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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:

Interest rate next-day variation prediction based on hybrid feedforward neural network, particle swarm optimization, and multiresolution techniques
Salim Lahmiri
Physica A Statistical Mechanics and its Applications (2015) Vol. 444, pp. 388-396
Closed Access | Times Cited: 31

Showing 1-25 of 31 citing articles:

Cryptocurrency forecasting with deep learning chaotic neural networks
Salim Lahmiri, Stelios Bekiros
Chaos Solitons & Fractals (2018) Vol. 118, pp. 35-40
Closed Access | Times Cited: 311
Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis
Dat Thanh Tran, Alexandros Iosifidis, Juho Kanniainen, et al.
IEEE Transactions on Neural Networks and Learning Systems (2018) Vol. 30, Iss. 5, pp. 1407-1418
Open Access | Times Cited: 217
Predicting the direction of stock markets using optimized neural networks with Google Trends
Hongping Hu, Li Tang, Shuhua Zhang, et al.
Neurocomputing (2018) Vol. 285, pp. 188-195
Closed Access | Times Cited: 170
Nonstationary time series transformation methods: An experimental review
Rebecca Salles, Kele Belloze, Fábio Porto, et al.
Knowledge-Based Systems (2018) Vol. 164, pp. 274-291
Closed Access | Times Cited: 92
Minute-ahead stock price forecasting based on singular spectrum analysis and support vector regression
Salim Lahmiri
Applied Mathematics and Computation (2017) Vol. 320, pp. 444-451
Closed Access | Times Cited: 84
Fractal Dimension Estimation for Developing Pathological Brain Detection System Based on Minkowski-Bouligand Method
Yudong Zhang, Xianqing Chen, Tianming Zhan, et al.
IEEE Access (2016) Vol. 4, pp. 5937-5947
Open Access | Times Cited: 75
Magnetic resonance brain classification by a novel binary particle swarm optimization with mutation and time-varying acceleration coefficients
Shuihua Wang‎, Preetha Phillips, Jianfei Yang, et al.
Biomedical Engineering / Biomedizinische Technik (2016) Vol. 61, Iss. 4, pp. 431-441
Closed Access | Times Cited: 71
Training Multilayer Perceptron with Genetic Algorithms and Particle Swarm Optimization for Modeling Stock Price Index Prediction
Fatih Ecer, Sina Ardabili, Shahab S. Band, et al.
Entropy (2020) Vol. 22, Iss. 11, pp. 1239-1239
Open Access | Times Cited: 62
Modeling and predicting historical volatility in exchange rate markets
Salim Lahmiri
Physica A Statistical Mechanics and its Applications (2016) Vol. 471, pp. 387-395
Closed Access | Times Cited: 55
Detection of Left-Sided and Right-Sided Hearing Loss via Fractional Fourier Transform
Shuihua Wang‎, Ming Yang, Yin Zhang⋆, et al.
Entropy (2016) Vol. 18, Iss. 5, pp. 194-194
Open Access | Times Cited: 51
Estimating stock closing indices using a GA-weighted condensed polynomial neural network
Sarat Chandra Nayak, Bijan Bihari Misra
Financial Innovation (2018) Vol. 4, Iss. 1
Open Access | Times Cited: 44
Predicting Stock Price Trend Using MACD Optimized by Historical Volatility
Jian Wang, Junseok Kim
Mathematical Problems in Engineering (2018) Vol. 2018, pp. 1-12
Open Access | Times Cited: 43
Forecasting stock volatility process using improved least square support vector machine approach
Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong, et al.
Soft Computing (2019) Vol. 23, Iss. 22, pp. 11867-11881
Closed Access | Times Cited: 32
Toward pricing financial derivatives with an IBM quantum computer
Ana Martin, Bruno Candelas, Ángel Rodríguez‐Rozas, et al.
Physical Review Research (2021) Vol. 3, Iss. 1
Open Access | Times Cited: 24
A two-stage model for stock price prediction based on variational mode decomposition and ensemble machine learning method
Jun Zhang, Xuedong Chen
Soft Computing (2023) Vol. 28, Iss. 3, pp. 2385-2408
Closed Access | Times Cited: 6
A two‐step system for direct bank telemarketing outcome classification
Salim Lahmiri
Intelligent Systems in Accounting Finance & Management (2017) Vol. 24, Iss. 1, pp. 49-55
Closed Access | Times Cited: 20
Identification of market trends with string and D2-brane maps
Erik Bartoš, Richard Pinčák
Physica A Statistical Mechanics and its Applications (2017) Vol. 479, pp. 57-70
Open Access | Times Cited: 13
Tea Category Classification Based on Feed-Forward Neural Network and Two-Dimensional Wavelet Entropy
Xingxing Zhou, Guangshuai Zhang, Zhengchao Dong, et al.
Lecture notes in computer science (2016), pp. 48-54
Closed Access | Times Cited: 11
A predictive system integrating intrinsic mode functions, artificial neural networks, and genetic algorithms for forecasting S&P500 intra‐day data
Salim Lahmiri
Intelligent Systems in Accounting Finance & Management (2020) Vol. 27, Iss. 2, pp. 55-65
Closed Access | Times Cited: 10
Modeling Firm Search and Innovation Trajectory Using Swarm Intelligence
Ren‐Raw Chen, Cameron Miller, Puay Khoon Toh
Algorithms (2023) Vol. 16, Iss. 2, pp. 72-72
Open Access | Times Cited: 3
Evolutionary-morphological learning machines for high-frequency financial time series prediction
Ricardo de A. Araújo, Nadia Nedjah, J. M. Seixas, et al.
Swarm and Evolutionary Computation (2018) Vol. 42, pp. 1-15
Closed Access | Times Cited: 7
Particle swarm optimization approach to portfolio construction
Ren‐Raw Chen, Wiliam Kaihua Huang, Shih‐Kuo Yeh
Intelligent Systems in Accounting Finance & Management (2021) Vol. 28, Iss. 3, pp. 182-194
Closed Access | Times Cited: 5
Neural network foreign exchange trading system using CCS-IRS basis: Empirical evidence from Korea
Hyun Wook Lim, Seung Hwan Jeong, Kyong Joo Oh, et al.
Expert Systems with Applications (2022) Vol. 205, pp. 117718-117718
Closed Access | Times Cited: 3
Search on an NK Landscape with Swarm Intelligence: Limitations and Future Research Opportunities
Ren‐Raw Chen, Cameron Miller, Puay Khoon Toh
Algorithms (2023) Vol. 16, Iss. 11, pp. 527-527
Open Access | Times Cited: 1
A Hybridized Forecasting Model for Metal Commodity Prices: An Empirical Model Evaluation

Journal of Scientific & Industrial Research (2020) Vol. 79, Iss. 10
Open Access | Times Cited: 2
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