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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:

A combination method for interval forecasting of agricultural commodity futures prices
Tao Xiong, Chongguang Li, Yukun Bao, et al.
Knowledge-Based Systems (2015) Vol. 77, pp. 92-102
Closed Access | Times Cited: 100

Showing 1-25 of 100 citing articles:

Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, et al.
International Journal of Forecasting (2022) Vol. 38, Iss. 3, pp. 705-871
Open Access | Times Cited: 552
Deep learning-based feature engineering for stock price movement prediction
Wen Long, Zhichen Lu, Ling-Xiao Cui
Knowledge-Based Systems (2018) Vol. 164, pp. 163-173
Closed Access | Times Cited: 409
Hybrid structures in time series modeling and forecasting: A review
Zahra Hajirahimi, Mehdi Khashei
Engineering Applications of Artificial Intelligence (2019) Vol. 86, pp. 83-106
Closed Access | Times Cited: 185
Nonlinear Process Fault Diagnosis Based on Serial Principal Component Analysis
Xiaogang Deng, Xuemin Tian, Sheng Chen, et al.
IEEE Transactions on Neural Networks and Learning Systems (2016) Vol. 29, Iss. 3, pp. 560-572
Open Access | Times Cited: 177
Grid search with a weighted error function: Hyper-parameter optimization for financial time series forecasting
Yuan Zhao, Weiguo Zhang, Xiufeng Liu
Applied Soft Computing (2024) Vol. 154, pp. 111362-111362
Open Access | Times Cited: 30
Intraday stock price forecasting based on variational mode decomposition
Salim Lahmiri
Journal of Computational Science (2015) Vol. 12, pp. 23-27
Closed Access | Times Cited: 94
Interval decomposition ensemble approach for crude oil price forecasting
Shaolong Sun, Yuying Sun, Shouyang Wang, et al.
Energy Economics (2018) Vol. 76, pp. 274-287
Closed Access | Times Cited: 93
Prediction of soybean price in China using QR-RBF neural network model
Dongqing Zhang, Guangming Zang, Jing Li, et al.
Computers and Electronics in Agriculture (2018) Vol. 154, pp. 10-17
Closed Access | Times Cited: 84
Forecasting Agricultural Commodity Prices Using Model Selection Framework With Time Series Features and Forecast Horizons
Dabin Zhang, Shanying Chen, Liwen Ling, et al.
IEEE Access (2020) Vol. 8, pp. 28197-28209
Open Access | Times Cited: 79
Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices
Yongmei Fang, Bo Guan, Shangjuan Wu, et al.
Journal of Forecasting (2020) Vol. 39, Iss. 6, pp. 877-886
Open Access | Times Cited: 74
Adaptive fuzzy modeling of interval-valued stream data and application in cryptocurrencies prediction
Leandro Maciel, Rosângela Ballini, Fernando Gomide
Neural Computing and Applications (2021) Vol. 35, Iss. 10, pp. 7149-7159
Closed Access | Times Cited: 72
Optimized neural network combined model based on the induced ordered weighted averaging operator for vegetable price forecasting
Bo Li, Junqi Ding, Zhengqing Yin, et al.
Expert Systems with Applications (2020) Vol. 168, pp. 114232-114232
Closed Access | Times Cited: 51
A novel interval decomposition ensemble model for interval carbon price forecasting
Feng Gao, Xueyan Shao
Energy (2021) Vol. 243, pp. 123006-123006
Closed Access | Times Cited: 48
Long term and short term forecasting of horticultural produce based on the LSTM network model
Tumpa Banerjee, Shreyashee Sinha, Prasenjit Choudhury
Applied Intelligence (2022) Vol. 52, Iss. 8, pp. 9117-9147
Closed Access | Times Cited: 34
Forecasts for international financial series with VMD algorithms
Wei Guo, Qingfu Liu, Zhidan Luo, et al.
Journal of Asian Economics (2022) Vol. 80, pp. 101458-101458
Closed Access | Times Cited: 29
A new method of large-scale short-term forecasting of agricultural commodity prices: illustrated by the case of agricultural markets in Beijing
Haoyang Wu, Huaili Wu, Minfeng Zhu, et al.
Journal Of Big Data (2017) Vol. 4, Iss. 1
Open Access | Times Cited: 60
Agricultural commodity futures prices prediction via long- and short-term time series network
Hongbing Ouyang, Xiaolu Wei, Qiufeng Wu
Journal of Applied Economics (2019) Vol. 22, Iss. 1, pp. 468-483
Open Access | Times Cited: 52
Research and Application of a Novel Hybrid Model Based on Data Selection and Artificial Intelligence Algorithm for Short Term Load Forecasting
Wendong Yang, Jianzhou Wang, Rui Wang
Entropy (2017) Vol. 19, Iss. 2, pp. 52-52
Open Access | Times Cited: 49
Machine Learning for Price Prediction for Agricultural Products
Sussy Bayona-Oré, Rino Cerna, Eduardo Tirado Hinojoza
WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS (2021) Vol. 18, pp. 969-977
Open Access | Times Cited: 38
Multi-lag and multi-type temporal causality inference and analysis for industrial process fault diagnosis
Jiawei Chen, Chunhui Zhao
Control Engineering Practice (2022) Vol. 124, pp. 105174-105174
Closed Access | Times Cited: 27
Forecasting agricultural price volatility of some export crops in Egypt using ARIMA/GARCH model
Hanan Mahmoud Sayed Agbo
Review of Economics and Political Science (2023) Vol. 8, Iss. 2, pp. 123-133
Open Access | Times Cited: 14
Multistep prediction for egg prices: An efficient sequence-to-sequence network
Minlan Jiang, Liyun Mo, Lingguo Zeng, et al.
Egyptian Informatics Journal (2025) Vol. 29, pp. 100628-100628
Open Access
Triangular fuzzy series forecasting based on grey model and neural network
Xiangyan Zeng, Lan Shu, Guimin Huang, et al.
Applied Mathematical Modelling (2015) Vol. 40, Iss. 3, pp. 1717-1727
Open Access | Times Cited: 49
A programming tool for nonparametric system prediction using Partial Informational Correlation and Partial Weights
Ashish Sharma, Raj Mehrotra, Jingwan Li, et al.
Environmental Modelling & Software (2016) Vol. 83, pp. 271-275
Closed Access | Times Cited: 46
Forecasting financial time series using a methodology based on autoregressive integrated moving average and Taylor expansion
Guisheng Zhang, Xindong Zhang, Hongyinping Feng
Expert Systems (2016) Vol. 33, Iss. 5, pp. 501-516
Closed Access | Times Cited: 44
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