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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:

Multiagent-based deep reinforcement learning for risk-shifting portfolio management
Yu-Cen Lin, Chiao-Ting Chen, Chuan-Yun Sang, et al.
Applied Soft Computing (2022) Vol. 123, pp. 108894-108894
Closed Access | Times Cited: 25

Showing 25 citing articles:

Advancing Network Security in Industrial IoT: A Deep Dive into AI-Enabled Intrusion Detection Systems
Mohammad Shahin, Mazdak Maghanaki, Ali Hosseinzadeh, et al.
Advanced Engineering Informatics (2024) Vol. 62, pp. 102685-102685
Closed Access | Times Cited: 13
Improving operations through a lean AI paradigm: a view to an AI-aided lean manufacturing via versatile convolutional neural network
Mohammad Shahin, Mazdak Maghanaki, Ali Hosseinzadeh, et al.
The International Journal of Advanced Manufacturing Technology (2024) Vol. 133, Iss. 11-12, pp. 5343-5419
Closed Access | Times Cited: 9
Optimizing portfolio selection through stock ranking and matching: A reinforcement learning approach
Chaher Alzaman
Expert Systems with Applications (2025), pp. 126430-126430
Closed Access | Times Cited: 1
Deep reinforcement learning portfolio model based on mixture of experts
Ziqiang Wei, Deng Chen, Yanduo Zhang, et al.
Applied Intelligence (2025) Vol. 55, Iss. 5
Closed Access | Times Cited: 1
Deep Learning in Finance: A Survey of Applications and Techniques
Ebikella Mienye, Nobert Jere, George Obaido, et al.
AI (2024) Vol. 5, Iss. 4, pp. 2066-2091
Open Access | Times Cited: 5
Deep learning in stock portfolio selection and predictions
Chaher Alzaman
Expert Systems with Applications (2023) Vol. 237, pp. 121404-121404
Closed Access | Times Cited: 12
Knowledge distillation for portfolio management using multi-agent reinforcement learning
Minyou Chen, Chiao-Ting Chen, Szu-Hao Huang
Advanced Engineering Informatics (2023) Vol. 57, pp. 102096-102096
Closed Access | Times Cited: 11
Deep reinforcement learning applied to statistical arbitrage investment strategy on cryptomarket
Gabriel Vergara, Werner Kristjanpoller
Applied Soft Computing (2024) Vol. 153, pp. 111255-111255
Closed Access | Times Cited: 4
Portfolio management using online reinforcement learning with adaptive exploration and Multi-task self-supervised representation
Chuan-Yun Sang, Szu-Hao Huang, Chiao-Ting Chen, et al.
Applied Soft Computing (2025), pp. 112846-112846
Closed Access
Multiagent-based deep reinforcement learning framework for multi-asset adaptive trading and portfolio management
Li-Chen Cheng, Jian-Shiou Sun
Neurocomputing (2024) Vol. 594, pp. 127800-127800
Closed Access | Times Cited: 3
RLPortfolio: Reinforcement Learning for Financial Portfolio Optimization
Caio de Souza Barbosa Costa, Anna Helena Reali Costa
Lecture notes in computer science (2025), pp. 412-426
Closed Access
Efficient Continuous Space Policy Optimization for High-frequency Trading
Li Han, Nan Ding, Guoxuan Wang, et al.
Proceedings of the 28th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (2023), pp. 4112-4122
Closed Access | Times Cited: 9
Deep Learning in Finance: A Survey of Applications and Techniques
Ebikella Mienye, Nobert Jere, George Obaido, et al.
(2024)
Open Access | Times Cited: 3
Deep learning applications in investment portfolio management: a systematic literature review
Volodymyr Novykov, Christopher Bilson, Adrian Gepp, et al.
Journal of Accounting Literature (2023)
Closed Access | Times Cited: 4
Using GAN-generated market simulations to guide genetic algorithms in index tracking optimization
Julio Cezar Soares Silva, Adiel Teixeira de Almeida Filho
Applied Soft Computing (2023) Vol. 145, pp. 110587-110587
Closed Access | Times Cited: 3
Improved pairs trading strategy using two-level reinforcement learning framework
Zhizhao Xu, Chao Luo
Engineering Applications of Artificial Intelligence (2023) Vol. 126, pp. 107148-107148
Closed Access | Times Cited: 2
Deep Reinforcement Learning Based Optimization and Risk Control of Trading Strategies
Mengrui Bao
Deleted Journal (2024) Vol. 20, Iss. 5s, pp. 241-252
Open Access
An Intelligent Financial Investment Decision Model Based on Multi-Agent Reinforcement Learning
Qi Guo, Bohan Li
Journal of Circuits Systems and Computers (2024) Vol. 33, Iss. 15
Closed Access
A Realistic Method for Multi-Asset Fused Personalized Portfolio Optimization
Yuyang Bai, Changsheng Zhang, Shijia Wang, et al.
(2024)
Closed Access
Reinforcement learning application in portfolio optimization: a comprehensive literature review
Manale Mortaji, Azeddine Khiat, Mohamed Benhouad
(2024), pp. 1-6
Closed Access
Dynamic Graph-based Deep Reinforcement Learning with Long and Short-term Relation Modeling for Portfolio Optimization
Haoyu Sun, Yuxuan Bian, Li Han, et al.
(2024), pp. 4898-4905
Closed Access
Graph neural networks for deep portfolio optimization
Ömer Ekmekcioğlu, Mustafa Ç. Pınar
Neural Computing and Applications (2023) Vol. 35, Iss. 28, pp. 20663-20674
Closed Access | Times Cited: 1
Uncertainty Estimation of Stock Price Trends Using Disentangled Representation Learning
Ahmad Asadi, Reza Safabakhsh
(2024)
Closed Access
Clustered Reinforcement Learning
Xiao Ma, Shen-Yi Zhao, Zhao-Heng Yin, et al.
Frontiers of Computer Science (2024) Vol. 19, Iss. 4
Closed Access
A Profitable Portfolio Allocation Strategy Based on Money Net-Flow Adjusted Deep Reinforcement Learning
Samira Khonsha, Mehdi Agha Sarram, Razieh Sheikhpour
Faṣlnāmah-ʹi payām-i hājir. (2023) Vol. 7, Iss. 4, pp. 59-89
Open Access
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