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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:

Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder—DeepBreath
Farzan Soleymani, Eric Paquet
Expert Systems with Applications (2020) Vol. 156, pp. 113456-113456
Open Access | Times Cited: 113

Showing 1-25 of 113 citing articles:

Artificial Intelligence and Blockchain Integration in Business: Trends from a Bibliometric-Content Analysis
Satish Kumar, Weng Marc Lim, Uthayasankar Sivarajah, et al.
Information Systems Frontiers (2022)
Open Access | Times Cited: 205
Protein–protein interaction prediction with deep learning: A comprehensive review
Farzan Soleymani, Eric Paquet, Herna L. Viktor, et al.
Computational and Structural Biotechnology Journal (2022) Vol. 20, pp. 5316-5341
Open Access | Times Cited: 89
Unveiling the Influence of Artificial Intelligence and Machine Learning on Financial Markets: A Comprehensive Analysis of AI Applications in Trading, Risk Management, and Financial Operations
Mohammad El Hajj, Jamil Hammoud
Journal of risk and financial management (2023) Vol. 16, Iss. 10, pp. 434-434
Open Access | Times Cited: 55
Deep reinforcement learning for stock portfolio optimization by connecting with modern portfolio theory
Junkyu Jang, Nohyoon Seong
Expert Systems with Applications (2023) Vol. 218, pp. 119556-119556
Closed Access | Times Cited: 43
Hybrid algorithms based on combining reinforcement learning and metaheuristic methods to solve global optimization problems
Amir Seyyedabbasi, Royal Aliyev, Farzad Kiani, et al.
Knowledge-Based Systems (2021) Vol. 223, pp. 107044-107044
Closed Access | Times Cited: 96
A comprehensive review on multiple hybrid deep learning approaches for stock prediction
Jaimin Shah, Darsh Vaidya, Manan Shah
Intelligent Systems with Applications (2022) Vol. 16, pp. 200111-200111
Open Access | Times Cited: 67
Deep learning in the stock market—a systematic survey of practice, backtesting, and applications
Kenniy Olorunnimbe, Herna L. Viktor
Artificial Intelligence Review (2022) Vol. 56, Iss. 3, pp. 2057-2109
Open Access | Times Cited: 65
Blockchain-Enabled Two-Way Auction Mechanism for Electricity Trading in Internet of Electric Vehicles
Long Luo, Jingcui Feng, Hongfang Yu, et al.
IEEE Internet of Things Journal (2021) Vol. 9, Iss. 11, pp. 8105-8118
Closed Access | Times Cited: 60
Blockchain Technology and Artificial Intelligence Together: A Critical Review on Applications
Hamed Taherdoost
Applied Sciences (2022) Vol. 12, Iss. 24, pp. 12948-12948
Open Access | Times Cited: 46
Multi-scale local cues and hierarchical attention-based LSTM for stock price trend prediction
Xiao Teng, Xiang Zhang, Zhigang Luo
Neurocomputing (2022) Vol. 505, pp. 92-100
Closed Access | Times Cited: 45
Solving Combinatorial Optimization Problems with Deep Neural Network: A Survey
Feng Wang, Qi He, Shicheng Li
Tsinghua Science & Technology (2024) Vol. 29, Iss. 5, pp. 1266-1282
Open Access | Times Cited: 8
Deep graph convolutional reinforcement learning for financial portfolio management – DeepPocket
Farzan Soleymani, Eric Paquet
Expert Systems with Applications (2021) Vol. 182, pp. 115127-115127
Closed Access | Times Cited: 47
Multi-type data fusion framework based on deep reinforcement learning for algorithmic trading
Peipei Liu, Yunfeng Zhang, Fangxun Bao, et al.
Applied Intelligence (2022) Vol. 53, Iss. 2, pp. 1683-1706
Closed Access | Times Cited: 31
ProtInteract: A deep learning framework for predicting protein–protein interactions
Farzan Soleymani, Eric Paquet, Herna L. Viktor, et al.
Computational and Structural Biotechnology Journal (2023) Vol. 21, pp. 1324-1348
Open Access | Times Cited: 20
Asset correlation based deep reinforcement learning for the portfolio selection
Tianlong Zhao, Xiang Ma, Xuemei Li, et al.
Expert Systems with Applications (2023) Vol. 221, pp. 119707-119707
Closed Access | Times Cited: 20
Concept Drift Adaptation Methods under the Deep Learning Framework: A Literature Review
Qiuyan Xiang, Lingling Zi, Xin Cong, et al.
Applied Sciences (2023) Vol. 13, Iss. 11, pp. 6515-6515
Open Access | Times Cited: 16
Ensemble of temporal Transformers for financial time series
Kenniy Olorunnimbe, Herna L. Viktor
Journal of Intelligent Information Systems (2024) Vol. 62, Iss. 4, pp. 1087-1111
Closed Access | Times Cited: 7
Learning to trade in financial time series using high-frequency through wavelet transformation and deep reinforcement learning
Jimin Lee, Hayeong Koh, Hi Jun Choe
Applied Intelligence (2021) Vol. 51, Iss. 8, pp. 6202-6223
Closed Access | Times Cited: 34
Multiagent-based deep reinforcement learning for risk-shifting portfolio management
Yu-Cen Lin, Chiao-Ting Chen, Chuan-Yun Sang, et al.
Applied Soft Computing (2022) Vol. 123, pp. 108894-108894
Closed Access | Times Cited: 25
Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection
Giulio Mattera, Raffaele Mattera
Intelligent Systems with Applications (2023) Vol. 17, pp. 200181-200181
Open Access | Times Cited: 13
Does reinforcement learning outperform deep learning and traditional portfolio optimization models in frontier and developed financial markets?
Vu Minh Ngo, Huan Huu Nguyen, Phuc Van Nguyen
Research in International Business and Finance (2023) Vol. 65, pp. 101936-101936
Closed Access | Times Cited: 13
Multi-factor stock trading strategy based on DQN with multi-BiGRU and multi-head ProbSparse self-attention
Wenjie Liu, Yuchen Gu, Y. F. Ge
Applied Intelligence (2024) Vol. 54, Iss. 7, pp. 5417-5440
Open Access | Times Cited: 5
Deep Learning in Finance: A Survey of Applications and Techniques
Ebikella Mienye, Nobert Jere, George Obaido, et al.
AI (2024) Vol. 5, Iss. 4, pp. 2066-2091
Open Access | Times Cited: 5
A taxonomy of literature reviews and experimental study of deepreinforcement learning in portfolio management
Mohadese Rezaei, Hossein Nezamabadi‐pour
Artificial Intelligence Review (2025) Vol. 58, Iss. 3
Open Access
RLPortfolio: Reinforcement Learning for Financial Portfolio Optimization
Caio de Souza Barbosa Costa, Anna Helena Reali Costa
Lecture notes in computer science (2025), pp. 412-426
Closed Access
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