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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:

Optimal Liquidation, Acquisition and Market Making Problems in HFT under Hawkes Models for LOB
Ana Roldan Contreras, Anatoliy Swishchuk
Risks (2022) Vol. 10, Iss. 8, pp. 160-160
Open Access | Times Cited: 5

Showing 5 citing articles:

Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
Anatoliy Swishchuk, Luca Lalor
(2025)
Closed Access
Deep Reinforcement Learning in Non-Markov Market-Making
Luca Lalor, Anatoliy Swishchuk
Risks (2025) Vol. 13, Iss. 3, pp. 40-40
Open Access
ARL-Based Multi-Action Market Making with Hawkes Processes and Variable Volatility
Ziyi Wang, Carmine Ventre, Maria Polukarov
(2024), pp. 437-444
Open Access
MULTIVARIATE HAWKES-BASED MODELS IN LIMIT ORDER BOOK: EUROPEAN AND SPREAD OPTION PRICING
Qi Guo, Anatoliy Swishchuk, Bruno Rémillard
International Journal of Theoretical and Applied Finance (2024) Vol. 27, Iss. 03n04
Closed Access
Multivariate Hawkes-based Models in Limit Order Book: European, Spread and Basket Option Pricing
Anatoliy Swishchuk
SSRN Electronic Journal (2023)
Closed Access
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