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:

FinHGNN: A conditional heterogeneous graph learning to address relational attributes for stock predictions
Jinghua Tan, Qing Li, Jun Wang, et al.
Information Sciences (2022) Vol. 618, pp. 317-335
Closed Access | Times Cited: 9

Showing 9 citing articles:

Quantitative stock portfolio optimization by multi-task learning risk and return
Yu Ma, Rui Mao, Qika Lin, et al.
Information Fusion (2023) Vol. 104, pp. 102165-102165
Closed Access | Times Cited: 22

ESIE-BERT: Enriching sub-words information explicitly with BERT for intent classification and slot filling
Yu Guo, Zhilong Xie, Xingyan Chen, et al.
Neurocomputing (2024) Vol. 591, pp. 127725-127725
Closed Access | Times Cited: 5

ComNC: A unified framework for trends prediction integrating node and concept effects
S. Y. Xiao, Qing Li, Xuan Gong, et al.
Neurocomputing (2025), pp. 129721-129721
Closed Access

Unraveling asset pricing with AI: A systematic literature review
Yan Chen, Lin Zhang, Zhilong Xie, et al.
Applied Soft Computing (2025), pp. 112978-112978
Closed Access

A Dynamic Attributes-driven Graph Attention Network Modeling on Behavioral Finance for Stock Prediction
Qiuyue Zhang, Yunfeng Zhang, Xunxiang Yao, et al.
ACM Transactions on Knowledge Discovery from Data (2023) Vol. 18, Iss. 1, pp. 1-29
Closed Access | Times Cited: 6

Towards human-like perception: Learning structural causal model in heterogeneous graph
Tianqianjin Lin, Kaisong Song, Zhuoren Jiang, et al.
Information Processing & Management (2023) Vol. 61, Iss. 2, pp. 103600-103600
Open Access | Times Cited: 6

A multiscale time-series decomposition learning for crude oil price forecasting
Jinghua Tan, Z Li, Chuanhui Zhang, et al.
Energy Economics (2024) Vol. 136, pp. 107733-107733
Closed Access | Times Cited: 1

Cross-modal scenario generation for stock price forecasting using Wasserstein GAN and GCN
Zixu Wang, Bo Wang, You Li, et al.
Applied Soft Computing (2024), pp. 112342-112342
Closed Access | Times Cited: 1

FedLive: A Federated Transmission Framework for Panoramic Livecast With Reinforced Variational Inference
Xingyan Chen, Mu Wang, Changqiao Xu, et al.
IEEE Transactions on Multimedia (2023) Vol. 25, pp. 8471-8486
Closed Access | Times Cited: 2

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