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:

Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading
Ramit Sawhney, Shivam Agarwal, Arnav Wadhwa, et al.
(2021), pp. 11-22
Closed Access | Times Cited: 27

Showing 1-25 of 27 citing articles:

Reinforcement Learning for Quantitative Trading
Shuo Sun, Rundong Wang, Bo An
ACM Transactions on Intelligent Systems and Technology (2023) Vol. 14, Iss. 3, pp. 1-29
Open Access | Times Cited: 25

HGWaveNet: A Hyperbolic Graph Neural Network for Temporal Link Prediction
Qijie Bai, Changli Nie, Haiwei Zhang, et al.
Proceedings of the ACM Web Conference 2022 (2023), pp. 523-532
Open Access | Times Cited: 11

Deep Reinforcement Learning for Quantitative Trading: Challenges and Opportunities
Bo An, Shuo Sun, Rundong Wang
IEEE Intelligent Systems (2022) Vol. 37, Iss. 2, pp. 23-26
Closed Access | Times Cited: 18

DGDNN: Decoupled Graph Diffusion Neural Network for Stock Movement Prediction
Zinuo You, Zijian Shi, Hongbo Bo, et al.
Proceedings of the 14th International Conference on Agents and Artificial Intelligence (2024), pp. 431-442
Open Access | Times Cited: 3

Selective transfer learning with adversarial training for stock movement prediction
Yang Li, Hong‐Ning Dai, Zibin Zheng
Connection Science (2022) Vol. 34, Iss. 1, pp. 492-510
Open Access | Times Cited: 15

Efficient Continuous Space Policy Optimization for High-frequency Trading
Li Han, Nan Ding, Guoxuan Wang, et al.
Proceedings of the 28th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (2023), pp. 4112-4122
Closed Access | Times Cited: 7

Hyperbolic Graph Neural Networks: A Tutorial on Methods and Applications
Min Zhou, Meng‐Lin Yang, Bo Xiong, et al.
Proceedings of the 28th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (2023), pp. 5843-5844
Closed Access | Times Cited: 7

Curriculum Learning Empowered Reinforcement Learning for Graph-based Portfolio Management: Performance Optimization and Comprehensive Analysis
Abdullah Ali Salamai
Neural Networks (2024) Vol. 179, pp. 106537-106537
Closed Access | Times Cited: 2

Guided Attention Multimodal Multitask Financial Forecasting with Inter-Company Relationships and Global and Local News
Gary Ang, Ee‐Peng Lim
Proceedings of the 60th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers) (2022)
Open Access | Times Cited: 10

FinHGNN: A conditional heterogeneous graph learning to address relational attributes for stock predictions
Jinghua Tan, Qing Li, Jun Wang, et al.
Information Sciences (2022) Vol. 618, pp. 317-335
Closed Access | Times Cited: 9

Agree to Disagree: Personalized Temporal Embedding and Routing for Stock Forecast
Heyuan Wang, Tengjiao Wang, Shun Li, et al.
IEEE Transactions on Knowledge and Data Engineering (2024) Vol. 36, Iss. 9, pp. 4398-4410
Closed Access | Times Cited: 1

Multi-Relational Graph Diffusion Neural Network with Parallel Retention for Stock Trends Classification
Zinuo You, Pengju Zhang, Jin Zheng, et al.
ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) (2024), pp. 6545-6549
Open Access | Times Cited: 1

A Systematic Review on Graph Neural Network-based Methods for Stock Market Forecasting
Manali Patel, Krupa Jariwala, Chiranjoy Chattopadhyay
ACM Computing Surveys (2024)
Closed Access | Times Cited: 1

Reinforcement Learning for Quantitative Trading
Shuo Sun, Rundong Wang, Bo An
arXiv (Cornell University) (2021)
Open Access | Times Cited: 5

V4RIN: visual analysis of regional industry network with domain knowledge
Wenli Xiong, Chenjie Yu, Chen Shi, et al.
Visual Computing for Industry Biomedicine and Art (2024) Vol. 7, Iss. 1
Open Access

Multiple stocks recommendation: a spatio-temporal hypergraph learning approach
Xin Kong, Chao Luo, Gao Baozhong
Applied Intelligence (2024) Vol. 54, Iss. 8, pp. 6466-6482
Closed Access

DGDNN: Decoupled Graph Diffusion Neural Network for Stock Movement Prediction
Zinuo You, Zijian Shi, Hongbo Bo, et al.
arXiv (Cornell University) (2024)
Open Access

Heterogeneous Dual-Dynamic Attention Network for Modeling Mutual Interplay of Stocks
Haotian Liu, Yadong Zhou, Yuxun Zhou, et al.
IEEE Transactions on Artificial Intelligence (2024) Vol. 5, Iss. 7, pp. 3595-3606
Closed Access

Relational fusion-based stock selection with Neural Recursive Ordinary Differential Equation Networks
Qiang Gao, Xinzhu Zhou, Li Huang, et al.
Information Fusion (2024) Vol. 110, pp. 102468-102468
Closed Access

Graph-based comparative analysis of learning to rank datasets
Amir Hosein Keyhanipour
International Journal of Data Science and Analytics (2023) Vol. 17, Iss. 2, pp. 165-187
Closed Access

Semantic Similarity Covariance Matrix Shrinkage
Guillaume Becquin, Saher Esmeir
(2023), pp. 9977-9992
Open Access

Time-Aware Predictions of Moments of Change in Longitudinal User Posts on Social Media
Anthony Hills, Adam Tsakalidis, Maria Liakata
Lecture notes in computer science (2023), pp. 293-305
Closed Access

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