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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:

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

Showing 1-25 of 217 citing articles:

Attention in Natural Language Processing
Andrea Galassi, Marco Lippi, Paolo Torroni
IEEE Transactions on Neural Networks and Learning Systems (2020) Vol. 32, Iss. 10, pp. 4291-4308
Open Access | Times Cited: 500
Applications of deep learning in stock market prediction: Recent progress
Weiwei Jiang
Expert Systems with Applications (2021) Vol. 184, pp. 115537-115537
Open Access | Times Cited: 472
A General Survey on Attention Mechanisms in Deep Learning
Gianni Brauwers, Flavius Frăsincar
IEEE Transactions on Knowledge and Data Engineering (2021) Vol. 35, Iss. 4, pp. 3279-3298
Open Access | Times Cited: 274
DeepLOB: Deep Convolutional Neural Networks for Limit Order Books
Zihao Zhang, Stefan Zohren, Stephen Roberts
IEEE Transactions on Signal Processing (2019) Vol. 67, Iss. 11, pp. 3001-3012
Open Access | Times Cited: 222
Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
Pushpendu Ghosh, Ariel Neufeld, Jajati Keshari Sahoo
Finance research letters (2021) Vol. 46, pp. 102280-102280
Open Access | Times Cited: 123
A novel combined approach based on deep Autoencoder and deep classifiers for credit card fraud detection
Hosein Fanai, Hossein Abbasimehr
Expert Systems with Applications (2023) Vol. 217, pp. 119562-119562
Closed Access | Times Cited: 87
Bayesian learning for neural networks: an algorithmic survey
Martin Magris, Alexandros Iosifidis
Artificial Intelligence Review (2023) Vol. 56, Iss. 10, pp. 11773-11823
Open Access | Times Cited: 61
Deep Robust Reinforcement Learning for Practical Algorithmic Trading
Yang Li, Wanshan Zheng, Zibin Zheng
IEEE Access (2019) Vol. 7, pp. 108014-108022
Open Access | Times Cited: 128
Deep Adaptive Input Normalization for Time Series Forecasting
Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, et al.
IEEE Transactions on Neural Networks and Learning Systems (2019) Vol. 31, Iss. 9, pp. 3760-3765
Open Access | Times Cited: 125
Evolving CNN-LSTM Models for Time Series Prediction Using Enhanced Grey Wolf Optimizer
Hailun Xie, Zhang Li, Chee Peng Lim
IEEE Access (2020) Vol. 8, pp. 161519-161541
Open Access | Times Cited: 123
CNN-based multivariate data analysis for bitcoin trend prediction
Stefano Cavalli, Michele Amoretti
Applied Soft Computing (2020) Vol. 101, pp. 107065-107065
Closed Access | Times Cited: 93
Using Deep Learning for price prediction by exploiting stationary limit order book features
Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas, et al.
Applied Soft Computing (2020) Vol. 93, pp. 106401-106401
Open Access | Times Cited: 70
Clothing Sale Forecasting by a Composite GRU–Prophet Model With an Attention Mechanism
Yuanjiang Li, Yang Yi, Kai Zhu, et al.
IEEE Transactions on Industrial Informatics (2021) Vol. 17, Iss. 12, pp. 8335-8344
Closed Access | Times Cited: 67
Temporal Network Embedding for Link Prediction via VAE Joint Attention Mechanism
Pengfei Jiao, Xuan Guo, Xin Jing, et al.
IEEE Transactions on Neural Networks and Learning Systems (2021) Vol. 33, Iss. 12, pp. 7400-7413
Closed Access | Times Cited: 64
DAFA-BiLSTM: Deep Autoregression Feature Augmented Bidirectional LSTM network for time series prediction
Heshan Wang, Yiping Zhang, Jing Liang, et al.
Neural Networks (2022) Vol. 157, pp. 240-256
Closed Access | Times Cited: 60
Ascertaining price formation in cryptocurrency markets with machine learning
Fan Fang, Waichung Chung, Carmine Ventre, et al.
European Journal of Finance (2021) Vol. 30, Iss. 1, pp. 78-100
Open Access | Times Cited: 59
A novel approach based on combining deep learning models with statistical methods for COVID-19 time series forecasting
Hossein Abbasimehr, Reza Paki, Aram Bahrini
Neural Computing and Applications (2021) Vol. 34, Iss. 4, pp. 3135-3149
Open Access | Times Cited: 57
Stock Price Forecast Based on CNN-BiLSTM-ECA Model
Yu Chen, Ruixin Fang, Ting Liang, et al.
Scientific Programming (2021) Vol. 2021, pp. 1-20
Open Access | Times Cited: 55
Self-Supervised Autoregressive Domain Adaptation for Time Series Data
Mohamed Ragab, Emadeldeen Eldele, Zhenghua Chen, et al.
IEEE Transactions on Neural Networks and Learning Systems (2022) Vol. 35, Iss. 1, pp. 1341-1351
Open Access | Times Cited: 41
Interpretable local flow attention for multi-step traffic flow prediction
Xu Huang, Bowen Zhang, Shanshan Feng, et al.
Neural Networks (2023) Vol. 161, pp. 25-38
Closed Access | Times Cited: 22
Explainability Approach-Based Series Arc Fault Detection Method for Photovoltaic Systems
Yao Wang, Jiawang Zhou, Kamal Chandra Paul, et al.
IEEE Access (2024) Vol. 12, pp. 45530-45542
Open Access | Times Cited: 8
CAME: Content- and Context-Aware Music Embedding for Recommendation
Dongjing Wang, Xin Zhang, Dongjin Yu, et al.
IEEE Transactions on Neural Networks and Learning Systems (2020) Vol. 32, Iss. 3, pp. 1375-1388
Open Access | Times Cited: 56
Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data
Ymir Mäkinen, Juho Kanniainen, Moncef Gabbouj, et al.
Quantitative Finance (2019) Vol. 19, Iss. 12, pp. 2033-2050
Open Access | Times Cited: 55
Adjusting Learning Depth in Nonnegative Latent Factorization of Tensors for Accurately Modeling Temporal Patterns in Dynamic QoS Data
Xin Luo, Minzhi Chen, Hao Wu, et al.
IEEE Transactions on Automation Science and Engineering (2021) Vol. 18, Iss. 4, pp. 2142-2155
Open Access | Times Cited: 54
Price Trailing for Financial Trading Using Deep Reinforcement Learning
Avraam Tsantekidis, Nikolaos Passalis, Anastasia-Sotiria Toufa, et al.
IEEE Transactions on Neural Networks and Learning Systems (2020) Vol. 32, Iss. 7, pp. 2837-2846
Closed Access | Times Cited: 50
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