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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:

Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets
Jyotirmayee Behera, Ajit Kumar Pasayat, Harekrushna Behera, et al.
Engineering Applications of Artificial Intelligence (2023) Vol. 120, pp. 105843-105843
Closed Access | Times Cited: 65

Showing 1-25 of 65 citing articles:

An artificial intelligence study on energy, exergy, and environmental aspects of upcycling face mask waste to a hydrogen-rich syngas through a thermal conversion process
Parisa Mojaver, Shahram Khalilarya
Process Safety and Environmental Protection (2024) Vol. 187, pp. 1189-1200
Closed Access | Times Cited: 16
Photocatalytic degradation of drugs and dyes using a maching learning approach
Ganesan Anandhi, M. Iyapparaja
RSC Advances (2024) Vol. 14, Iss. 13, pp. 9003-9019
Open Access | Times Cited: 15
An exploratory data analysis approach for analyzing financial accounting data using machine learning
Potta Chakri, Saurabh Pratap, Lakshay, et al.
Decision Analytics Journal (2023) Vol. 7, pp. 100212-100212
Open Access | Times Cited: 25
The impact of oil and global markets on Saudi stock market predictability: A machine learning approach
Hussein A. Abdou, Ahmed A. Elamer, Mohammad Zoynul Abedin, et al.
Energy Economics (2024) Vol. 132, pp. 107416-107416
Open Access | Times Cited: 13
Developing a hybrid system for stock selection and portfolio optimization with many-objective optimization based on deep learning and improved NSGA-III
Mengzheng Lv, Jianzhou Wang, Shuai Wang, et al.
Information Sciences (2024) Vol. 670, pp. 120549-120549
Closed Access | Times Cited: 12
Enhancing the exploitation of natural resources for green energy: An application of LSTM-based meta-model for aluminum prices forecasting
Moses Olabhele Esangbedo, Blessing Olamide Taiwo, Hawraa H. Abbas, et al.
Resources Policy (2024) Vol. 92, pp. 105014-105014
Closed Access | Times Cited: 8
Machine learning for polyphenol-based materials
Shengxi Jiang, Peiji Yang, Yujia Zheng, et al.
Smart Materials in Medicine (2024) Vol. 5, Iss. 2, pp. 221-239
Open Access | Times Cited: 6
An approach to portfolio optimization with time series forecasting algorithms and machine learning techniques
Jyotirmayee Behera, Pankaj Kumar
Applied Soft Computing (2025), pp. 112741-112741
Closed Access
Stock Forecasting Using LSTM Neural Networks
S. Paul, Sarvesh Tanwar
Lecture notes in networks and systems (2025), pp. 349-361
Closed Access
Economic implications of enhanced stock market analysis using improved forecasting methods
Jason Peng, Yuming Yang
Expert Systems with Applications (2025), pp. 127240-127240
Closed Access
Modelling biochemical oxygen demand in a large inland aquaculture zone of India: Implications and insights
T. Vamsi Nagaraju, Govindasamy Bala, Sridevi Bonthu, et al.
The Science of The Total Environment (2023) Vol. 906, pp. 167386-167386
Closed Access | Times Cited: 14
Clustering-based return prediction model for stock pre-selection in portfolio optimization using PSO-CNN+MVF
Mahdi Ashrafzadeh, Hasan Taheri, Mahmoud Gharehgozlou, et al.
Journal of King Saud University - Computer and Information Sciences (2023) Vol. 35, Iss. 9, pp. 101737-101737
Open Access | Times Cited: 13
Portfolio Rebalancing Model Utilizing Support Vector Machine for Optimal Asset Allocation
Bhagawan Sahu, Pankaj Kumar
Arabian Journal for Science and Engineering (2024)
Closed Access | Times Cited: 4
Two-stage stock portfolio optimization based on AI-powered price prediction and mean-CVaR models
Chia‐Hung Wang, Yingping Zeng, Jinchen Yuan
Expert Systems with Applications (2024) Vol. 255, pp. 124555-124555
Closed Access | Times Cited: 3
Multi-sentiment fusion for stock price crash risk prediction using an interpretable ensemble learning method
Shangkun Deng, Qunfang Luo, Yingke Zhu, et al.
Engineering Applications of Artificial Intelligence (2024) Vol. 135, pp. 108842-108842
Closed Access | Times Cited: 3
An Advisor Neural Network framework using LSTM-based Informative Stock Analysis
Fausto Ricchiuti, Giancarlo Sperlì
Expert Systems with Applications (2024) Vol. 259, pp. 125299-125299
Open Access | Times Cited: 3
Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models
Khreshna Syuhada, Venansius Tjahjono, Arief Rachman Hakim
Applied Soft Computing (2023) Vol. 148, pp. 110885-110885
Closed Access | Times Cited: 9
Research on Financial Risk Intelligent Monitoring and Early Warning Model Based on LSTM, Transformer, and Deep Learning
Yunan Song, Huaqing Du, Tianyu Piao, et al.
Journal of Organizational and End User Computing (2024) Vol. 36, Iss. 1, pp. 1-24
Open Access | Times Cited: 2
Predictive analysis of stochastic stock pattern utilizing fractional order dynamics and heteroscedastic with a radial neural network framework
Ayaz Hussain Bukhari, Muhammad Asif Zahoor Raja, Hani Alquhayz, et al.
Engineering Applications of Artificial Intelligence (2024) Vol. 135, pp. 108687-108687
Closed Access | Times Cited: 2
Hybrid machine learning for stock price prediction in the Moroccan banking sector
Bouzgarne Itri, Mohamed Youssfi, Omar Bouattane, et al.
International Journal of Power Electronics and Drive Systems/International Journal of Electrical and Computer Engineering (2024) Vol. 14, Iss. 3, pp. 3197-3197
Open Access | Times Cited: 2
Advancing Financial Forecasts: A Deep Dive into Memory Attention and Long-Distance Loss in Stock Price Predictions
Shijie Yang, Yining Ding, Boyu Xie, et al.
Applied Sciences (2023) Vol. 13, Iss. 22, pp. 12160-12160
Open Access | Times Cited: 5
A portfolio trading system using a novel pixel graph network for stock selection and a mean-CDaR optimization for portfolio rebalancing
Milad Kamali Alamdari, Akbar Esfahanipour, Hossein Dastkhan
Applied Soft Computing (2023) Vol. 152, pp. 111213-111213
Closed Access | Times Cited: 5
ADAPTEN: Adaptive Ensembles Leveraging Feature Engineering for Real-Time Market Analysis
Fiza Noor, Inam Ullah Khan
(2024)
Open Access | Times Cited: 1
Portfolio optimization with mental accounts under uncertain random environment and butterfly optimization algorithm with adaptive strategies
Bo Li, Yayi Huang
Applied Soft Computing (2024) Vol. 161, pp. 111720-111720
Closed Access | Times Cited: 1
Selective genetic algorithm labeling: A new data labeling method for machine learning stock market trading systems
Yechan Han, Jaeyun Kim, David Enke
Engineering Applications of Artificial Intelligence (2024) Vol. 135, pp. 108680-108680
Closed Access | Times Cited: 1
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