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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:

GraphSAGE with deep reinforcement learning for financial portfolio optimization
Qiguo Sun, Xueying Wei, Xibei Yang
Expert Systems with Applications (2023) Vol. 238, pp. 122027-122027
Closed Access | Times Cited: 13

Showing 13 citing articles:

Financial Anti-Fraud Based on Dual-Channel Graph Attention Network
Sizheng Wei, Suan Lee
Journal of theoretical and applied electronic commerce research (2024) Vol. 19, Iss. 1, pp. 297-314
Open Access | Times Cited: 14
A bibliometric literature review of stock price forecasting: From statistical model to deep learning approach
Pham Hoang Vuong, Lam Hung Phu, Tran Hong Van Nguyen, et al.
Science Progress (2024) Vol. 107, Iss. 1
Open Access | Times Cited: 12
Perturbation-augmented Graph Convolutional Networks: A Graph Contrastive Learning architecture for effective node classification tasks
Qihang Guo, Xibei Yang, Fengjun Zhang, et al.
Engineering Applications of Artificial Intelligence (2023) Vol. 129, pp. 107616-107616
Closed Access | Times Cited: 14
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
Geospatial mapping of large-scale electric power grids: A graph convolutional network-based approach with attention mechanism
Razzaqul Ahshan, Md. Shadman Abid, Mohammed Al‐Abri
Energy and AI (2025), pp. 100486-100486
Open Access
Dynamic futures portfolio strategy: A multi-criteria nested sequential three-state three-way decision model based on herd behavior
Han Wang, Yanbing Ju, Ying Chang, et al.
Information Sciences (2025) Vol. 708, pp. 122043-122043
Closed Access
A Survey on recent advances in reinforcement learning for intelligent investment decision-making optimization
Feng Wang, S. X. Li, Songjie Niu, et al.
Expert Systems with Applications (2025) Vol. 282, pp. 127540-127540
Closed Access
Multi-head multi-order graph attention networks
節雄 山本, Qiguo Sun, Keyu Liu, et al.
Applied Intelligence (2024) Vol. 54, Iss. 17-18, pp. 8092-8107
Closed Access | Times Cited: 3
Sequential attention layer-wise fusion network for multi-view classification
Qing Teng, Xibei Yang, Qiguo Sun, et al.
International Journal of Machine Learning and Cybernetics (2024) Vol. 15, Iss. 12, pp. 5549-5561
Closed Access | Times Cited: 2
Unsupervised Graph Representation Learning with Inductive Shallow Node Embedding
Richárd Kiss, Gábor Szűcs
Complex & Intelligent Systems (2024) Vol. 10, Iss. 5, pp. 7333-7348
Open Access
Robust graph mutual-assistance convolutional networks for semi-supervised node classification tasks
Qihang Guo, Xibei Yang, Wenrui Guan, et al.
Information Sciences (2024), pp. 121708-121708
Closed Access
Forecasting Copper Price with Multi-view Graph Transformer and Fractional Brownian Motion-Based Data Augmentation
Qiguo Sun, Xibei Yang, Meiyu Zhong
Natural Resources Research (2024)
Closed Access
A Long Short-Term Memory Approach Towards Stock Selection and Portfolio Optimization
Varun Ramamohan, Nishank Goyal, Praket Parth, et al.
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 1
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