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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:

GPM: A graph convolutional network based reinforcement learning framework for portfolio management
Si Shi, Jianjun Li, Guohui Li, et al.
Neurocomputing (2022) Vol. 498, pp. 14-27
Closed Access | Times Cited: 22

Showing 22 citing articles:

A brief review of portfolio optimization techniques
Abhishek Gunjan, Siddhartha Bhattacharyya
Artificial Intelligence Review (2022) Vol. 56, Iss. 5, pp. 3847-3886
Closed Access | Times Cited: 72
Multi-period portfolio optimization using a deep reinforcement learning hyper-heuristic approach
Tianxiang Cui, Nanjiang Du, Xiaoying Yang, et al.
Technological Forecasting and Social Change (2023) Vol. 198, pp. 122944-122944
Open Access | Times Cited: 24
Stock trend prediction based on dynamic hypergraph spatio-temporal network
Sihao Liao, Liang Xie, Yuanchuang Du, et al.
Applied Soft Computing (2024) Vol. 154, pp. 111329-111329
Closed Access | Times Cited: 11
Optimizing portfolio selection through stock ranking and matching: A reinforcement learning approach
Chaher Alzaman
Expert Systems with Applications (2025), pp. 126430-126430
Closed Access | Times Cited: 1
A taxonomy of literature reviews and experimental study of deepreinforcement learning in portfolio management
Mohadese Rezaei, Hossein Nezamabadi‐pour
Artificial Intelligence Review (2025) Vol. 58, Iss. 3
Open Access | Times Cited: 1
Deep learning in stock portfolio selection and predictions
Chaher Alzaman
Expert Systems with Applications (2023) Vol. 237, pp. 121404-121404
Closed Access | Times Cited: 12
Portfolio dynamic trading strategies using deep reinforcement learning
Min-Yuh Day, Ching-Ying Yang, Yensen Ni
Soft Computing (2023) Vol. 28, Iss. 15-16, pp. 8715-8730
Closed Access | Times Cited: 10
Explainable post hoc portfolio management financial policy of a Deep Reinforcement Learning agent
Alejandra de-la-Rica-Escudero, Eduardo C. Garrido-Merchán, María Coronado Vaca
PLoS ONE (2025) Vol. 20, Iss. 1, pp. e0315528-e0315528
Open Access
RLPortfolio: Reinforcement Learning for Financial Portfolio Optimization
Caio de Souza Barbosa Costa, Anna Helena Reali Costa
Lecture notes in computer science (2025), pp. 412-426
Closed Access
A fast Federated reinforcement learning approach with phased weight-adjustment technique
Yiran Pang, Zhen Ni, X. Zhong
Neurocomputing (2025) Vol. 626, pp. 129550-129550
Closed Access
A Survey on recent advances in reinforcement learning for intelligent investment decision-making optimization
Feng Wang, S. X. Li, Songjie Niu, et al.
Expert Systems with Applications (2025) Vol. 282, pp. 127540-127540
Closed Access
Efficient Continuous Space Policy Optimization for High-frequency Trading
Li Han, Nan Ding, Guoxuan Wang, et al.
Proceedings of the 28th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (2023), pp. 4112-4122
Closed Access | Times Cited: 9
Dynamic graph reinforcement learning algorithm for portfolio management: A novel time–frequency correlated model
Cong Ma, Shijing Nan
Finance research letters (2024) Vol. 63, pp. 105373-105373
Closed Access | Times Cited: 3
Curriculum Learning Empowered Reinforcement Learning for Graph-based Portfolio Management: Performance Optimization and Comprehensive Analysis
Abdullah Ali Salamai
Neural Networks (2024) Vol. 179, pp. 106537-106537
Closed Access | Times Cited: 2
Combining transformer based deep reinforcement learning with Black-Litterman model for portfolio optimization
Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang, et al.
Neural Computing and Applications (2024) Vol. 36, Iss. 32, pp. 20111-20146
Closed Access | Times Cited: 2
Revolutionising Financial Portfolio Management: The Non-Stationary Transformer’s Fusion of Macroeconomic Indicators and Sentiment Analysis in a Deep Reinforcement Learning Framework
Yuchen Liu, Daniil Mikriukov, Owen Christopher Tjahyadi, et al.
Applied Sciences (2023) Vol. 14, Iss. 1, pp. 274-274
Open Access | Times Cited: 4
Soft imitation reinforcement learning with value decomposition for portfolio management
Li Dong, Haichao Zheng
Applied Soft Computing (2023) Vol. 151, pp. 111108-111108
Closed Access | Times Cited: 3
Graph neural networks for deep portfolio optimization
Ömer Ekmekcioğlu, Mustafa Ç. Pınar
Neural Computing and Applications (2023) Vol. 35, Iss. 28, pp. 20663-20674
Closed Access | Times Cited: 1
Revolutionizing Financial Portfolio Management: The NSTD Model’s Fusion of Macroeconomic Indicators and Sentiment Analysis in a Deep Reinforcement Learning Framework
Yuchen Liu, Daniil Mikriukov, Owen Christopher Tjahyadi, et al.
(2023)
Open Access | Times Cited: 1
Asymmetric Graph-Based Deep Reinforcement Learning for Portfolio Optimization
Haoyu Sun, Xin Liu, Yuxuan Bian, et al.
Lecture notes in computer science (2024), pp. 174-189
Closed Access
Dynamic Graph-based Deep Reinforcement Learning with Long and Short-term Relation Modeling for Portfolio Optimization
Haoyu Sun, Yuxuan Bian, Li Han, et al.
(2024), pp. 4898-4905
Closed Access
Action Exploration in Portfolio Optimization with Reinforcement Learning
Caio de Souza Barbosa Costa, Anna Helena Reali Costa
(2024), pp. 316-327
Closed Access
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