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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:

Decision support from financial disclosures with deep neural networks and transfer learning
Mathias Kraus, Stefan Feuerriegel
Decision Support Systems (2017) Vol. 104, pp. 38-48
Open Access | Times Cited: 270

Showing 1-25 of 270 citing articles:

Financial time series forecasting with deep learning : A systematic literature review: 2005–2019
Ömer Berat Sezer, Mehmet Ugur Gudelek, Ahmet Murat Özbayoğlu
Applied Soft Computing (2020) Vol. 90, pp. 106181-106181
Open Access | Times Cited: 912
Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis
John W. Goodell, Satish Kumar, Weng Marc Lim, et al.
Journal of Behavioral and Experimental Finance (2021) Vol. 32, pp. 100577-100577
Closed Access | Times Cited: 471
A systematic review of fundamental and technical analysis of stock market predictions
Isaac Kofi Nti, Adebayo Felix Adekoya, Benjamin Asubam Weyori
Artificial Intelligence Review (2019) Vol. 53, Iss. 4, pp. 3007-3057
Closed Access | Times Cited: 386
Deep learning for financial applications : A survey
Ahmet Murat Özbayoğlu, Mehmet Ugur Gudelek, Ömer Berat Sezer
Applied Soft Computing (2020) Vol. 93, pp. 106384-106384
Open Access | Times Cited: 370
Deep learning for affective computing: Text-based emotion recognition in decision support
Bernhard Kratzwald, Suzana Ilić, Mathias Kraus, et al.
Decision Support Systems (2018) Vol. 115, pp. 24-35
Open Access | Times Cited: 309
Deep learning in business analytics and operations research: Models, applications and managerial implications
Mathias Kraus, Stefan Feuerriegel, Asil Oztekin
European Journal of Operational Research (2019) Vol. 281, Iss. 3, pp. 628-641
Open Access | Times Cited: 308
An Intelligent Approach to Credit Card Fraud Detection Using an Optimized Light Gradient Boosting Machine
Altyeb Taha, Sharaf J. Malebary
IEEE Access (2020) Vol. 8, pp. 25579-25587
Open Access | Times Cited: 295
Stock market movement forecast: A Systematic review
Oscar H. Bustos, Alexandra Pomares Quimbaya
Expert Systems with Applications (2020) Vol. 156, pp. 113464-113464
Closed Access | Times Cited: 276
CatBoost model and artificial intelligence techniques for corporate failure prediction
Sami Ben Jabeur, Cheima Gharib, Salma Mefteh‐Wali, et al.
Technological Forecasting and Social Change (2021) Vol. 166, pp. 120658-120658
Closed Access | Times Cited: 251
A comprehensive evaluation of ensemble learning for stock-market prediction
Isaac Kofi Nti, Adebayo Felix Adekoya, Benjamin Asubam Weyori
Journal Of Big Data (2020) Vol. 7, Iss. 1
Open Access | Times Cited: 234
An integrated framework of deep learning and knowledge graph for prediction of stock price trend: An application in Chinese stock exchange market
Jiawei Long, Zhaopeng Chen, Weibing He, et al.
Applied Soft Computing (2020) Vol. 91, pp. 106205-106205
Closed Access | Times Cited: 226
HOBA: A novel feature engineering methodology for credit card fraud detection with a deep learning architecture
Xinwei Zhang, Yaoci Han, Wei Xu, et al.
Information Sciences (2019) Vol. 557, pp. 302-316
Closed Access | Times Cited: 213
Deep learning for detecting financial statement fraud
Patricia Craja, Alisa Kim, Stefan Lessmann
Decision Support Systems (2020) Vol. 139, pp. 113421-113421
Closed Access | Times Cited: 178
Deep learning in finance and banking: A literature review and classification
Huang Jian, Junyi Chai, Stella Cho
Frontiers of Business Research in China (2020) Vol. 14, Iss. 1
Open Access | Times Cited: 176
Deep learning for decision making and the optimization of socially responsible investments and portfolio
Nhi N.Y. Vo, Xue‐Zhong He, Shaowu Liu, et al.
Decision Support Systems (2019) Vol. 124, pp. 113097-113097
Open Access | Times Cited: 157
AI in Finance: Challenges, Techniques, and Opportunities
Longbing Cao
ACM Computing Surveys (2022) Vol. 55, Iss. 3, pp. 1-38
Closed Access | Times Cited: 156
Portfolio formation with preselection using deep learning from long-term financial data
Wuyu Wang, Weizi Li, Ning Zhang, et al.
Expert Systems with Applications (2019) Vol. 143, pp. 113042-113042
Open Access | Times Cited: 154
Artificial intelligence in customer-facing financial services: a systematic literature review and agenda for future research
Janin Karoli Hentzen, Arvid O. I. Hoffmann, Rebecca Dolan, et al.
International Journal of Bank Marketing (2021) Vol. 40, Iss. 6, pp. 1299-1336
Closed Access | Times Cited: 125
A stock price prediction method based on deep learning technology
Xuan Ji, Jiachen Wang, Zhijun Yan
International Journal of Crowd Science (2021) Vol. 5, Iss. 1, pp. 55-72
Open Access | Times Cited: 107
Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering
Sami Ben Jabeur, Nicolae Stef, Pedro Carmona
Computational Economics (2022) Vol. 61, Iss. 2, pp. 715-741
Closed Access | Times Cited: 100
Financial applications of machine learning: A literature review
Noella Nazareth, Y.V. Reddy
Expert Systems with Applications (2023) Vol. 219, pp. 119640-119640
Closed Access | Times Cited: 100
Transformer-based attention network for stock movement prediction
Qiuyue Zhang, Chao Qin, Yunfeng Zhang, et al.
Expert Systems with Applications (2022) Vol. 202, pp. 117239-117239
Closed Access | Times Cited: 95
StockNet—GRU based stock index prediction
Umang Gupta, Vandana Bhattacharjee, Partha Sarathi Bishnu
Expert Systems with Applications (2022) Vol. 207, pp. 117986-117986
Closed Access | Times Cited: 74
Prediction of Complex Stock Market Data Using an Improved Hybrid EMD-LSTM Model
Muhammad Ali, Dost Muhammad Khan, Huda M. Alshanbari, et al.
Applied Sciences (2023) Vol. 13, Iss. 3, pp. 1429-1429
Open Access | Times Cited: 69
Deep learning for enhanced risk management: a novel approach to analyzing financial reports
Xiangting Shi, Yakang Zhang, Manning Yu, et al.
PeerJ Computer Science (2025) Vol. 11, pp. e2661-e2661
Open Access | Times Cited: 6
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