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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:

The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool
Ioannis P. Antoniades, Giuseppe Brandi, L. Magafas, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 565, pp. 125561-125561
Open Access | Times Cited: 22

Showing 22 citing articles:

Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework
Markus Vogl
Chaos Solitons & Fractals (2022) Vol. 166, pp. 112884-112884
Closed Access | Times Cited: 33
Reasons behind seasonal and monthly precipitation variability in the Qinghai-Tibet Plateau and its surrounding areas during 1979∼2017
H. F. Lü, Fang‐Fang Li, Tongliang Gong, et al.
Journal of Hydrology (2023) Vol. 619, pp. 129329-129329
Closed Access | Times Cited: 16
Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index
Quynh Bui, Robert Ślepaczuk
Physica A Statistical Mechanics and its Applications (2021) Vol. 592, pp. 126784-126784
Open Access | Times Cited: 37
GHENet: Attention-based Hurst exponents for the forecasting of stock market indexes
João B. Florindo, R. R. P. Lima, Francisco Alves dos Santos, et al.
Physica A Statistical Mechanics and its Applications (2025), pp. 130540-130540
Closed Access
Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market
Yue Xin, Jinwu Gao, Xiangfeng Yang, et al.
Journal of Computational and Applied Mathematics (2022) Vol. 417, pp. 114604-114604
Closed Access | Times Cited: 21
On extensive dynamics of a Cournot heterogeneous model with optimal response
Marek Lampart, Alžběta Lampartová, Giuseppe Orlando
Chaos An Interdisciplinary Journal of Nonlinear Science (2022) Vol. 32, Iss. 2
Closed Access | Times Cited: 15
Bubble detection in Greek Stock Market: A DS-LPPLS model approach
Konstantinos Papastamatiou, Theodoros E. Karakasidis
Physica A Statistical Mechanics and its Applications (2021) Vol. 587, pp. 126533-126533
Closed Access | Times Cited: 18
Financial warning for coal mining investments: Evidence from the fruit fly optimisation algorithm with backpropagation neural networks
Xiaocong Ren, Zilong Huang, Yiqun He
Energy Economics (2024) Vol. 134, pp. 107594-107594
Closed Access | Times Cited: 2
Multiscaling and rough volatility: An empirical investigation
Giuseppe Brandi, Tiziana Di Matteo
International Review of Financial Analysis (2022) Vol. 84, pp. 102324-102324
Open Access | Times Cited: 11
On the statistics of scaling exponents and the multiscaling value at risk
Giuseppe Brandi, Tiziana Di Matteo
European Journal of Finance (2021) Vol. 28, Iss. 13-15, pp. 1361-1382
Open Access | Times Cited: 15
Bayesian dynamic programming approach for tracking time-varying model properties in SHM
Yanping Yang, Zuo Zhu, Siu‐Kui Au
Mechanical Systems and Signal Processing (2022) Vol. 185, pp. 109735-109735
Closed Access | Times Cited: 10
Hedging global currency risk: A dynamic machine learning approach
Paolo Pagnottoni, Alessandro Spelta
Physica A Statistical Mechanics and its Applications (2024) Vol. 649, pp. 129948-129948
Open Access | Times Cited: 1
Dynamical characteristics of global stock markets based on time dependent Tsallis non-extensive statistics and generalized Hurst exponents
Ioannis P. Antoniades, L. P. Karakatsanis, Evgenios Pavlos
Physica A Statistical Mechanics and its Applications (2021) Vol. 578, pp. 126121-126121
Open Access | Times Cited: 10
TSxtend: A Tool for Batch Analysis of Temporal Sensor Data
Roberto Morcillo-Jiménez, Karel Gutiérrez‐Batista, Juan Gómez‐Romero
Energies (2023) Vol. 16, Iss. 4, pp. 1581-1581
Open Access | Times Cited: 2
Research on risk early warning algorithm for asymmetric samples in multifractal financial market
Rong Bao, Jun Lin
Journal of Intelligent & Fuzzy Systems (2021), pp. 1-11
Closed Access | Times Cited: 5
A risk measure of the stock market that is based on multifractality
Yi Wang, Qi Sun, Zilu Zhang, et al.
Physica A Statistical Mechanics and its Applications (2022) Vol. 596, pp. 127203-127203
Closed Access | Times Cited: 3
Tracking time-varying properties using quasi time-invariant models with Bayesian dynamic programming
Yanping Yang, Zuo Zhu, Siu‐Kui Au
Mechanical Systems and Signal Processing (2024) Vol. 223, pp. 111546-111546
Closed Access
Explainable machine learning for financial risk management: two practical use cases
Angelo Famà, Jurgena Myftiu, Paolo Pagnottoni, et al.
Statistics (2024), pp. 1-16
Closed Access
Hitchhiker's Introduction to Model Risk
Arif Jadoon
(2024)
Closed Access
On the statistics of scaling exponents and the Multiscaling Value at Risk
Giuseppe Brandi, Tiziana Di Matteo
(2020)
Closed Access | Times Cited: 1
A Cross-Modal Dynamic Attention Neural Architecture to Detect Anomalies in Data Streams from Smart Communication Environments
Konstantinos Demertzis, Konstantinos Rantos, L. Magafas, et al.
Applied Sciences (2023) Vol. 13, Iss. 17, pp. 9648-9648
Open Access
Hurst Dynamics of S&P500 Returns: Implications and Impact on Market Efficiency, Long Memory, Multifractality and Financial Crises Predictability
Markus Vogl, Peter Gordon Roetzel
SSRN Electronic Journal (2021)
Closed Access
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