Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Predicting stock market index using LSTM
Hum Nath Bhandari, Binod Rimal, Nawa Raj Pokhrel, et al.
Machine Learning with Applications (2022) Vol. 9, pp. 100320-100320
Open Access | Times Cited: 165

Showing 1-25 of 165 citing articles:

Financial applications of machine learning: A literature review
Noella Nazareth, Y.V. Reddy
Expert Systems with Applications (2023) Vol. 219, pp. 119640-119640
Closed Access | Times Cited: 100
Forecasting Stock Market Indices Using the Recurrent Neural Network Based Hybrid Models: CNN-LSTM, GRU-CNN, and Ensemble Models
Hyunsun Song, Hyunjun Choi
Applied Sciences (2023) Vol. 13, Iss. 7, pp. 4644-4644
Open Access | Times Cited: 41
PREDICTIVE MODELING FOR DISEASE OUTBREAKS: A REVIEW OF DATA SOURCES AND ACCURACY
Scholastica Ijeh, Chioma Anthonia Okolo, Jeremiah Olawumi Arowoogun, et al.
International Medical Science Research Journal (2024) Vol. 4, Iss. 4, pp. 406-419
Open Access | Times Cited: 22
Deep Learning for Financial Markets: A Case-Based Analysis of BRICS Nations in the Era of Intelligent Forecasting
Shake Ibna Abir, Mohammad Hasan Sarwer, Mahmud Hasan, et al.
Journal of Economics Finance and Accounting Studies (2025) Vol. 7, Iss. 1, pp. 01-15
Open Access | Times Cited: 1
StockAICloud: AI-based sustainable and scalable stock price prediction framework using serverless cloud computing
Han Wang, Vidhyaa Shree Rajakumar, Muhammed Golec, et al.
The Journal of Supercomputing (2025) Vol. 81, Iss. 4
Closed Access | Times Cited: 1
Real-time forecasting of time series in financial markets using sequentially trained dual-LSTMs
Kelum Gajamannage, Yonggi Park, Dilhani Ishanka Jayathilake
Expert Systems with Applications (2023) Vol. 223, pp. 119879-119879
Closed Access | Times Cited: 38
Intelligent forecasting model of stock price using neighborhood rough set and multivariate empirical mode decomposition
Juncheng Bai, Jianfeng Guo, Bingzhen Sun, et al.
Engineering Applications of Artificial Intelligence (2023) Vol. 122, pp. 106106-106106
Closed Access | Times Cited: 24
Stock Market Analysis and Prediction Using LSTM: A Case Study on Technology Stocks
Zhenglin Li, Hanyi Yu, Jinxin Xu, et al.
Deleted Journal (2023), pp. 1-6
Open Access | Times Cited: 23
A Comparison of Artificial Neural Network and Time Series Models for Timber Price Forecasting
Anna Kożuch, Dominika Cywicka, Krzysztof Adamowicz
Forests (2023) Vol. 14, Iss. 2, pp. 177-177
Open Access | Times Cited: 22
Time-series classification in smart manufacturing systems: An experimental evaluation of state-of-the-art machine learning algorithms
Mojtaba A. Farahani, Matt McCormick, Ramy Harik, et al.
Robotics and Computer-Integrated Manufacturing (2024) Vol. 91, pp. 102839-102839
Open Access | Times Cited: 13
A novel hierarchical feature selection with local shuffling and models reweighting for stock price forecasting
Zhiyong An, Yafei Wu, Fangjing Hao, et al.
Expert Systems with Applications (2024) Vol. 249, pp. 123482-123482
Closed Access | Times Cited: 8
News-driven stock market index prediction based on trellis network and sentiment attention mechanism
Wenjie Liu, Y. F. Ge, Yuchen Gu
Expert Systems with Applications (2024) Vol. 250, pp. 123966-123966
Closed Access | Times Cited: 8
Stock market prediction with time series data and news headlines: a stacking ensemble approach
Roberto Corizzo, Jacob Rosén
Journal of Intelligent Information Systems (2023) Vol. 62, Iss. 1, pp. 27-56
Closed Access | Times Cited: 21
Forecasting carbon price in China unified carbon market using a novel hybrid method with three-stage algorithm and long short-term memory neural networks
Lili Ding, Rui Zhang, Xin Zhao
Energy (2023) Vol. 288, pp. 129761-129761
Closed Access | Times Cited: 20
A comparative study on effect of news sentiment on stock price prediction with deep learning architecture
Keshab R. Dahal, Nawa Raj Pokhrel, Santosh Gaire, et al.
PLoS ONE (2023) Vol. 18, Iss. 4, pp. e0284695-e0284695
Open Access | Times Cited: 17
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market
Zhen-Bin Gao, Jie Zhang
The North American Journal of Economics and Finance (2023) Vol. 66, pp. 101915-101915
Closed Access | Times Cited: 16
Harnessing a Hybrid CNN-LSTM Model for Portfolio Performance: A Case Study on Stock Selection and Optimization
Priya Singh, Manoj Jha, Mohamed Sharaf, et al.
IEEE Access (2023) Vol. 11, pp. 104000-104015
Closed Access | Times Cited: 16
Predicting the Brazilian Stock Market with Sentiment Analysis, Technical Indicators and Stock Prices: A Deep Learning Approach
Arthur Emanuel de Oliveira Carosia, Ana Estela Antunes da Silva, Guilherme Palermo Coelho
Computational Economics (2024)
Closed Access | Times Cited: 5
The role of hybrid models in financial decision-making: Forecasting stock prices with advanced algorithms
Xiaoyi Zhu
Egyptian Informatics Journal (2025) Vol. 29, pp. 100610-100610
Closed Access
Using Autoencoders and Automatic Differentiation to Reconstruct Missing Variables in a Set of Time Series
Jan-Philipp Roche, Oliver Niggemann, Jens Friebe
SN Computer Science (2025) Vol. 6, Iss. 4
Open Access
Predicting prices of the US and G7 stock indices in uncertain times: Evidence from the application of a hybrid neural network
Ahmed Bouteska, Taimur Sharif, Petr Hájek, et al.
Journal of Behavioral and Experimental Economics (2025), pp. 102366-102366
Closed Access
Prediksi Harga Saham Syariah Menggunakan Algoritma Long Short-Term Memory (LSTM)
Gunawan Budiprasetyo, Mamluatul Hani’ah, Darin Zahira Aflah
Jurnal Nasional Teknologi dan Sistem Informasi (2023) Vol. 8, Iss. 3, pp. 164-172
Open Access | Times Cited: 14
Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks
Dalel Kanzari, Mohamed Sahbi Nakhli, Brahim Gaies, et al.
Research in International Business and Finance (2023) Vol. 65, pp. 101912-101912
Closed Access | Times Cited: 13
Clustering-based return prediction model for stock pre-selection in portfolio optimization using PSO-CNN+MVF
Mahdi Ashrafzadeh, Hasan Taheri, Mahmoud Gharehgozlou, et al.
Journal of King Saud University - Computer and Information Sciences (2023) Vol. 35, Iss. 9, pp. 101737-101737
Open Access | Times Cited: 13
Deep-SDM: A Unified Computational Framework for Sequential Data Modeling Using Deep Learning Models
Nawa Raj Pokhrel, Keshab R. Dahal, Ramchandra Rimal, et al.
Software (2024) Vol. 3, Iss. 1, pp. 47-61
Open Access | Times Cited: 4
Page 1 - Next Page

Scroll to top