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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:

Residual long short-term memory network with multi-source and multi-frequency information fusion: An application to China's stock market
Songsong Li, Zhihong Tian, Yao Li
Information Sciences (2022) Vol. 622, pp. 133-147
Closed Access | Times Cited: 15

Showing 15 citing articles:

Stock ranking prediction using a graph aggregation network based on stock price and stock relationship information
Guowei Song, Tianlong Zhao, Suwei Wang, et al.
Information Sciences (2023) Vol. 643, pp. 119236-119236
Closed Access | Times Cited: 21
Information fusion for multi-scale data: Survey and challenges
Qinghua Zhang, Ying Yang, Yunlong Cheng, et al.
Information Fusion (2023) Vol. 100, pp. 101954-101954
Closed Access | Times Cited: 20
A multi-feature stock price prediction model based on multi-feature calculation, LASSO feature selection, and Ca-LSTM network
Xiao Dong Chen, Lei Cao, Zhi Cao, et al.
Connection Science (2024) Vol. 36, Iss. 1
Open Access | Times Cited: 5
Enhancing stock ranking forecasting by modeling returns with heteroscedastic Gaussian Distribution
Jiahao Yang, Ran Fang, Ming Zhang, et al.
Physica A Statistical Mechanics and its Applications (2025), pp. 130442-130442
Closed Access
Stock price series forecasting using multi-scale modeling with boruta feature selection and adaptive denoising
Jing Li, Yukun Liu, Hongfang Gong, et al.
Applied Soft Computing (2024) Vol. 154, pp. 111365-111365
Closed Access | Times Cited: 4
Information fusion and attribute reduction for multi-source incomplete mixed data via conditional information entropy and D-S evidence theory
Zhaowen Li, Qinli Zhang, Suping Liu, et al.
Applied Soft Computing (2023) Vol. 151, pp. 111149-111149
Closed Access | Times Cited: 8
Carbon trading and COVID-19: a hybrid machine learning approach for international carbon price forecasting
Xingmin Zhang, Zhiyong Li, Yiming Zhao, et al.
Annals of Operations Research (2023)
Open Access | Times Cited: 6
An efficient loss function and deep learning approach for ranking stock returns in the absence of prior knowledge
Jiahao Yang, Shuo Feng, Wenkai Zhang, et al.
Information Processing & Management (2023) Vol. 61, Iss. 1, pp. 103579-103579
Closed Access | Times Cited: 3
International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models
Wang Jia, Xinyi Wang, Xu Wang
The North American Journal of Economics and Finance (2023) Vol. 70, pp. 102065-102065
Closed Access | Times Cited: 2
Deep factor asset pricing with policy guidance based on multi-source heterogeneous information
Zezhou Wang, Qifa Xu, Cuixia Jiang
Applied Soft Computing (2024) Vol. 159, pp. 111629-111629
Closed Access
Separating the Predictable Part of Returns with Cnn-Gru-Attention from Inputs to Predict Stock Returns
Jiahao Yang, Ran Fang, Ming Zhang, et al.
(2024)
Closed Access
Separating the predictable part of returns with CNN-GRU-attention from inputs to predict stock returns
Jiahao Yang, Ming Zhang, Ran Fang, et al.
Applied Soft Computing (2024) Vol. 165, pp. 112116-112116
Closed Access
Study of Five-Hundred-Meter Aperture Spherical Telescope Feed Cabin Time-Series Prediction Studies Based on Long Short-Term Memory–Self-Attention
S.S. Peng, Minghui Li, Benning Song, et al.
Sensors (2024) Vol. 24, Iss. 21, pp. 6857-6857
Open Access
FedDAF: Federated deep attention fusion for dangerous driving behavior detection
Jia Liu, Nijing Yang, Yan-Li Lee, et al.
Information Fusion (2024) Vol. 112, pp. 102584-102584
Closed Access
A novel Gaussian process regression-based stock index interval forecasting model integrating optimal variables screening with bidirectional long short-term memory
Jujie Wang, Qian Cheng, Xin Sun
Soft Computing (2023) Vol. 28, Iss. 6, pp. 5541-5556
Closed Access
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