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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:

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

Showing 13 citing articles:

Foreign exchange currency rate prediction using a GRU-LSTM hybrid network
Md. Saiful Islam, Emam Hossain
Soft Computing Letters (2020) Vol. 3, pp. 100009-100009
Open Access | Times Cited: 100
A Review on Recent Advancements in FOREX Currency Prediction
Md. Saiful Islam, Emam Hossain, Abdur Rahman, et al.
Algorithms (2020) Vol. 13, Iss. 8, pp. 186-186
Open Access | Times Cited: 33
Can Deep Learning Improve Technical Analysis of Forex Data to Predict Future Price Movements?
Marco Fisichella, Filippo Garolla
IEEE Access (2021) Vol. 9, pp. 153083-153101
Open Access | Times Cited: 23
Chaos based portfolio selection: A nonlinear dynamics approach
Alessandro Spelta, Nicolò Pecora, Paolo Pagnottoni
Expert Systems with Applications (2021) Vol. 188, pp. 116055-116055
Closed Access | Times Cited: 19
The Chern‐Simons Current in Systems of DNA‐RNA Transcriptions
Salvatore Capozziello, Richard Pinčák, Kabin Kanjamapornkul, et al.
Annalen der Physik (2018) Vol. 530, Iss. 4
Open Access | Times Cited: 18
A Deep Network-Based Trade and Trend Analysis System to Observe Entry and Exit Points in the Forex Market
Asit Kumar Das, Debahuti Mishra, Kaberi Das, et al.
Mathematics (2022) Vol. 10, Iss. 19, pp. 3632-3632
Open Access | Times Cited: 8
A Novel Algorithmic Forex Trade and Trend Analysis Framework Based on Deep Predictive Coding Network Optimized with Reptile Search Algorithm
Swaty Dash, Pradip Kumar Sahu, Debahuti Mishra, et al.
Axioms (2022) Vol. 11, Iss. 8, pp. 396-396
Open Access | Times Cited: 5
Cohomology theory for financial time series
Kabin Kanjamapornkul, Richard Pinčák, Erik Bartoš
Physica A Statistical Mechanics and its Applications (2019) Vol. 546, pp. 122212-122212
Closed Access | Times Cited: 6
GARCH(1,1) Model of the Financial Market with the Minkowski Metric
Richard Pinčák, Kabin Kanjamapornkul
Zeitschrift für Naturforschung A (2018) Vol. 73, Iss. 8, pp. 669-684
Open Access | Times Cited: 6
D-brane solutions under market panic
Richard Pinčák
International Journal of Geometric Methods in Modern Physics (2018) Vol. 15, Iss. 06, pp. 1850099-1850099
Open Access | Times Cited: 2
GARCH in spinor field
Richard Pinčák, Kabin Kanjamapornkul
International Journal of Geometric Methods in Modern Physics (2019) Vol. 16, Iss. 07, pp. 1950099-1950099
Closed Access | Times Cited: 1
Application of Spin-Orbit Coupling in Exotic Graphene Structures and Biology
Richard Pinčák, Erik Bartoš
IntechOpen eBooks (2020)
Open Access | Times Cited: 1
A possible interpretation of financial markets affected by dark volatility
Richard Pinčák, Alexander Pigazzini, Saeid Jafari, et al.
Communications in Analysis and Mechanics (2023) Vol. 15, Iss. 2, pp. 91-110
Open Access
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