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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 hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting
Junting Zhang, Haifei Liu, Wei Bai, et al.
The North American Journal of Economics and Finance (2023) Vol. 69, pp. 102022-102022
Closed Access | Times Cited: 24

Showing 24 citing articles:

An enhanced interval-valued decomposition integration model for stock price prediction based on comprehensive feature extraction and optimized deep learning
Jujie Wang, Jing Liu, Weiyi Jiang
Expert Systems with Applications (2023) Vol. 243, pp. 122891-122891
Closed Access | Times Cited: 15
Stock price prediction with SCA-LSTM network and Statistical model ARIMA-GARCH
Homa Mehtarizadeh, N. Mansouri, Behnam Mohammad Hasani Zade, et al.
The Journal of Supercomputing (2025) Vol. 81, Iss. 2
Open Access
Prediction of Index Futures Movement Using TimeGAN and 3D-CNN: Empirical Evidence from Korea and the United States
Woojung Kim, Jeon Jiyoung, Sanghoe Kim, et al.
Applied Soft Computing (2025), pp. 112748-112748
Closed Access
An approach to portfolio optimization with time series forecasting algorithms and machine learning techniques
Jyotirmayee Behera, Pankaj Kumar
Applied Soft Computing (2025), pp. 112741-112741
Closed Access
Using R/S analysis for forecasting stock quotes with ARMA and ARIMA methods
А А Ступина, Anna Zinenko
ITM Web of Conferences (2025) Vol. 72, pp. 04009-04009
Open Access
A two-stage adaptive affinity propagation clustering using the wtDTW distance: Application in portfolio optimization
Junting Zhang, Jieyu Zhang, Haifei Liu, et al.
Expert Systems with Applications (2025), pp. 126884-126884
Closed Access
Natural Gas Futures Price Prediction Based on Variational Mode Decomposition–Gated Recurrent Unit/Autoencoder/Multilayer Perceptron–Random Forest Hybrid Model
Haisheng Yu, Shenhui Song
Sustainability (2025) Vol. 17, Iss. 6, pp. 2492-2492
Open Access
A Novel Framework for Agricultural Futures Price Prediction With BERT‐Based Topic Identification and Sentiment Analysis
Wensheng Wang, Yuxi Liu
Journal of Forecasting (2025)
Closed Access
Time series forecasting of stock market indices based on DLWR-LSTM model
Dingjun Yao, Kai Yan
Finance research letters (2024) Vol. 68, pp. 105821-105821
Closed Access | Times Cited: 4
Dung beetle optimization with deep learning approach for solving inverse problems in predicting financial futures
Hind Alnafisah, Hiyam Abdulrahim, Abaker A. Hassaballa, et al.
Alexandria Engineering Journal (2024) Vol. 109, pp. 71-82
Open Access | Times Cited: 3
Dual-stream Transformer-attention fusion network for short-term carbon price prediction
Han Wu, Pei Du
Energy (2024), pp. 133374-133374
Closed Access | Times Cited: 3
A local multi-granularity fuzzy rough set method for multi-attribute decision making based on MOSSO-LSTM and its application in stock market
Juncheng Bai, Bingzhen Sun, Jin Ye, et al.
Applied Intelligence (2024) Vol. 54, Iss. 7, pp. 5728-5747
Closed Access | Times Cited: 2
An Innovative Deep Learning Futures Price Prediction Method with Fast and Strong Generalization and High-Accuracy Research
Lin Huo, Y. H. Xie, Jianbo Li
Applied Sciences (2024) Vol. 14, Iss. 13, pp. 5602-5602
Open Access | Times Cited: 2
Time Series Forecasting Using LSTM to Predict Stock Market Price in the First Quarter of 2024
Farrah A Maharani, Sharen Ivana, Belva Fithriyah, et al.
(2024), pp. 74-80
Closed Access | Times Cited: 2
Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach
Qu Yang, Yuanyuan Yu, D Dai, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102252-102252
Closed Access | Times Cited: 2
Financial time series forecasting methods
Anna Zinenko, А А Ступина
ITM Web of Conferences (2024) Vol. 59, pp. 02005-02005
Open Access | Times Cited: 1
A Hybrid Forecasting Structure Based on Arima and Artificial Neural Network Models
Adil Atesongun, Mehmet Gülşen
Applied Sciences (2024) Vol. 14, Iss. 16, pp. 7122-7122
Open Access | Times Cited: 1
Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility
Gaoxiu Qiao, Wanmei Cui, Yijie Zhou, et al.
Journal of Futures Markets (2024)
Closed Access | Times Cited: 1
Research on wild illegal trade based on regression analysis and ARIMA prediction model
Yutong Li
Information Systems and Economics (2024) Vol. 5, Iss. 2
Open Access
Cost Forecasting for Building Rebar under Uncertainty Conditions: Methodology and Practice
Xiaomin Dai, Peng Gao, Shengqiang Ma
Buildings (2024) Vol. 14, Iss. 7, pp. 1900-1900
Open Access
Parameter selection for long short-term memory networks with multi-criteria decision-making tools: an application for G7 countries stock market forecasting
Mehmet Özçalıcı, Mete Bumin
Neural Computing and Applications (2024)
Closed Access
An adaptive selection decomposition hybrid model for stock time series forecasting
Shuhan Ge, Aijing Lin
Nonlinear Dynamics (2024)
Closed Access
Meta-LSTR: Meta-Learning with Long Short-Term Transformer for futures volatility prediction
Yunzhu Chen, Neng Ye, Wenyu Zhang, et al.
Expert Systems with Applications (2024), pp. 125926-125926
Closed Access
Research on Wordle Based on Time Series Model and Grey Prediction Model
Jianguo Deng, Jiahang Liang, Yi Wu, et al.
Academic Journal of Computing & Information Science (2023) Vol. 6, Iss. 13
Open Access | Times Cited: 1
A Passenger Flow Prediction Method Using SAE-GCN-BiLSTM for Urban Rail Transit
Fan Liu
International Journal of Swarm Intelligence Research (2023) Vol. 15, Iss. 1, pp. 1-21
Open Access
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