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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:

Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning
Tim Leung, Theodore Zhao
Applied Stochastic Models in Business and Industry (2021) Vol. 37, Iss. 6, pp. 993-1016
Closed Access | Times Cited: 20

Showing 20 citing articles:

Forecasting stock market for an efficient portfolio by combining XGBoost and Hilbert–Huang​ transform
Arsalan Dezhkam, Mohammad Taghi Manzuri
Engineering Applications of Artificial Intelligence (2022) Vol. 118, pp. 105626-105626
Closed Access | Times Cited: 56
Harnessing LLMs for Temporal Data - A Study on Explainable Financial Time Series Forecasting
Xinli Yu, Zheng Chen, Yanbin Lu
(2023), pp. 739-753
Open Access | Times Cited: 15
A novel separation-ensemble analyzing and forecasting method for the gold price forecasting based on RLS-type independent component analysis
E Jianwei, Kaili He, Heng Liu, et al.
Expert Systems with Applications (2023) Vol. 232, pp. 120852-120852
Closed Access | Times Cited: 10
Drought-induced macroeconomic effects on china: a time-frequency domain analysis
Jiana Chen
Applied Economics (2025), pp. 1-19
Closed Access
Financial Time Series Forecasting: A Comprehensive Review of Signal Processing and Optimization-Driven Intelligent Models
Matoori Praveen, Satish Dekka, Sai Dai, et al.
Computational Economics (2025)
Closed Access
Nonstationary Time Series Prediction Based on Deep Echo State Network Tuned by Bayesian Optimization
Yuting Bai, Wei Jia, Xuebo Jin, et al.
Mathematics (2023) Vol. 11, Iss. 6, pp. 1503-1503
Open Access | Times Cited: 6
AE-DIL: A double incremental learning algorithm for non-stationary time series prediction via adaptive ensemble
Huihui Yu, Qun Dai
Information Sciences (2023) Vol. 636, pp. 118916-118916
Closed Access | Times Cited: 6
Prediction Intervals: A Geometric View
Evgeny Nikulchev, Alexander Chervyakov
Symmetry (2023) Vol. 15, Iss. 4, pp. 781-781
Open Access | Times Cited: 5
Electricity price forecasting using hybrid deep learned networks
K. Natarajan, Jai Govind Singh
Journal of Forecasting (2023) Vol. 42, Iss. 7, pp. 1750-1771
Closed Access | Times Cited: 5
A Noisy Fractional Brownian Motion Model for Multiscale Correlation Analysis of High-Frequency Prices
Tim Leung, Theodore Zhao
Mathematics (2024) Vol. 12, Iss. 6, pp. 864-864
Open Access | Times Cited: 1
Multi-Scale Event Detection in Financial Time Series
Diego Silva de Salles, Cristiane Géa, Carlos E. Mello, et al.
Computational Economics (2024)
Closed Access | Times Cited: 1
Multiscale Decomposition and Spectral Analysis of Sector ETF Price Dynamics
Tim Leung, Theodore Zhao
Journal of risk and financial management (2021) Vol. 14, Iss. 10, pp. 464-464
Open Access | Times Cited: 8
Causal decomposition on multiple time scales: Evidence from stock price-volume time series
Chao Xu, Xiaojun Zhao, Yanwen Wang
Chaos Solitons & Fractals (2022) Vol. 159, pp. 112137-112137
Closed Access | Times Cited: 6
TADA: Temporal-aware Adversarial Domain Adaptation for patient outcomes forecasting
Chang’an Yi, Haotian Chen, Yonghui Xu, et al.
Expert Systems with Applications (2023) Vol. 238, pp. 122184-122184
Closed Access | Times Cited: 3
Adaptive complementary ensemble EMD and energy-frequency spectra of cryptocurrency prices
Tim Leung, Theodore Zhao
International Journal of Financial Engineering (2021) Vol. 09, Iss. 01
Open Access | Times Cited: 4
An Optimized ARIMA Model for Emergency Medical Services Time Series Demand Forecasting Using Bayesian Methods
Hanaa Ghareib Hendi, Mohamed Hasan Ibrahim, Mohamed Hassan Farrag
Research Square (Research Square) (2024)
Open Access
Multiscale Volatility Analysis for Noisy High-Frequency Prices
Tim Leung, Theodore Zhao
Risks (2023) Vol. 11, Iss. 7, pp. 117-117
Open Access | Times Cited: 1
Large Language Models for Financial Aid in Financial Time-series Forecasting
Md. Khairul Islam, Ayush Karmacharya, Timothy Sue, et al.
2021 IEEE International Conference on Big Data (Big Data) (2024), pp. 4892-4895
Closed Access
Automatic Test Paper Generation Technology for Mandarin Based on Hilbert Huang Algorithm
Lei Wang
Procedia Computer Science (2023) Vol. 228, pp. 808-816
Open Access
Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices
Tim Leung, Theodore Zhao
SSRN Electronic Journal (2021)
Open Access
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