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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:

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

Showing 21 citing articles:

Data-driven stock forecasting models based on neural networks: A review
Wuzhida Bao, Yuting Cao, Yin Yang, et al.
Information Fusion (2024) Vol. 113, pp. 102616-102616
Open Access | Times Cited: 7
A stock series prediction model based on variational mode decomposition and dual-channel attention network
Yepeng Liu, Siyuan Huang, Xiaoyi Tian, et al.
Expert Systems with Applications (2023) Vol. 238, pp. 121708-121708
Closed Access | Times Cited: 18
Multi-scale convolution enhanced transformer for multivariate long-term time series forecasting
Ao Li, Ying Li, Yunyang Xu, et al.
Neural Networks (2024) Vol. 180, pp. 106745-106745
Closed Access | Times Cited: 5
Knowledge-based multiplex network reconstruction and influential substructure identification of stock time series: An application to the Chinese A-share market
Xiaoqi Zhang, Peilin Du, Yanqiao Zheng, et al.
Finance research letters (2025), pp. 106821-106821
Closed Access
Forecasting carbon price: A novel multi-factor spatial-temporal GNN framework integrating graph WaveNet and self-attention mechanism
Jin Cao, Xie Chi, Yang Zhou, et al.
Energy Economics (2025), pp. 108318-108318
Closed Access
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
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 Forecasting With Integration of Sectoral Behavior: A Deep Auto‐Optimized Multimodal Framework
Renu Saraswat, Ajit Kumar
Journal of Forecasting (2025)
Closed Access
Channel-Aware Low-Rank Adaptation in Time Series Forecasting
Tong Nie, Yuewen Mei, Guoyang Qin, et al.
(2024), pp. 3959-3963
Closed Access | Times Cited: 2
A hierarchical deep model integrating economic facts for stock movement prediction
Jiahao Yang, Ming Zhang, Shuo Feng, et al.
Engineering Applications of Artificial Intelligence (2024) Vol. 133, pp. 108320-108320
Closed Access | Times Cited: 2
Diversified Adaptive Stock Selection Using Continual Graph Learning and Ensemble Approach
Jae‐Seung Kim, Sangho Kim, Kihoon Lee
IEEE Access (2023) Vol. 12, pp. 1039-1050
Open Access | Times Cited: 4
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
A framework for stock selection via concept-oriented attention representation in hypergraph neural network
Yuxiao Yan, Changsheng Zhang, Xiaohang Li, et al.
Knowledge-Based Systems (2023) Vol. 284, pp. 111326-111326
Closed Access | Times Cited: 3
Bridging Bollinger Bands and Machine Learning in SET100 Stock Trading Strategies
Palod Chanrungmaneekul, Juthathip Phuangbut, Rujira Chaysiri
(2024), pp. 51-56
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
Relational fusion-based stock selection with Neural Recursive Ordinary Differential Equation Networks
Qiang Gao, Xinzhu Zhou, Li Huang, et al.
Information Fusion (2024) Vol. 110, pp. 102468-102468
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
A dynamic hypergraph attention network: Capturing market-wide spatiotemporal dependencies for stock selection
Zhipeng Liu, Peibo Duan, Xiaosha Xue, et al.
Applied Soft Computing (2024), pp. 112524-112524
Closed Access
Enhancing Stock Prediction with Sentimental and Relational Information Distilled from Large Models
Zhipeng Liu, Mei-Yu Geng, Ying Li, et al.
(2024), pp. 1210-1214
Closed Access
Sglnet: A Self-Supervised Framework for Stock Price Prediction
Jiayi Xu, Yong Li
(2024)
Closed Access
Distance Correlation Market Graph: The Case of S&P500 Stocks
Samuel Chinwero Ugwu, Pierre Miasnikof, Yuri Lawryshyn
Mathematics (2023) Vol. 11, Iss. 18, pp. 3832-3832
Open Access
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