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:

Movement forecasting of financial time series based on adaptive LSTM-BN network
Zhen Fang, Xu Ma, Huifeng Pan, et al.
Expert Systems with Applications (2022) Vol. 213, pp. 119207-119207
Closed Access | Times Cited: 58

Showing 1-25 of 58 citing articles:

Real-time forecasting of time series in financial markets using sequentially trained dual-LSTMs
Kelum Gajamannage, Yonggi Park, Dilhani Ishanka Jayathilake
Expert Systems with Applications (2023) Vol. 223, pp. 119879-119879
Closed Access | Times Cited: 41

Modelling and forecasting high-frequency data with jumps based on a hybrid nonparametric regression and LSTM model
Yuping Song, Chunchun Cai, Dexiang Ma, et al.
Expert Systems with Applications (2023) Vol. 237, pp. 121527-121527
Closed Access | Times Cited: 27

McVCsB: A new hybrid deep learning network for stock index prediction
Chenhao Cui, Peiwan Wang, Yong Li, et al.
Expert Systems with Applications (2023) Vol. 232, pp. 120902-120902
Closed Access | Times Cited: 22

Prediction method of mechanical state of high-voltage circuit breakers based on LSTM-SVM
Xiaogang Zheng, Jianxing Li, Qiuyu Yang, et al.
Electric Power Systems Research (2023) Vol. 218, pp. 109224-109224
Closed Access | Times Cited: 17

Encoder–Decoder Based LSTM and GRU Architectures for Stocks and Cryptocurrency Prediction
Joy Dip Das, Ruppa K. Thulasiram, Christopher J. Henry, et al.
Journal of risk and financial management (2024) Vol. 17, Iss. 5, pp. 200-200
Open Access | Times Cited: 6

Machine learning based prediction of flyrock distance in rock blasting: A safe and sustainable mining approach
Blessing Olamide Taiwo, Yewuhalashet Fissha, Shahab Hosseini, et al.
Deleted Journal (2024)
Open Access | Times Cited: 5

Memory Persistence in Minute Frequency Cryptocurrencies: Analysis Based on Hurst-Exponent and LSTM Brownian Diffusion Network
F. Martínez-Farías, José Francisco Martínez-Sánchez, Pablo A. López‐Pérez, et al.
Computational Economics (2025)
Closed Access

A Survey of Cloud Resource Consumption Optimization Methods
Piotr Nawrocki, Mateusz Smendowski
Journal of Grid Computing (2025) Vol. 23, Iss. 1
Closed Access

Analyzing and forecasting P/E ratios using investor sentiment in panel data regression and LSTM models
Aishat Dolaeva, Uliana Beliaeva, Dmitry Grigoriev, et al.
International Review of Economics & Finance (2025), pp. 103840-103840
Open Access

Comprehensive Stock Market Insight: Bayesian Networks for Multi-output Forecasting
Ali Ben Mrad, Brahim Hnich, Amine Lahiani, et al.
Computational Economics (2025)
Closed Access

Verifying Technical Indicator Effectiveness in Cryptocurrency Price Forecasting: a Deep-Learning Time Series Model Based on Sparrow Search Algorithm
Ching‐Hsue Cheng, Jun-He Yang, Jianrong Dai
Cognitive Computation (2025) Vol. 17, Iss. 1
Closed Access

Financial Time Series Prediction Using Pelican Optimized Extreme Learning Machine with Reduced Weights
P. Syamala Rao, G. Parthasaradhi Varma, Durga Prasad Chinta, et al.
Computational Economics (2025)
Closed Access

Enhancing demand forecasting through combination of anomaly detection and continuous improvement
Meysam Jahani, Zahra Zojaji, Fatemeh Raji
Soft Computing (2025)
Closed Access

Dynamic fusion of multi-source heterogeneous data using MOE mechanism for stock prediction
Yuxin Dong, Zirui Wu, Yongtao Hao
Applied Intelligence (2025) Vol. 55, Iss. 6
Closed Access

Short-term offshore wind speed forecasting approach based on multi-stage decomposition and deep residual network with self-attention
Hakan Açıkgöz, Deniz Korkmaz
Engineering Applications of Artificial Intelligence (2025) Vol. 146, pp. 110313-110313
Closed Access

Artificial intelligence-driven financial innovation: A robo-advisor system for robust returns across diversified markets
Qing Zhu, Chenyu Han, Shan Liu, et al.
Expert Systems with Applications (2025), pp. 126881-126881
Closed Access

TFMSNet: A time series forecasting framework with time–frequency analysis and multi-scale processing
Xin Song, Xianglong Zhang, Wang Tian, et al.
Computers & Electrical Engineering (2025) Vol. 123, pp. 110260-110260
Closed Access

Hybrid Transformer-CNN architecture for multivariate time series forecasting: Integrating attention mechanisms with convolutional feature extraction
Abdellah El Zaar, Amine Mansouri, Nabil Benaya, et al.
Journal of Intelligent Information Systems (2025)
Closed Access

Non-Linear Synthetic Time Series Generation for Electroencephalogram Data Using Long Short-Term Memory Models
BAKR RASHID AL-QAYSI, Manuel Rosa-Zurera, Ali Abdulameer Aldujaili
AI (2025) Vol. 6, Iss. 5, pp. 89-89
Open 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

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

Stock Price Time Series Data Forecasting Using the Light Gradient Boosting Machine (LightGBM) Model
Anggit Dwi Hartanto, Yanuar Nur Kholik, Yoga Pristyanto
JOIV International Journal on Informatics Visualization (2023) Vol. 7, Iss. 4, pp. 2270-2270
Open Access | Times Cited: 7

Double-level optimal fuzzy association rules prediction model for time series based on DTW-iL1 fuzzy C-means
Sidong Xian, Chaozheng Li, Miaomiao Feng, et al.
Expert Systems with Applications (2024) Vol. 251, pp. 123959-123959
Closed Access | Times Cited: 2

Neural Network-Based Predictive Models for Stock Market Index Forecasting
Karime Chahuán-Jiménez
Journal of risk and financial management (2024) Vol. 17, Iss. 6, pp. 242-242
Open Access | Times Cited: 2

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