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:

A cooperative deep learning model for stock market prediction using deep autoencoder and sentiment analysis
Rekha Ks, Sabu MK
PeerJ Computer Science (2022) Vol. 8, pp. e1158-e1158
Open Access | Times Cited: 14

Showing 14 citing articles:

Integrating sentiment analysis with graph neural networks for enhanced stock prediction: A comprehensive survey
Nabanita Das, Bikash Sadhukhan, Rajdeep Chatterjee, et al.
Decision Analytics Journal (2024) Vol. 10, pp. 100417-100417
Open Access | Times Cited: 12

Artificial Intelligence in stock broking: A systematic review of strategies and outcomes
Noluthando Zamanjomane Mhlongo, Titilola Falaiye, Andrew Ifesinachi Daraojimba, et al.
World Journal of Advanced Research and Reviews (2024) Vol. 21, Iss. 2, pp. 1950-1957
Open Access | Times Cited: 9

Individual neighbor aware sentiment prediction approach based on irregular time series
Sun‐Kyung Kang, Yajun Du, Xianyong Li, et al.
Expert Systems with Applications (2025), pp. 126687-126687
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

Advancing Financial Forecasts: A Deep Dive into Memory Attention and Long-Distance Loss in Stock Price Predictions
Shijie Yang, Yining Ding, Boyu Xie, et al.
Applied Sciences (2023) Vol. 13, Iss. 22, pp. 12160-12160
Open Access | Times Cited: 5

IDEAL: an inventive optimized deep ensemble augmented learning framework for opinion mining and sentiment analysis
Aditya Mudigonda, Yalavarthi Usha Devi, P. Satyanarayana, et al.
Social Network Analysis and Mining (2024) Vol. 14, Iss. 1
Closed Access | Times Cited: 1

Spectral fluctuations in financial systems: an integrated random matrix theory and machine learning perspective
Amir Jalili, H. Sabri, Davood Ahmadian, et al.
The European Physical Journal Plus (2024) Vol. 139, Iss. 11
Closed Access | Times Cited: 1

Unlocking Stock Price Prognostication Dual Attention-Infused Bi-Directional LSTM Empowered by Bayesian Optimization DA-Bi-LSTM-BO
Talabathula Jayanth, Manimaran Aridoss
SN Computer Science (2024) Vol. 5, Iss. 8
Closed Access

Aggregate News Sentiment and Stock Market Returns in India
S. Lakshmana Chari, Purva Hegde Desai, Nilesh Borde, et al.
Journal of risk and financial management (2023) Vol. 16, Iss. 8, pp. 376-376
Open Access | Times Cited: 1

A Business Intelligence Expert System for Predicting Market Price in Stock Trading using Data Analysis: Deep Learning Model With Feature Selection Mechanism
K. Sujith D. Syinthiya
International Journal on Recent and Innovation Trends in Computing and Communication (2023) Vol. 11, Iss. 9, pp. 1072-1080
Open Access

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