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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:

An automatic trading system for fuzzy portfolio optimization problem with sell orders
Zhang Yon, Weilong Liu, Xingyu Yang
Expert Systems with Applications (2021) Vol. 187, pp. 115822-115822
Closed Access | Times Cited: 21

Showing 21 citing articles:

Portfolio Optimization Problem: A Taxonomic Review of Solution Methodologies
Zi Xuan Loke, Say Leng Goh, Graham Kendall, et al.
IEEE Access (2023) Vol. 11, pp. 33100-33120
Open Access | Times Cited: 15
The adoption of the e-portfolio management system in the Technical and Vocational Training Corporation (TVTC) in Saudi Arabia
Saeed Matar Alshahrani, Hazura Mohamed, Muriati Mukhtar, et al.
International Journal of Information Management Data Insights (2022) Vol. 3, Iss. 1, pp. 100148-100148
Open Access | Times Cited: 18
A Fuzzy Rule-Based System for Portfolio Selection Using Technical Analysis
Ahmad Zaman Khan, Pankaj Gupta, Mukesh Kumar Mehlawat
IEEE Transactions on Fuzzy Systems (2024) Vol. 32, Iss. 9, pp. 4861-4875
Closed Access | Times Cited: 3
Evolutionary Multi-Objective Optimisation for Large-Scale Portfolio Selection With Both Random and Uncertain Returns
Weilong Liu, Yong Zhang, Kailong Liu, et al.
IEEE Transactions on Evolutionary Computation (2024), pp. 1-1
Open Access | Times Cited: 2
A Hybrid Fuzzy-SCOOT Algorithm to Optimize Possibilistic Mean Semi-absolute Deviation Model for Optimal Portfolio Selection
Jagdish Kumar Pahade, Manoj Jha
International Journal of Fuzzy Systems (2022) Vol. 24, Iss. 4, pp. 1958-1973
Closed Access | Times Cited: 10
Dynamic portfolio allocation for financial markets: A perspective of competitive-cum-compensatory strategy
Cheng Zhang, Xiaomin Gong, Jingshu Zhang, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 84, pp. 101737-101737
Closed Access | Times Cited: 6
A novel adjusted learning algorithm for online portfolio selection using peak price tracking approach
Hong-Liang Dai, Cui-Yin Huang, Hongming Dai, et al.
Decision Analytics Journal (2023) Vol. 7, pp. 100256-100256
Open Access | Times Cited: 5
Novel online portfolio selection algorithm using deep sequence features and reversal information
Hong-Liang Dai, Fei-Tong Lai, Cui-Yin Huang, et al.
Expert Systems with Applications (2024) Vol. 255, pp. 124565-124565
Closed Access | Times Cited: 1
Dynamic portfolio optimization with the MARCOS approach under uncertainty
Pengrui Yu, Zhipeng Ge, Xiaomin Gong, et al.
International Review of Financial Analysis (2024), pp. 103565-103565
Closed Access | Times Cited: 1
Multi-period mean–variance portfolio selection with real constraints based on machine learning
Shulin Cui, Peng Zhang
International Journal of Machine Learning and Cybernetics (2024)
Closed Access | Times Cited: 1
Developing a smart stock trading system equipped with a novel risk control mechanism for investors with different risk appetites
Hamidreza Eskandari, Ahmad Sadegheih, Hasan Khademi Zare, et al.
Expert Systems with Applications (2022) Vol. 210, pp. 118614-118614
Closed Access | Times Cited: 7
Two classes of granular solutions and related optimality conditions for interval type-2 fuzzy optimization
Jianke Zhang, Zeshui Xu, Feng Feng, et al.
Information Sciences (2022) Vol. 612, pp. 974-993
Closed Access | Times Cited: 6
Non-Dominated Tournament Genetic Algorithm (Ntga2) for Multi-Objective Constrained Portfolio Optimisation on Global Market
Paweł B. Myszkowski, Hubert Adamus, Michał Antkiewicz
(2024)
Closed Access
The Explanation One Needs for the Explanation One Gives. The Necessity of Explainable AI (XAI) for Causal Explanations of AI-related harm - Deconstructing the ‘Refuge of Ignorance’ in the EU’s AI liability Regulation
Ljupcho Grozdanovski
SSRN Electronic Journal (2024)
Closed Access
Quantum Finance and Fuzzy Reinforcement Learning-Based Multi-agent Trading System
Chi Vicky Cheng, Bingshen Chen, Ziting Xiao, et al.
International Journal of Fuzzy Systems (2024) Vol. 26, Iss. 7, pp. 2224-2245
Closed Access
An Optimization Approach for Finding Diverse Trading Strategy Portfolio Using the Memetic Algorithm
Chun-Hao Chen, Low-Wei Hsu, Tzung‐Pei Hong
Lecture notes in computer science (2024), pp. 308-317
Closed Access
A Novel Momentum-Based Measure for Online Portfolio Algorithm
Xiaoting Lv, Cui-Yin Huang, Hong‐Liang Dai
Journal of Computer and Communications (2024) Vol. 12, Iss. 09, pp. 1-21
Open Access
A novel probabilistic risk measure model for multi-period uncertain portfolio selection
Hong-Liang Dai, Cui-Yin Huang, Fei-Tong Lai, et al.
Soft Computing (2024)
Closed Access
Evolutionary multi-objective optimisation for large-scale portfolio selection with both random and uncertain returns
Weilong Liu, Yong Zhang, Kailong Liu, et al.
SSRN Electronic Journal (2023)
Open Access | Times Cited: 1
A new fuzzy model for multi-criteria project portfolio selection based on modified Kerre’s inequality
Ali Akbar Sohrabi, Reza Ghanbari, Khatere Ghorbani-Moghadam, et al.
OPSEARCH (2023) Vol. 61, Iss. 1, pp. 33-50
Closed Access | Times Cited: 1
RTS: Expert advisor for reaction trend system
José Augusto Fiorucci, Geraldo Nunes Silva, Flávio Barboza
Software Impacts (2022) Vol. 13, pp. 100331-100331
Open Access | Times Cited: 1
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