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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:

Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data
Ymir Mäkinen, Juho Kanniainen, Moncef Gabbouj, et al.
Quantitative Finance (2019) Vol. 19, Iss. 12, pp. 2033-2050
Open Access | Times Cited: 56

Showing 1-25 of 56 citing articles:

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: 173
Convolution on neural networks for high-frequency trend prediction of cryptocurrency exchange rates using technical indicators
S. Alonso Monsalve, Andrés L. Suárez‐Cetrulo, Alejandro Cervantes, et al.
Expert Systems with Applications (2020) Vol. 149, pp. 113250-113250
Closed Access | Times Cited: 160
Deep Adaptive Input Normalization for Time Series Forecasting
Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, et al.
IEEE Transactions on Neural Networks and Learning Systems (2019) Vol. 31, Iss. 9, pp. 3760-3765
Open Access | Times Cited: 132
Trend Prediction Classification for High Frequency Bitcoin Time Series with Deep Learning
Takuya Shintate, Lukáš Pichl
Journal of risk and financial management (2019) Vol. 12, Iss. 1, pp. 17-17
Open Access | Times Cited: 78
Ascertaining price formation in cryptocurrency markets with machine learning
Fan Fang, Waichung Chung, Carmine Ventre, et al.
European Journal of Finance (2021) Vol. 30, Iss. 1, pp. 78-100
Open Access | Times Cited: 61
Machine Learning Algorithm for Cryptocurrencies Price Prediction
Joseph Bamidele Awotunde, Roseline Oluwaseun Ogundokun, Rasheed Gbenga Jimoh, et al.
Studies in computational intelligence (2021), pp. 421-447
Closed Access | Times Cited: 45
Knowledge Discovery on Cryptocurrency Exchange Rate Prediction Using Machine Learning Pipelines
Zeinab Shahbazi, Yung-Cheol Byun
Sensors (2022) Vol. 22, Iss. 5, pp. 1740-1740
Open Access | Times Cited: 29
Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book
Petter N. Kolm, Jeremy Turiel, Nicholas Westray
Mathematical Finance (2023) Vol. 33, Iss. 4, pp. 1044-1081
Closed Access | Times Cited: 17
Multivariate Realized Volatility Forecasting with Graph Neural Network
Qinkai Chen, Christian-Yann Robert
(2022), pp. 156-164
Open Access | Times Cited: 21
Deep Reinforcement Learning in Non-Markov Market-Making
Luca Lalor, Anatoliy Swishchuk
Risks (2025) Vol. 13, Iss. 3, pp. 40-40
Open Access
Jump Detection Using Deep Learning: With Applications to Financial Time Series Data
Weizheng Chen, Zhang Guang
Computational Economics (2025)
Closed Access
Discovery and Prediction of Stock Index Pattern via Three-Stage Architecture of TICC, TPA-LSTM and Multivariate LSTM-FCNs
Hongbing Ouyang, Xiaolu Wei, Qiufeng Wu
IEEE Access (2020) Vol. 8, pp. 123683-123700
Open Access | Times Cited: 25
Predicting intraday jumps in stock prices using liquidity measures and technical indicators
Ao Kong, Hongliang Zhu, Robert Azencott
Journal of Forecasting (2020) Vol. 40, Iss. 3, pp. 416-438
Open Access | Times Cited: 21
Pattern recognition system for rapid detection of gases using microfluidic olfaction detector: A case study using methane and ethane
Mohamed Tarek Aly, Nishat Tasnim, Homayoun Najjaran, et al.
Sensors and Actuators B Chemical (2023) Vol. 403, pp. 135201-135201
Closed Access | Times Cited: 7
Financial Forecasting With α-RNNs: A Time Series Modeling Approach
Matthew Dixon, Justin London
Frontiers in Applied Mathematics and Statistics (2021) Vol. 6
Open Access | Times Cited: 18
Stock Movement Prediction with Financial News using Contextualized Embedding from BERT
Qinkai Chen
arXiv (Cornell University) (2021)
Open Access | Times Cited: 13
Multi-head Temporal Attention-Augmented Bilinear Network for Financial time series prediction
Mostafa Shabani, Dat Thanh Tran, Martin Magris, et al.
2021 29th European Signal Processing Conference (EUSIPCO) (2022), pp. 1487-1491
Open Access | Times Cited: 10
Forecasting Bitcoin Volatility Using Hybrid GARCH Models with Machine Learning
Mamoona Zahid, Farhat Iqbal, Dimitrios Koutmos
Risks (2022) Vol. 10, Iss. 12, pp. 237-237
Open Access | Times Cited: 8
Jump forecasting in foreign exchange markets: A high‐frequency analysis
Sevcan Uzun, Ahmet Şensoy, Duc Khuong Nguyen
Journal of Forecasting (2023) Vol. 42, Iss. 3, pp. 578-624
Closed Access | Times Cited: 4
Improving Deep Learning of Alpha Term Structures from the Order Book
Petter N. Kolm, Nicholas Westray
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Order book mid-price movement inference by CatBoost classifier from convolutional feature maps
Guilherme Augusto Bileki, Flávio Barboza, Luiz Henrique C. Silva, et al.
Applied Soft Computing (2021) Vol. 116, pp. 108274-108274
Closed Access | Times Cited: 9
Research on Forecasting and Risk Measurement of Internet Money Fund Returns Based on Error-Corrected 1DCNN-LSTM-SAM and VaR: Evidence From China
Wang Tengxi
IEEE Access (2023) Vol. 11, pp. 94205-94217
Open Access | Times Cited: 3
Financial decisions support using the supervised learning method based on random forests
Klaudia Kaczmarczyk, Marcin Hernes
Procedia Computer Science (2020) Vol. 176, pp. 2802-2811
Open Access | Times Cited: 8
Transformers for Limit Order Books
James Wallbridge
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 7
Empirical evidence of the impact of mobility on property crimes during the first two waves of the COVID-19 pandemic
Kandaswamy Paramasivan, Rahul Subburaj, Saish Jaiswal, et al.
Humanities and Social Sciences Communications (2022) Vol. 9, Iss. 1
Open Access | Times Cited: 5
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