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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:

Research on stock trend prediction method based on optimized random forest
Lili Yin, Benling Li, Peng Li, et al.
CAAI Transactions on Intelligence Technology (2021) Vol. 8, Iss. 1, pp. 274-284
Open Access | Times Cited: 48

Showing 1-25 of 48 citing articles:

Stock Price Prediction Using CNN-BiLSTM-Attention Model
Jilin Zhang, Lishi Ye, Yongzeng Lai
Mathematics (2023) Vol. 11, Iss. 9, pp. 1985-1985
Open Access | Times Cited: 47
Examining the research taxonomy of artificial intelligence, deep learning & machine learning in the financial sphere—a bibliometric analysis
Ajithakumari Vijayappan Nair Biju, Ann Susan Thomas, J Thasneem
Quality & Quantity (2023) Vol. 58, Iss. 1, pp. 849-878
Open Access | Times Cited: 41
Harmonizing Macro-Financial Factors and Twitter Sentiment Analysis in Forecasting Stock Market Trends
Md Shahedul Amin, Eftekhar Hossain Ayon, Bishnu Padh Ghosh, et al.
Journal of Computer Science and Technology Studies (2024) Vol. 6, Iss. 1, pp. 58-67
Open Access | Times Cited: 17
Towards Economic Sustainability: A Comprehensive Review of Artificial Intelligence and Machine Learning Techniques in Improving the Accuracy of Stock Market Movements
Atoosa Rezaei, Iheb Abdellatif, Amjad Umar
International Journal of Financial Studies (2025) Vol. 13, Iss. 1, pp. 28-28
Open Access | Times Cited: 1
Extending machine learning prediction capabilities by explainable AI in financial time series prediction
Taha Buğra Çeli̇k, Özgür İcan, Elif Bulut
Applied Soft Computing (2022) Vol. 132, pp. 109876-109876
Closed Access | Times Cited: 29
A Systematic Survey of AI Models in Financial Market Forecasting for Profitability Analysis
Bilal Hassan Ahmed Khattak, Imran Shafi, Abdul Saboor Khan, et al.
IEEE Access (2023) Vol. 11, pp. 125359-125380
Open Access | Times Cited: 19
Forecasting stock prices of fintech companies of India using random forest with high-frequency data
Bharat Kumar Meher, Manohar Singh, Ramona Birău, et al.
Journal of Open Innovation Technology Market and Complexity (2023) Vol. 10, Iss. 1, pp. 100180-100180
Open Access | Times Cited: 16
Enhancing the Performance of Machine Learning and Deep Learning-Based Flood Susceptibility Models by Integrating Grey Wolf Optimizer (GWO) Algorithm
Ali Nouh Mabdeh, R. S. Ajin, Seyed Vahid Razavi-Termeh, et al.
Remote Sensing (2024) Vol. 16, Iss. 14, pp. 2595-2595
Open Access | Times Cited: 7
Innovation capacity of Brazilian wineries: an integrated approach using the fuzzy Delphi and random forest methods
Luís Felipe Dias Lopes, Deoclécio Júnior Cardoso da Silva, Clarissa Stefani Teixeira
Wine Economics and Policy (2025)
Open Access
Key technical indicators for stock market prediction
Sayed Mahdi Mostafavi, Alireza Hooman
Machine Learning with Applications (2025) Vol. 20, pp. 100631-100631
Closed Access
Risk Analysis of Pile Foundations Using an Improved Hybrid Ensemble Paradigm Coupled with Monte Carlo and Subset Simulations
Subodh Kumar Suman, Shiva Shankar Choudhary, Avijit Burman
Transportation Infrastructure Geotechnology (2025) Vol. 12, Iss. 4
Closed Access
To Rise or to Fall? Chinese Medicinal Materials Price Index Trend Prediction using GA-XGBoost Feature Selection and Bi-GRU Deep Learning
Liang Ye, Chonghui Guo
Journal of Systems Science and Systems Engineering (2025)
Closed Access
Big data-driven corporate financial forecasting and decision support: a study of CNN-LSTM machine learning models
Aixiang Yang
Frontiers in Applied Mathematics and Statistics (2025) Vol. 11
Open Access
Study of Rainfall Occurrence Process by Markov Chain Models and Decision Tree-based Ensemble and Boosting Techniques
Dwijaraj Paul Chowdhury, Deep Roy, Ujjwal Saha
Water Resources Management (2025)
Closed Access
Two-stage stock portfolio optimization based on AI-powered price prediction and mean-CVaR models
Chia‐Hung Wang, Yingping Zeng, Jinchen Yuan
Expert Systems with Applications (2024) Vol. 255, pp. 124555-124555
Closed Access | Times Cited: 3
Predicting Stock Trends Using Web Semantics and Feature Fusion
Wenrui Zhou, Huxidan Jumahong, Ruihua Cui, et al.
International Journal on Semantic Web and Information Systems (2024) Vol. 20, Iss. 1, pp. 1-25
Open Access | Times Cited: 3
REDD implementation for greenhouse gas reduction and climate change mitigation in Hyrcanian forests: a case study of the Kojoor Watershed, Northern Iran
Arman Niknam, Reza Sarli, Mehrnoosh Taherizadeh, et al.
Environmental Monitoring and Assessment (2024) Vol. 196, Iss. 5
Open Access | Times Cited: 2
Research on HMM-Based Efficient Stock Price Prediction
Zhi Su, Bo Sook Yi
Mobile Information Systems (2022) Vol. 2022, pp. 1-8
Open Access | Times Cited: 12
Smart Trader: Towards an Advisory Chatbot Service for Saudi Stock Market Investment
Thanaa Alhydary, Layan Qashqary, Salma Alotaibi, et al.
(2024), pp. 32-35
Closed Access | Times Cited: 1
Stock price prediction using a novel approach in Gaussian mixture model-hidden Markov model
Kala Nisha Gopinathan, M. Punniyamoorthy, Joshua Jebaraj Jeyaraj
International Journal of Intelligent Computing and Cybernetics (2023) Vol. 17, Iss. 1, pp. 61-100
Closed Access | Times Cited: 4
A framework for stock selection via concept-oriented attention representation in hypergraph neural network
Yuxiao Yan, Changsheng Zhang, Xiaohang Li, et al.
Knowledge-Based Systems (2023) Vol. 284, pp. 111326-111326
Closed Access | Times Cited: 4
Effectiveness of Random Forest Model in Predicting Stock Prices of Solar Energy Companies in India
Bharat Kumar Meher, Manohar Singh, Ramona Birău, et al.
International Journal of Energy Economics and Policy (2024) Vol. 14, Iss. 2, pp. 426-434
Open Access | Times Cited: 1
Forecasting Chinese crude oil futures volatility: New evidence based on dual feature processing of large‐scale variables
Gaoxiu Qiao, Yijun Pan, Chao Liang, et al.
Journal of Forecasting (2024) Vol. 43, Iss. 7, pp. 2495-2521
Closed Access | Times Cited: 1
Predicting the Direction of NEPSE Index Movement with News Headlines Using Machine Learning
Keshab R. Dahal, Ankrit Gupta, Nawa Raj Pokhrel
Econometrics (2024) Vol. 12, Iss. 2, pp. 16-16
Open Access | Times Cited: 1
A Stock Prediction Method Based on Deep Reinforcement Learning and Sentiment Analysis
S. X. Du, Hailong Shen
Applied Sciences (2024) Vol. 14, Iss. 19, pp. 8747-8747
Open Access | Times Cited: 1
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