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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:

Predicting Stock Price Trend Using MACD Optimized by Historical Volatility
Jian Wang, Junseok Kim
Mathematical Problems in Engineering (2018) Vol. 2018, pp. 1-12
Open Access | Times Cited: 43

Showing 1-25 of 43 citing articles:

Predicting stock market index using LSTM
Hum Nath Bhandari, Binod Rimal, Nawa Raj Pokhrel, et al.
Machine Learning with Applications (2022) Vol. 9, pp. 100320-100320
Open Access | Times Cited: 165
Hidden Markov guided Deep Learning models for forecasting highly volatile agricultural commodity prices
G. Avinash, V. Ramasubramanian, Mrinmoy Ray, et al.
Applied Soft Computing (2024) Vol. 158, pp. 111557-111557
Closed Access | Times Cited: 11
Predicting Bitcoin Trends Through Machine Learning Using Sentiment Analysis with Technical Indicators
Hae Sun Jung, Seon Hong Lee, Haein Lee, et al.
Computer Systems Science and Engineering (2023) Vol. 46, Iss. 2, pp. 2231-2246
Open Access | Times Cited: 16
Machine learning-based analysis of volatility quantitative investment strategies for American financial stocks
Keyue Yan, Ying Li
Quantitative Finance and Economics (2024) Vol. 8, Iss. 2, pp. 364-386
Open Access | Times Cited: 5
Jointly modeling transfer learning of industrial chain information and deep learning for stock prediction
Dingming Wu, Xiaolong Wang, Shaocong Wu
Expert Systems with Applications (2021) Vol. 191, pp. 116257-116257
Open Access | Times Cited: 39
Speed vs. efficiency: A framework for high-frequency trading algorithms on FPGA using Zynq SoC platform
Abbas M. Ali, Abdullah Shah, Azaz Hassan Khan, et al.
Alexandria Engineering Journal (2024) Vol. 96, pp. 1-14
Open Access | Times Cited: 4
High-frequency direction forecasting and simulation trading of the crude oil futures using Ichimoku KinkoHyo and Fuzzy Rough Set
Shangkun Deng, Chongyi Xiao, Yingke Zhu, et al.
Expert Systems with Applications (2022) Vol. 215, pp. 119326-119326
Closed Access | Times Cited: 19
Predicting NEPSE index price using deep learning models
Nawa Raj Pokhrel, Keshab R. Dahal, Ramchandra Rimal, et al.
Machine Learning with Applications (2022) Vol. 9, pp. 100385-100385
Open Access | Times Cited: 18
Learning and processing framework using Fuzzy Deep Neural Network for trading and portfolio rebalancing
Nicole Hui Lin Kan, Qi Cao, Chai Quek
Applied Soft Computing (2024) Vol. 152, pp. 111233-111233
Open Access | Times Cited: 3
Improving MACD Technical Analysis by Optimizing Parameters and Modifying Trading Rules: Evidence from the Japanese Nikkei 225 Futures Market
Byung-Kook Kang
Journal of risk and financial management (2021) Vol. 14, Iss. 1, pp. 37-37
Open Access | Times Cited: 19
Mechanisms of Stock Selection and Its Capital Weighing in the Portfolio Design Based on the MACD-K-Means-Mean-VaR Model
Sukono Sukono, Dedi Rosadi, Di Asih I Maruddani, et al.
Mathematics (2024) Vol. 12, Iss. 2, pp. 174-174
Open Access | Times Cited: 2
An AI-Enabled Stock Prediction Platform Combining News and Social Sensing with Financial Statements
Traianos-Ioannis Theodorou, Alexandros Zamichos, Michalis Skoumperdis, et al.
Future Internet (2021) Vol. 13, Iss. 6, pp. 138-138
Open Access | Times Cited: 14
A new stock market analysis method based on evidential reasoning and hierarchical belief rule base to support investment decision making
Yujia Chen, Jiangdan Liu, Yanzi Gao, et al.
Frontiers in Psychology (2023) Vol. 14
Open Access | Times Cited: 5
Dynamic portfolio rebalancing with lag-optimised trading indicators using SeroFAM and genetic algorithms
Leon Lai Xiang Yeo, Qi Cao, Chai Quek
Expert Systems with Applications (2022) Vol. 216, pp. 119440-119440
Open Access | Times Cited: 8
Is Technical Analysis Profitable on Renewable Energy Stocks? Evidence from Trend-Reinforcing, Mean-Reverting and Hybrid Fractal Trading Systems
Safwan Mohd Nor, Nur Haiza Muhammad Zawawi, Guneratne B Wickremasinghe, et al.
Axioms (2023) Vol. 12, Iss. 2, pp. 127-127
Open Access | Times Cited: 4
Forecasting Indian Trade Trends through LSTM- based Predictive Modeling
Shradha Ranjan, Chhavi Saini, S Samir, et al.
International Journal of Innovative Science and Research Technology (IJISRT) (2024), pp. 1691-1700
Open Access | Times Cited: 1
Decoding Bitcoin: leveraging macro- and micro-factors in time series analysis for price prediction
Hae Sun Jung, Jang Hyun Kim, Haein Lee
PeerJ Computer Science (2024) Vol. 10, pp. e2314-e2314
Open Access | Times Cited: 1
Artificial intelligence applied to investment in variable income through the MACD (moving average convergence/divergence) indicator
Alberto Antonio Agudelo Aguirre, Néstor Darío Duque Méndez, Ricardo Alfredo Rojas Medina
Journal of Economics Finance and Administrative Science (2021) Vol. 26, Iss. 52, pp. 268-281
Open Access | Times Cited: 9
Optimal Lengths of Moving Averages for the MACD Oscillator for Companies Listed on the Warsaw Stock Exchange
Krzysztof Borowski, Izabela Pruchnicka-Grabias
Bank i Kredyt (2019) Vol. 50, Iss. 5, pp. 457-478
Closed Access | Times Cited: 7
A Nonlinear Technical Indicator Selection Approach for Stock Markets. Application to the Chinese Stock Market
Gerardo Alfonso, D.R. Ramı́rez
Mathematics (2020) Vol. 8, Iss. 8, pp. 1301-1301
Open Access | Times Cited: 6
A study on the comparison of technical indicators used in stock price prediction with the BAHP method
Bilal AKKAYNAK
Journal of Life Economics (2023) Vol. 10, Iss. 1, pp. 1-15
Open Access | Times Cited: 2
A framework for identifying the onset of landslide acceleration based on the exponential moving average (EMA)
Jiazhu Wang, Nengpan Ju, Yongbo Tie, et al.
Journal of Mountain Science (2023) Vol. 20, Iss. 6, pp. 1639-1649
Closed Access | Times Cited: 2
An automated quantitative investment model of stock selection and market timing based on industry information
Minshi Liu, Weipeng Sun, Jiafeng Chen, et al.
Egyptian Informatics Journal (2024) Vol. 26, pp. 100471-100471
Open Access
Prediction of Cryptocurrency Prices with the Momentum Indicators and Machine Learning
Darya Lapitskaya, Mustafa Hakan Eratalay, Rajesh Sharma
Computational Economics (2024)
Closed Access
Stock Price Prediction Based on ARIMA-LSTM—A Case Study of Kweichow Moutai
赈洪 古
E-Commerce Letters (2024) Vol. 13, Iss. 04, pp. 5786-5796
Closed Access
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