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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:

CEGH: A Hybrid Model Using CEEMD, Entropy, GRU, and History Attention for Intraday Stock Market Forecasting
YI-JIAO LIU, Xinghua Liu, Yuxin Zhang, et al.
Entropy (2022) Vol. 25, Iss. 1, pp. 71-71
Open Access | Times Cited: 12

Showing 12 citing articles:

Prediction of Complex Stock Market Data Using an Improved Hybrid EMD-LSTM Model
Muhammad Ali, Dost Muhammad Khan, Huda M. Alshanbari, et al.
Applied Sciences (2023) Vol. 13, Iss. 3, pp. 1429-1429
Open Access | Times Cited: 69
GloVe vs. Fasttext embedding in detecting arabic cyberbullying using sequence learning classifiers
Noor Haydar, Ban N. Dhannoon
AIP conference proceedings (2025) Vol. 3224, pp. 030030-030030
Closed Access
A new denoising approach based on mode decomposition applied to the stock market time series: 2LE-CEEMDAN
Zinnet Duygu Akşehır, Erdal Kılıç
PeerJ Computer Science (2024) Vol. 10, pp. e1852-e1852
Open Access | Times Cited: 3
Multi level perspectives in stock price forecasting: ICE2DE-MDL
Zinnet Duygu Akşehır, Erdal Kılıç
PeerJ Computer Science (2024) Vol. 10, pp. e2125-e2125
Open Access | Times Cited: 3
An Integrated Time Series Prediction Model Based on Empirical Mode Decomposition and Two Attention Mechanisms
Xianchang Wang, Siyu Dong, Rui Zhang
Information (2023) Vol. 14, Iss. 11, pp. 610-610
Open Access | Times Cited: 6
Deep-Reinforcement-Learning-Based Dynamic Ensemble Model for Stock Prediction
Wenjing Lin, Liang Xie, Haijiao Xu
Electronics (2023) Vol. 12, Iss. 21, pp. 4483-4483
Open Access | Times Cited: 4
Machine learning techniques via ensemble approaches in stock exchange index prediction: Systematic review and bibliometric analysis
João Victor Ribeiro Ferro, Robério José Rogério dos Santos, Evandro Costa, et al.
Applied Soft Computing (2024), pp. 112359-112359
Closed Access
A Hybrid Model Using PCA and BP Neural Network for Time Series Prediction in Chinese Stock Market with TOPSIS Analysis
Lei Hang, Dandan Liu, Fusheng Xie
Scientific Programming (2023) Vol. 2023, pp. 1-15
Open Access | Times Cited: 1
Stock Price Prediction Using Machine Learning: A Survey of Recent Techniques
Abbiegael Klara Go Chu, Agnes Jade Aclan, Hazem El-Alfy, et al.
(2023), pp. 278-283
Closed Access | Times Cited: 1
The Importance of Labeling and Noise on The Trading Strategy
Zinnet Duygu Akşehır, Erdal Kılıç
2021 6th International Conference on Computer Science and Engineering (UBMK) (2023), pp. 23-28
Closed Access
A Framework for Enhancing Stock Investment Performance by Predicting Important Trading Points with Return-Adaptive Piecewise Linear Representation and Batch Attention Multi-Scale Convolutional Recurrent Neural Network
Yu Lin, Ben Liu
Entropy (2023) Vol. 25, Iss. 11, pp. 1500-1500
Open Access
Word embedding for detecting cyberbullying based on recurrent neural networks
Noor Shaker, Ban N. Dhannoon
IAES International Journal of Artificial Intelligence (2023) Vol. 13, Iss. 1, pp. 500-500
Open Access
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