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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:

Stock Movement Prediction Based on Bi-Typed Hybrid-Relational Market Knowledge Graph Via Dual Attention Networks
Yu Zhao, Huaming Du, Ying Liu, et al.
IEEE Transactions on Knowledge and Data Engineering (2022), pp. 1-12
Open Access | Times Cited: 33

Showing 1-25 of 33 citing articles:

SR-HGN: Semantic- and Relation-Aware Heterogeneous Graph Neural Network
Zehong Wang, Donghua Yu, Qi Li, et al.
Expert Systems with Applications (2023) Vol. 224, pp. 119982-119982
Closed Access | Times Cited: 31
Aspect-based sentiment classification with aspect-specific hypergraph attention networks
Jihong Ouyang, Chang Xuan, Bing Wang, et al.
Expert Systems with Applications (2024) Vol. 248, pp. 123412-123412
Closed Access | Times Cited: 14
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
Insurtech in Europe: identifying the top investment priorities for driving innovation
Serkan Eti, Hasan Dınçer, Hasan Meral, et al.
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 6
Hybrid Information Mixing Module for Stock Movement Prediction
Jooweon Choi, Shiyong Yoo, Xiao Zhou, et al.
IEEE Access (2023) Vol. 11, pp. 28781-28790
Open Access | Times Cited: 16
A Review of Knowledge Graph-Based Reasoning Technology in the Operation of Power Systems
Rui Liu, Rong Fu, Kang Xu, et al.
Applied Sciences (2023) Vol. 13, Iss. 7, pp. 4357-4357
Open Access | Times Cited: 14
ESIE-BERT: Enriching sub-words information explicitly with BERT for intent classification and slot filling
Yu Guo, Zhilong Xie, Xingyan Chen, et al.
Neurocomputing (2024) Vol. 591, pp. 127725-127725
Closed Access | Times Cited: 5
Multi-relational graph contrastive learning with learnable graph augmentation
Xian Mo, Jun Pang, Binyuan Wan, et al.
Neural Networks (2024) Vol. 181, pp. 106757-106757
Closed Access | Times Cited: 4
ComNC: A unified framework for trends prediction integrating node and concept effects
S. Y. Xiao, Qing Li, Xiaoyue Gong, et al.
Neurocomputing (2025), pp. 129721-129721
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
Leveraging Multimodal Data and Deep Learning for Enhanced Stock Market Prediction
Pinky Gangwani, Vikas Panthi
(2025), pp. 93-127
Closed Access
MCI-GRU: Stock prediction model based on multi-head cross-attention and improved GRU
Peng Zhu, Yuante Li, Yifan Hu, et al.
Neurocomputing (2025), pp. 130168-130168
Closed Access
Long-term multivariate time series forecasting model based on Gaussian fuzzy information granules
Chenglong Zhu, Xueling Ma, Pierpaolo D’Urso, et al.
IEEE Transactions on Fuzzy Systems (2024) Vol. 32, Iss. 11, pp. 6424-6438
Closed Access | Times Cited: 2
A Systematic Review on Graph Neural Network-based Methods for Stock Market Forecasting
Manali Patel, Krupa Jariwala, Chiranjoy Chattopadhyay
ACM Computing Surveys (2024)
Closed Access | Times Cited: 2
ADAPTEN: Adaptive Ensembles Leveraging Feature Engineering for Real-Time Market Analysis
Fiza Noor, Inam Ullah Khan
(2024)
Open Access | Times Cited: 1
Heterogeneous Dual-Dynamic Attention Network for Modeling Mutual Interplay of Stocks
Haotian Liu, Yadong Zhou, Yuxun Zhou, et al.
IEEE Transactions on Artificial Intelligence (2024) Vol. 5, Iss. 7, pp. 3595-3606
Closed Access | Times Cited: 1
MF-DAT: a stock trend prediction of the double-graph attention network based on multisource information fusion
Kun Huang, Xiaoming Li, Naixue Xiong, et al.
Multimedia Systems (2024) Vol. 30, Iss. 3
Open Access | Times Cited: 1
Financial risk assessment of imbalanced data based on nonlinear causal time-series network
Xiaoyang Li, Weimin Li, Xiao Yu, et al.
Information Processing & Management (2024) Vol. 62, Iss. 3, pp. 104025-104025
Closed Access | Times Cited: 1
Stock Price Movement Prediction based on Relation Type guided Graph Convolutional Network
Hao Peng, Ke Dong, Jie Yang
Engineering Applications of Artificial Intelligence (2023) Vol. 126, pp. 106948-106948
Closed Access | Times Cited: 3
Exploring Multi-Time Context Vector and Randomness for Stock Movement Prediction
Kanghyeon Seo, Jihoon Yang
2021 IEEE International Conference on Big Data (Big Data) (2022), pp. 1114-1123
Closed Access | Times Cited: 3
Design and Implementation on Citation Network Link Prediction System Based on GAT
Yiqin Bao, Wenbin Xu, Lei Wang
Frontiers in artificial intelligence and applications (2024)
Open Access
Uncertainty Estimation of Stock Price Trends Using Disentangled Representation Learning
Ahmad Asadi, Reza Safabakhsh
(2024)
Closed Access
Predicting Stock Price Movements in Volatile Markets: A Multi-Model Fusion Approach
Kondeti Poojitha, Li-bin Rao, Koppula Thirumala Dhilip Kumar, et al.
(2024) Vol. 8, pp. 1-6
Closed Access
Image sequence-based Financial Time Series forecasting with Self-Supervised Learning
Ningxin Li, Lidong Xu, Jianke Zou, et al.
Research Square (Research Square) (2024)
Open Access
Multi-Modal Learning-Based Interval Type-2 Fuzzy Neural Network
Chenxuan Sun, Xiaolong Wu, Hongyan Yang, et al.
IEEE Transactions on Fuzzy Systems (2024) Vol. 32, Iss. 11, pp. 6409-6423
Closed Access
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