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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.

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Showing 1-25 of 78 citing articles:

Financial Sentiment Analysis: Techniques and Applications
Kelvin Du, Frank Xing, Rui Mao, et al.
ACM Computing Surveys (2024) Vol. 56, Iss. 9, pp. 1-42
Open Access | Times Cited: 25
TABLE: Time-aware Balanced Multi-view Learning for stock ranking
Ying Liu, Cai Xu, Long Chen, et al.
Knowledge-Based Systems (2024) Vol. 303, pp. 112424-112424
Closed Access | Times Cited: 18
Stock Selection via Spatiotemporal Hypergraph Attention Network: A Learning to Rank Approach
Ramit Sawhney, Shivam Agarwal, Arnav Wadhwa, et al.
Proceedings of the AAAI Conference on Artificial Intelligence (2021) Vol. 35, Iss. 1, pp. 497-504
Open Access | Times Cited: 79
A Review on Graph Neural Network Methods in Financial Applications
Jianian Wang, Sheng Zhang, Yanghua Xiao, et al.
Journal of Data Science (2022), pp. 111-134
Open Access | Times Cited: 59
Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction
Sheng Xiang, Dawei Cheng, Chencheng Shang, et al.
Proceedings of the 31st ACM International Conference on Information & Knowledge Management (2022)
Open Access | Times Cited: 45
Enhancing the Prediction of Stock Market Movement Using Neutrosophic-Logic-Based Sentiment Analysis
Bassant A. Abdelfattah, Saad M. Darwish, Saleh Mesbah Elkaffas
Journal of theoretical and applied electronic commerce research (2024) Vol. 19, Iss. 1, pp. 116-134
Open Access | Times Cited: 11
Data-driven stock forecasting models based on neural networks: A review
Wuzhida Bao, Yuting Cao, Yin Yang, et al.
Information Fusion (2024) Vol. 113, pp. 102616-102616
Open Access | Times Cited: 8
Stock Movement Prediction Based on Bi-Typed Hybrid-Relational Market Knowledge Graph Via Dual Attention Networks
Yu Zhao, Huaming Du, Ying Liu, et al.
IEEE Transactions on Knowledge and Data Engineering (2022), pp. 1-12
Open Access | Times Cited: 30
Graph Neural Networks for Forecasting Realized Volatility with Nonlinear Spillover Effects
Chao Zhang, Xingyue Pu, Mihai Cucuringu, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 17
TSDNet: A two-stage decomposition-based hybrid deep neural network for long-term time series forecasting
Sukhyun Cho, D.K. Kim, Jonghun Park, et al.
Intelligent Data Analysis (2025)
Closed Access
Stock price prediction with attentive temporal convolution-based generative adversarial network
Ying Liu, Xiaohua Huang, Liwei Xiong, et al.
Array (2025) Vol. 25, pp. 100374-100374
Open Access
Multi-Modal Temporal Dynamic Graph Construction for Stock Rank Prediction
Ying Liu, Wei Zeng, Long Chen, et al.
Mathematics (2025) Vol. 13, Iss. 5, pp. 845-845
Open Access
FAST: Financial News and Tweet Based Time Aware Network for Stock Trading
Ramit Sawhney, Arnav Wadhwa, Shivam Agarwal, et al.
(2021)
Open Access | Times Cited: 33
A hybrid approach for stock trend prediction based on tweets embedding and historical prices
Huihui Ni, Shuting Wang, Peng Cheng
World Wide Web (2021) Vol. 24, Iss. 3, pp. 849-868
Closed Access | Times Cited: 32
Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction
Kelvin J. L. Koa, Yunshan Ma, Ritchie Ng, et al.
(2023), pp. 1087-1096
Open Access | Times Cited: 14
A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist
Wentao Zhang, Lingxuan Zhao, Haochong Xia, et al.
Proceedings of the 28th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (2024), pp. 4314-4325
Open Access | Times Cited: 4
Unveiling market dynamics: a machine and deep learning approach to Egyptian stock prediction
Ibrahim Eldesouky Fattoh, Mostafa E. A. Ibrahim, Farid Ali Mousa
Future Business Journal (2025) Vol. 11, Iss. 1
Open Access
Dynamic fusion of multi-source heterogeneous data using MOE mechanism for stock prediction
Yuxin Dong, Zirui Wu, Yongtao Hao
Applied Intelligence (2025) Vol. 55, Iss. 6
Closed Access
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
Identifying Moments of Change from Longitudinal User Text
Adam Tsakalidis, Federico Nanni, Anthony Hills, et al.
Proceedings of the 60th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers) (2022), pp. 4647-4660
Open Access | Times Cited: 21
Multivariate Realized Volatility Forecasting with Graph Neural Network
Qinkai Chen, Christian-Yann Robert
(2022), pp. 156-164
Open Access | Times Cited: 21
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
MetaTrader
Hui Niu, Siyuan Li, Jian Li
Proceedings of the 31st ACM International Conference on Information & Knowledge Management (2022)
Open Access | Times Cited: 17
Mastering Stock Markets with Efficient Mixture of Diversified Trading Experts
Shuo Sun, Xinrun Wang, Wanqi Xue, et al.
Proceedings of the 28th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (2023), pp. 2109-2119
Open Access | Times Cited: 9
A Dynamic Dual-Graph Neural Network for Stock Price Movement Prediction
Kelvin Du, Rui Mao, Frank Xing, et al.
2022 International Joint Conference on Neural Networks (IJCNN) (2024), pp. 1-8
Closed Access | Times Cited: 3
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