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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:

Deep Learning-based Integrated Framework for stock price movement prediction
Yanli Zhao, Guang Yang
Applied Soft Computing (2022) Vol. 133, pp. 109921-109921
Closed Access | Times Cited: 80

Showing 1-25 of 80 citing articles:

Stock Market Analysis Using Time Series Relational Models for Stock Price Prediction
Cheng Zhao, Ping Hu, Xiaohui Liu, et al.
Mathematics (2023) Vol. 11, Iss. 5, pp. 1130-1130
Open Access | Times Cited: 33
An exploratory data analysis approach for analyzing financial accounting data using machine learning
Potta Chakri, Saurabh Pratap, Lakshay, et al.
Decision Analytics Journal (2023) Vol. 7, pp. 100212-100212
Open Access | Times Cited: 25
GRU Neural Network Based on CEEMDAN–Wavelet for Stock Price Prediction
Chenyang Qi, Jiaying Ren, Jin Su
Applied Sciences (2023) Vol. 13, Iss. 12, pp. 7104-7104
Open Access | Times Cited: 25
Association mining based deep learning approach for financial time-series forecasting
Tanya Srivastava, Ishita Mullick, Jatin Bedi
Applied Soft Computing (2024) Vol. 155, pp. 111469-111469
Closed Access | Times Cited: 12
A deep learning integrated framework for predicting stock index price and fluctuation via singular spectrum analysis and particle swarm optimization
Chia‐Hung Wang, Jinchen Yuan, Yingping Zeng, et al.
Applied Intelligence (2024) Vol. 54, Iss. 2, pp. 1770-1797
Closed Access | Times Cited: 11
Stock trend prediction based on dynamic hypergraph spatio-temporal network
Sihao Liao, Liang Xie, Yuanchuang Du, et al.
Applied Soft Computing (2024) Vol. 154, pp. 111329-111329
Closed Access | Times Cited: 9
Sentiment analysis for stock market research: A bibliometric study
Xieling Chen, Haoran Xie, Zongxi Li, et al.
Natural Language Processing Journal (2025), pp. 100125-100125
Open Access | Times Cited: 1
Mapping stock market dynamics: A tripartite neural network approach using modified grid search for stock market prediction
Sachin Singh, Mohinder Singh, Shradha Attri
Expert Systems with Applications (2025), pp. 127243-127243
Closed Access | Times Cited: 1
A multi-feature stock price prediction model based on multi-feature calculation, LASSO feature selection, and Ca-LSTM network
Xiao Dong Chen, Lei Cao, Zhi Cao, et al.
Connection Science (2024) Vol. 36, Iss. 1
Open Access | Times Cited: 6
Predicting Economic Trends and Stock Market Prices with Deep Learning and Advanced Machine Learning Techniques
Victor Chang, Qianwen Xu, Anyamele Chidozie, et al.
Electronics (2024) Vol. 13, Iss. 17, pp. 3396-3396
Open Access | Times Cited: 6
Sentiment analysis using deep learning techniques: a comprehensive review
Chinmayee Sahoo, Mayur Wankhade, Binod Kumar Singh
International Journal of Multimedia Information Retrieval (2023) Vol. 12, Iss. 2
Closed Access | Times Cited: 15
Siamese Graph Convolutional Split-Attention Network with NLP based Social Sentimental Data for enhanced stock price predictions
Jayaraman Kumarappan, R Elakkiya, V. Subramaniyaswamy, et al.
Journal Of Big Data (2024) Vol. 11, Iss. 1
Open Access | Times Cited: 5
A hybrid dual-branch model with recurrence plots and transposed transformer for stock trend prediction
Jingyu Su, Haoyu Li, Ruiqi Wang, et al.
Chaos An Interdisciplinary Journal of Nonlinear Science (2025) Vol. 35, Iss. 1
Closed Access
Multi-modal deep learning for credit rating prediction using text and numerical data streams
Mahsa Tavakoli, Rohitash Chandra, Fengrui Tian, et al.
Applied Soft Computing (2025), pp. 112771-112771
Open Access
Stock market forecasting based on machine learning: The role of investor sentiment
Tingting Ren, Shaofang Li
Physica A Statistical Mechanics and its Applications (2025), pp. 130533-130533
Closed Access
Unraveling asset pricing with AI: A systematic literature review
Yan Chen, Lin Zhang, Zhilong Xie, et al.
Applied Soft Computing (2025), pp. 112978-112978
Closed Access
An Accurate Multiple Data Based Stock Prediction and Sentiment Analysis Using Synergic Deep Info Convolutional Neural Network
T. M. Sanara, M. Umme Salma
Computational Economics (2025)
Closed Access
A novel inter-intra graph neural networks for stock price forecasting modeling cross-border relationships
Maryam Bukhari, Muazzam Maqsood, Asma Sattar
Expert Systems with Applications (2025), pp. 127907-127907
Closed Access
Time Series Prediction for Cryptocurrency Markets with Transformer and Parallel Convolutional Neural Networks
M Izadi, Ehsan Hajizadeh
Applied Soft Computing (2025), pp. 113229-113229
Closed Access
A metal price forecasting framework optimized with TLBO metaheuristic-algorithm and selective for highest returns
Shih‐Hsien Tseng, Manh-Hung Nguyen
Expert Systems with Applications (2025), pp. 127937-127937
Closed Access
A new financial risk prediction model based on deep learning and quasi-oppositional coot algorithm
Fahad M. Alhomayani, Khalil A. Alruwaitee
Alexandria Engineering Journal (2024) Vol. 108, pp. 60-69
Closed Access | Times Cited: 3
Social media and capital markets: an interdisciplinary bibliometric analysis
Wen Long, Mainzhao Guo
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Multi-perspective Learning Based on Transformer for Stock Price Trend
Xiliang Li, Shuoru Chen, Xiaoyan Qiao, et al.
International Journal of Computational Intelligence Systems (2025) Vol. 18, Iss. 1
Open Access
A Deep-Reinforcement-Learning-Based Multi-Source Information Fusion Portfolio Management Approach via Sector Rotation
Yuxiao Yan, Changsheng Zhang, Yang An, et al.
Electronics (2025) Vol. 14, Iss. 5, pp. 1036-1036
Open Access
Forecasting stock market time series through the integration of bee colony optimizer and multivariate empirical mode decomposition with extreme gradient boosting regression
Xuefeng Liu, Zhixin Wu, Jiayue Xin
Engineering Applications of Artificial Intelligence (2025) Vol. 148, pp. 110353-110353
Closed Access
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