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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:

A novel deep learning framework: Prediction and analysis of financial time series using CEEMD and LSTM
Yongan Zhang, Binbin Yan, Aasma Memon
Expert Systems with Applications (2020) Vol. 159, pp. 113609-113609
Closed Access | Times Cited: 171

Showing 1-25 of 171 citing articles:

Application of hybrid model based on empirical mode decomposition, novel recurrent neural networks and the ARIMA to wind speed prediction
Ming-De Liu, Lin Ding, Yulong Bai
Energy Conversion and Management (2021) Vol. 233, pp. 113917-113917
Closed Access | Times Cited: 271
Stock price prediction using deep learning and frequency decomposition
Hadi Rezaei, Hamidreza Faaljou, Gholamreza Mansourfar
Expert Systems with Applications (2020) Vol. 169, pp. 114332-114332
Closed Access | Times Cited: 251
AI in Finance: Challenges, Techniques, and Opportunities
Longbing Cao
ACM Computing Surveys (2022) Vol. 55, Iss. 3, pp. 1-38
Closed Access | Times Cited: 164
A novel decomposition-ensemble learning framework for multi-step ahead wind energy forecasting
Ramon Gomes da Silva, Matheus Henrique Dal Molin Ribeiro, Sinvaldo Rodrigues Moreno, et al.
Energy (2020) Vol. 216, pp. 119174-119174
Closed Access | Times Cited: 155
Multi-step-ahead wind speed forecasting based on a hybrid decomposition method and temporal convolutional networks
Dan Li, Fuxin Jiang, Min Chen, et al.
Energy (2021) Vol. 238, pp. 121981-121981
Closed Access | Times Cited: 140
Forecasting price in a new hybrid neural network model with machine learning
Rui Zhu, Guang-Yan Zhong, Jiangcheng Li
Expert Systems with Applications (2024) Vol. 249, pp. 123697-123697
Closed Access | Times Cited: 19
A seasonal-trend decomposition-based dendritic neuron model for financial time series prediction
Houtian He, Shangce Gao, Ting Jin, et al.
Applied Soft Computing (2021) Vol. 108, pp. 107488-107488
Open Access | Times Cited: 93
A hybrid NOx emission prediction model based on CEEMDAN and AM-LSTM
Xiaowei Wang, Wenjie Liu, Yingnan Wang, et al.
Fuel (2021) Vol. 310, pp. 122486-122486
Closed Access | Times Cited: 74
A comparative study of mutual information-based input variable selection strategies for the displacement prediction of seepage-driven landslides using optimized support vector regression
Junwei Ma, Yankun Wang, Xiaoxu Niu, et al.
Stochastic Environmental Research and Risk Assessment (2022) Vol. 36, Iss. 10, pp. 3109-3129
Closed Access | Times Cited: 66
COVID19-MLSF: A multi-task learning-based stock market forecasting framework during the COVID-19 pandemic
Chenxun Yuan, Xiang Ma, Hua Wang, et al.
Expert Systems with Applications (2023) Vol. 217, pp. 119549-119549
Open Access | Times Cited: 27
Novel optimization approach for realized volatility forecast of stock price index based on deep reinforcement learning model
Yuanyuan Yu, Yu Lin, Xianping Hou, et al.
Expert Systems with Applications (2023) Vol. 233, pp. 120880-120880
Closed Access | Times Cited: 27
What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting
Mingchen Li, Zishu Cheng, Wencan Lin, et al.
Energy Economics (2023) Vol. 123, pp. 106736-106736
Closed Access | Times Cited: 26
Series decomposition Transformer with period-correlation for stock market index prediction
Zicheng Tao, Wei Wu, Jianxin Wang
Expert Systems with Applications (2023) Vol. 237, pp. 121424-121424
Closed Access | Times Cited: 25
Fault diagnosis of RV reducer based on denoising time–frequency attention neural network
Jianglong Li, Chengsong Zhang, Baoliang Wei, et al.
Expert Systems with Applications (2023) Vol. 238, pp. 121762-121762
Closed Access | Times Cited: 23
Data-driven stock forecasting models based on neural networks: A review
Wuzhida Bao, Yuting Cao, Yin Yang, et al.
Information Fusion (2024) Vol. 113, pp. 102616-102616
Open Access | Times Cited: 12
Forecasting Stock Market Indices Using Padding-Based Fourier Transform Denoising and Time Series Deep Learning Models
Donghwan Song, Adrian Matias Chung Baek, Namhun Kim
IEEE Access (2021) Vol. 9, pp. 83786-83796
Open Access | Times Cited: 45
Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach
Qiwei Xie, Ranran Liu, Tao Qian, et al.
Energy Economics (2021) Vol. 102, pp. 105484-105484
Closed Access | Times Cited: 45
Stock Index Prediction Based on Time Series Decomposition and Hybrid Model
Pin Lv, Qinjuan Wu, Jia Xu, et al.
Entropy (2022) Vol. 24, Iss. 2, pp. 146-146
Open Access | Times Cited: 37
Modal decomposition-based hybrid model for stock index prediction
Pin Lv, Yating Shu, Jia Xu, et al.
Expert Systems with Applications (2022) Vol. 202, pp. 117252-117252
Closed Access | Times Cited: 37
Dual memory scale network for multi-step time series forecasting in thermal environment of aquaculture facility: A case study of recirculating aquaculture water temperature
Guo Yu, Shanhong Zhang, Jinqi Yang, et al.
Expert Systems with Applications (2022) Vol. 208, pp. 118218-118218
Closed Access | Times Cited: 37
A stock time series forecasting approach incorporating candlestick patterns and sequence similarity
Mengxia Liang, Shaocong Wu, Xiaolong Wang, et al.
Expert Systems with Applications (2022) Vol. 205, pp. 117595-117595
Open Access | Times Cited: 30
Eagle Strategy Arithmetic Optimisation Algorithm with Optimal Deep Convolutional Forest Based FinTech Application for Hyper-automation
M. Prakash, S. Neelakandan, Abbas Mardani, et al.
Enterprise Information Systems (2023) Vol. 17, Iss. 10
Closed Access | Times Cited: 19
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market
Zhen-Bin Gao, Jie Zhang
The North American Journal of Economics and Finance (2023) Vol. 66, pp. 101915-101915
Closed Access | Times Cited: 19
Stock price series forecasting using multi-scale modeling with boruta feature selection and adaptive denoising
Jing Li, Yukun Liu, Hongfang Gong, et al.
Applied Soft Computing (2024) Vol. 154, pp. 111365-111365
Closed Access | Times Cited: 6
Stock market index prediction based on reservoir computing models
Weijia Wang, Yong Tang, Jason Xiong, et al.
Expert Systems with Applications (2021) Vol. 178, pp. 115022-115022
Closed Access | Times Cited: 40
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