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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:

Cardinality-constrained portfolio selection via two-timescale duplex neurodynamic optimization
Man-Fai Leung, Jun Wang, Hangjun Che
Neural Networks (2022) Vol. 153, pp. 399-410
Open Access | Times Cited: 32

Showing 1-25 of 32 citing articles:

A BERT Framework to Sentiment Analysis of Tweets
Abayomi Bello, Sin-Chun Ng, Man-Fai Leung
Sensors (2023) Vol. 23, Iss. 1, pp. 506-506
Open Access | Times Cited: 102
EEG-based emotion recognition using hybrid CNN and LSTM classification
Bhuvaneshwari Chakravarthi, Sin-Chun Ng, M. R. Ezilarasan, et al.
Frontiers in Computational Neuroscience (2022) Vol. 16
Open Access | Times Cited: 77
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
A multi-objective sustainable financial portfolio selection approach under an intuitionistic fuzzy framework
Sanjay Yadav, Arun Kumar, Mukesh Kumar Mehlawat, et al.
Information Sciences (2023) Vol. 646, pp. 119379-119379
Closed Access | Times Cited: 24
The sparse portfolio optimization with stochastic dominance and background risk and the SLQPSO algorithm
Feifei Shen, Liu Yang
Journal of Industrial and Management Optimization (2025)
Open Access
Sparse signal reconstruction via collaborative neurodynamic optimization
Hangjun Che, Jun Wang, Andrzej Cichocki
Neural Networks (2022) Vol. 154, pp. 255-269
Closed Access | Times Cited: 25
Exploring chaotic dynamics with absolute-embedded sinusoidal nonlinearity in a sinusoidal-enhanced Van der Pol oscillator
Suresh Rasappan, P.K. Rajan, Wardah Abdullah Al Majrafi, et al.
Mathematical Modeling and Computing (2025) Vol. 12, Iss. 1, pp. 108-115
Closed Access
An Intelligent System for Trading Signal of Cryptocurrency Based on Market Tweets Sentiments
Man-Fai Leung, Lewis Chan, Wai-Chak Hung, et al.
FinTech (2023) Vol. 2, Iss. 1, pp. 153-169
Open Access | Times Cited: 7
Time-varying neurodynamic optimization approaches with fixed-time convergence for sparse signal reconstruction
Xingxing Ju, Xinsong Yang, Linbo Qing, et al.
Neurocomputing (2024) Vol. 597, pp. 128031-128031
Closed Access | Times Cited: 2
A neurodynamic approach for solving portfolio optimisation problem in high-frequency trading based on charnes-chooper transformation
Wenli Zhu, Jia Chen, Jin Hu
International Journal of Systems Science (2024), pp. 1-16
Closed Access | Times Cited: 2
Neurodynamics-driven portfolio optimization with targeted performance criteria
Jun Wang, Gan Xin
Neural Networks (2022) Vol. 157, pp. 404-421
Open Access | Times Cited: 10
A distributed neurodynamic algorithm for sparse signal reconstruction via â„“1-minimization
Xin Han, Xing He, Xingxing Ju
Neurocomputing (2023) Vol. 550, pp. 126480-126480
Closed Access | Times Cited: 5
Novel adaptive zeroing neural dynamics schemes for temporally-varying linear equation handling applied to arm path following and target motion positioning
Wenqi Wu, Yunong Zhang
Neural Networks (2023) Vol. 165, pp. 435-450
Closed Access | Times Cited: 5
Quantitative Stock Selection Model Using Graph Learning and a Spatial–Temporal Encoder
Tianyi Cao, Xinrui Wan, Huanhuan Wang, et al.
Journal of theoretical and applied electronic commerce research (2024) Vol. 19, Iss. 3, pp. 1756-1775
Open Access | Times Cited: 1
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: 1
Projected gradient descent method for cardinality-constrained portfolio optimization
Xiao Peng Li, Zhang-Lei Shi, Chi-Sing Leung, et al.
Journal of the Franklin Institute (2024), pp. 107267-107267
Closed Access | Times Cited: 1
An event-triggered iteratively reweighted convex optimization approach to multi-period portfolio selection
Filipp Skomorokhov, Jun Wang, George Ovchinnikov, et al.
Expert Systems with Applications (2022) Vol. 216, pp. 119427-119427
Closed Access | Times Cited: 6
Supply portfolio selection for lead-time sensitive manufacturers under operational and disruption risks
S.M. Taghavi, Vahidreza Ghezavati, Hadi Mohammadi Bidhandi, et al.
Kybernetes (2023) Vol. 53, Iss. 11, pp. 4253-4282
Closed Access | Times Cited: 2
RETRACTED: A research on an improved fuzzy approximate entropy algorithm for EMG-based shoulder and neck muscle fatigue detection
Yuntong Hou, S. Shang, Shengxi Cao, et al.
Journal of Intelligent & Fuzzy Systems (2024) Vol. 46, Iss. 4, pp. 8049-8063
Closed Access
A Distributed Event-Triggered Approach for Decentralized Multi-Period Portfolio Optimization via the Alternating Direction Method of Multipliers
Hongjie Wang, Wu Ai
American Journal of Industrial and Business Management (2024) Vol. 14, Iss. 04, pp. 590-602
Open Access
Binary matrix factorization via collaborative neurodynamic optimization
Hongzong Li, Jun Wang, Nian Zhang, et al.
Neural Networks (2024) Vol. 176, pp. 106348-106348
Closed Access
Industrial technology network security measurement in international trade under discrete hopfield neural network
Furong Huang
Journal of Computational Methods in Sciences and Engineering (2024) Vol. 24, Iss. 2, pp. 657-674
Closed Access
A Novel Improved Genetic Algorithm for Multi-Period Fractional Programming Portfolio Optimization Model in Fuzzy Environment
Chenyang Hu, Yuelin Gao, Eryang Guo
Mathematics (2024) Vol. 12, Iss. 11, pp. 1694-1694
Open Access
Neurodynamic Approaches to Cardinality-Constrained Portfolio Optimization
Man-Fai Leung, Jun Wang
Intelligent systems reference library (2024), pp. 69-96
Closed Access
An adapted Black Widow Optimization Algorithm for Financial Portfolio Optimization Problem with cardinalty and budget constraints
Rahenda Khodier, Ahmed Radi, Basel Ayman, et al.
Scientific Reports (2024) Vol. 14, Iss. 1
Open Access
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