karachi Stock Price index with an Enhanced multi-layered Sequential Stacked Long-Short-Term Memory Model
Khalid Mahboob, Muhammad Huzaifa Shahbaz, Fayyaz Ali, et al.
VFAST Transactions on Software Engineering (2023) Vol. 11, Iss. 2, pp. 249-255
Open Access | Times Cited: 4
A novel machine learning ensemble forecasting model based on mixed frequency technology and multi-objective optimization for carbon trading price
Zejun Li, Long Jun, Lue Li
Frontiers in Energy Research (2024) Vol. 11
Open Access | Times Cited: 1
Trading Signal Survival Analysis: A Framework for Enhancing Technical Analysis Strategies in Stock Markets
Wenbin Hu, Junzi Zhou
Computational Economics (2024)
Closed Access | Times Cited: 1
Kernel multi-granularity double-quantitative rough set based on ensemble empirical mode decomposition: Application to stock price trends prediction
Lin Zhang, Juncheng Bai, Bingzhen Sun, et al.
International Journal of Approximate Reasoning (2024) Vol. 172, pp. 109217-109217
Closed Access | Times Cited: 1
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