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:

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

Showing 1-25 of 55 citing articles:

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
Long-range memory, distributional variation and randomness of bitcoin volatility
Salim Lahmiri, Stelios Bekiros, Antonio Salvi
Chaos Solitons & Fractals (2017) Vol. 107, pp. 43-48
Closed Access | Times Cited: 141
A hybrid deep learning approach by integrating LSTM-ANN networks with GARCH model for copper price volatility prediction
Yan Hu, Jian Ni, Wen Liu
Physica A Statistical Mechanics and its Applications (2020) Vol. 557, pp. 124907-124907
Closed Access | Times Cited: 108
Deep learning-based exchange rate prediction during the COVID-19 pandemic
Mohammad Zoynul Abedin, Mahmudul Hasan, M. Kabir Hassan, et al.
Annals of Operations Research (2021)
Open Access | Times Cited: 86
A Hybrid Prediction Model Integrating GARCH Models With a Distribution Manipulation Strategy Based on LSTM Networks for Stock Market Volatility
Eunho Koo, Geonwoo Kim
IEEE Access (2022) Vol. 10, pp. 34743-34754
Open Access | Times Cited: 38
Hybrid deep learning and GARCH-family models for forecasting volatility of cryptocurrencies
Bahareh Amirshahi, Salim Lahmiri
Machine Learning with Applications (2023) Vol. 12, pp. 100465-100465
Open Access | Times Cited: 29
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
A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques
Werner Kristjanpoller, Kevin Michell
Applied Soft Computing (2018) Vol. 67, pp. 106-116
Closed Access | Times Cited: 57
A hybridized ELM-Jaya forecasting model for currency exchange prediction
Smruti Rekha Das, Debahuti Mishra, Minakhi Rout
Journal of King Saud University - Computer and Information Sciences (2017) Vol. 32, Iss. 3, pp. 345-366
Open Access | Times Cited: 54
Evolutionary support vector machine for RMB exchange rate forecasting
Sibao Fu, Yongwu Li, Shaolong Sun, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 521, pp. 692-704
Closed Access | Times Cited: 47
The OWA operator in multiple linear regression
Martha Flores‐Sosa, Ezequiel Avilés‐Ochoa, José M. Merigó, et al.
Applied Soft Computing (2022) Vol. 124, pp. 108985-108985
Closed Access | Times Cited: 23
The Analysis of Global RMB Exchange Rate Forecasting and Risk Early Warning Using ARIMA and CNN Model
Feng Liang, Feng Liang, Hongxia Zhang, et al.
Journal of Organizational and End User Computing (2022) Vol. 34, Iss. 8, pp. 1-25
Open Access | Times Cited: 19
A Technical Analysis Information Fusion Approach for Stock Price Analysis and Modeling
Salim Lahmiri
Fluctuation and Noise Letters (2018) Vol. 17, Iss. 01, pp. 1850007-1850007
Open Access | Times Cited: 32
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
Disturbances and complexity in volatility time series
Salim Lahmiri, Stelios Bekiros
Chaos Solitons & Fractals (2017) Vol. 105, pp. 38-42
Closed Access | Times Cited: 30
Volatility GARCH models with the ordered weighted average (OWA) operators
Martha Flores‐Sosa, Ezequiel Avilés‐Ochoa, José M. Merigó, et al.
Information Sciences (2021) Vol. 565, pp. 46-61
Closed Access | Times Cited: 22
Hybrid Forecasting Models Based on the Neural Networks for the Volatility of Bitcoin
Monghwan Seo, Geonwoo Kim
Applied Sciences (2020) Vol. 10, Iss. 14, pp. 4768-4768
Open Access | Times Cited: 22
Forecasting Volatility of Stock Index: Deep Learning Model with Likelihood‐Based Loss Function
Fang Jia, Boli Yang
Complexity (2021) Vol. 2021, Iss. 1
Open Access | Times Cited: 19
On the forecasting of multivariate financial time series using hybridization of DCC-GARCH model and multivariate ANNs
Samreen Fatima, Mudassir Uddin
Neural Computing and Applications (2022) Vol. 34, Iss. 24, pp. 21911-21925
Closed Access | Times Cited: 12
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis
Luca Di Persio, Matteo Garbelli, Kai Wallbaum
Risks (2021) Vol. 9, Iss. 2, pp. 33-33
Open Access | Times Cited: 16
An improved ensemble learning method for exchange rate forecasting based on complementary effect of shallow and deep features
Gang Wang, Tao Tao, Jingling Ma, et al.
Expert Systems with Applications (2021) Vol. 184, pp. 115569-115569
Closed Access | Times Cited: 13
Forecasting the Volatility of Stock Market Index Using the Hybrid Models with Google Domestic Trends
Monghwan Seo, Sung Chul Lee, Geonwoo Kim
Fluctuation and Noise Letters (2018) Vol. 18, Iss. 01, pp. 1950006-1950006
Closed Access | Times Cited: 15
Exploring the Spillover Effects of Tail Risk Fluctuations in the RMB Exchange Rate—The Time-Frequency and Quantile Connectivity Perspective
Zhigang Huang, Weilan Zhang
Research in International Business and Finance (2024) Vol. 72, pp. 102534-102534
Closed Access | Times Cited: 1
An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?
Walid Chkili, Manel Hamdi
International Journal of Islamic and Middle Eastern Finance and Management (2021) Vol. 14, Iss. 5, pp. 853-873
Closed Access | Times Cited: 11
Exchange Rate Forecasting Using Ensemble Modeling for Better Policy Implications
Manas Tripathi, Saurabh Kumar, Sarveshwar Kumar Inani
Journal of Time Series Econometrics (2020) Vol. 13, Iss. 1, pp. 43-71
Closed Access | Times Cited: 10
Page 1 - Next Page

Scroll to top