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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 Foreign Exchange Volatility Using Deep Learning Autoencoder‐LSTM Techniques
Gunho Jung, Sun‐Yong Choi
Complexity (2021) Vol. 2021, Iss. 1
Open Access | Times Cited: 43

Showing 1-25 of 43 citing articles:

PM2.5 volatility prediction by XGBoost-MLP based on GARCH models
Hongbin Dai, Guangqiu Huang, Huibin Zeng, et al.
Journal of Cleaner Production (2022) Vol. 356, pp. 131898-131898
Closed Access | Times Cited: 79
Forecasting Selected Colombian Shares Using a Hybrid ARIMA-SVR Model
Lihki Rubio, Keyla Alba
Mathematics (2022) Vol. 10, Iss. 13, pp. 2181-2181
Open Access | Times Cited: 39
Forex market forecasting using machine learning: Systematic Literature Review and meta-analysis
Michael Ayitey, Peter Appiahene, Obed Appiah, et al.
Journal Of Big Data (2023) Vol. 10, Iss. 1
Open Access | Times Cited: 32
High frequency volatility forecasting and risk assessment using neural networks-based heteroscedasticity model
Aryan Bhambu, Koushik Bera, Selvaraju Natarajan, et al.
Engineering Applications of Artificial Intelligence (2025) Vol. 149, pp. 110397-110397
Open Access | Times Cited: 1
Recurrent Neural Networks and ARIMA Models for Euro/Dollar Exchange Rate Forecasting
Pedro Escudero‐Villa, Willian Alcocer, Jenny Paredes
Applied Sciences (2021) Vol. 11, Iss. 12, pp. 5658-5658
Open Access | Times Cited: 35
Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility
Eduardo Ramos-Pérez, Pablo Jesús Alonso González, José Javier Núñez‐Velázquez
Mathematics (2021) Vol. 9, Iss. 15, pp. 1794-1794
Open Access | Times Cited: 33
Modeling and Forecasting the Volatility of NIFTY 50 Using GARCH and RNN Models
Vanshu Mahajan, Sunil Thakan, Aashish Malik
Economies (2022) Vol. 10, Iss. 5, pp. 102-102
Open Access | Times Cited: 27
Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks
Dalel Kanzari, Mohamed Sahbi Nakhli, Brahim Gaies, et al.
Research in International Business and Finance (2023) Vol. 65, pp. 101912-101912
Closed Access | Times Cited: 14
Deep learning for algorithmic trading: A systematic review of predictive models and optimization strategies
Mohiuddin Ahmed Bhuiyan, Md. Oliullah Rafi, Gourab Nicholas Rodrigues, et al.
Array (2025), pp. 100390-100390
Open Access
Forecasting Forex EUR/USD Closing Prices Using a Dual-Input Deep Learning Model with Technical and Fundamental Indicators
Abolfazl Saghafi, Maryam Bagherian, Farhad Shokoohi
Mathematics (2025) Vol. 13, Iss. 9, pp. 1472-1472
Open Access
Forecasting multi‐frequency intraday exchange rates using deep learning models
Muhammad Arslan, Ahmed Imran Hunjra, Wajid Shakeel Ahmed, et al.
Journal of Forecasting (2024) Vol. 43, Iss. 5, pp. 1338-1355
Closed Access | Times Cited: 3
Forex market forecasting with two-layer stacked Long Short-Term Memory neural network (LSTM) and correlation analysis
Michael Ayitey, Peter Appiahene, Obed Appiah
Journal of Electrical Systems and Information Technology (2022) Vol. 9, Iss. 1
Open Access | Times Cited: 14
Predicting the 25th and 26th solar cycles using the long short-term memory method
Xiaohuan Liu, Shuguang Zeng, Linhua Deng, et al.
Publications of the Astronomical Society of Japan (2023) Vol. 75, Iss. 3, pp. 691-699
Closed Access | Times Cited: 7
Strategies of Multi-Step-ahead Forecasting for Chaotic Time Series using Autoencoder and LSTM Neural Networks: A Comparative Study
Nguyen Ngoc Phien, Tuan Anh Duong, Jan Platoš
(2023), pp. 55-61
Closed Access | Times Cited: 5
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
An Improving Long Short Term Memory-Grid Search Based Deep Learning Neural Network for Software Effort Estimation
Robert Marco, Sharifah Sakinah, Syed Ahmad, et al.
International journal of intelligent engineering and systems (2023) Vol. 16, Iss. 4, pp. 164-180
Open Access | Times Cited: 4
A Novel Anti-Risk Method for Portfolio Trading Using Deep Reinforcement Learning
Yue Han, Jiapeng Liu, Dongmei Tian, et al.
Electronics (2022) Vol. 11, Iss. 9, pp. 1506-1506
Open Access | Times Cited: 7
Applications of Markov Decision Process Model and Deep Learning in Quantitative Portfolio Management during the COVID-19 Pandemic
Yue Han, Jiapeng Liu, Qin Zhang
Systems (2022) Vol. 10, Iss. 5, pp. 146-146
Open Access | Times Cited: 7
A semi-supervised total electron content anomaly detection method using LSTM-auto-encoder
Ahmad Muhammad, Fatih Külahçı
Journal of Atmospheric and Solar-Terrestrial Physics (2022) Vol. 241, pp. 105979-105979
Open Access | Times Cited: 6
Analysis of the Term Structure of Major Currencies Using Principal Component Analysis and Autoencoders
Soo Chang Chae, Sun‐Yong Choi
Axioms (2022) Vol. 11, Iss. 3, pp. 135-135
Open Access | Times Cited: 4
Exchange Stock Price Prediction using Time Series data: A Survey
Hamid Ghous, Mubasher Malik, Ayesha Mahrukh, et al.
Pakistan Journal of Humanities and Social Sciences (2023) Vol. 11, Iss. 2
Open Access | Times Cited: 2
Prediction Model of International Trade Risk Based on Stochastic Time-Series Neural Network
Lei Xu, Dong Gui-cai
Computational Intelligence and Neuroscience (2022) Vol. 2022, pp. 1-9
Open Access | Times Cited: 3
On searching the best mode for forex forecasting: bidirectional long short-term memory default mode is not enough
Seng Hansun, Farica Perdana Putri, A.Q.M. Khaliq, et al.
IAES International Journal of Artificial Intelligence (2022) Vol. 11, Iss. 4, pp. 1596-1596
Open Access | Times Cited: 3
An enhanced Smart Sampling algorithm based on Deep Learning
Marco Carratù, Salvatore Dello Iacono, Vincenzo Gallo, et al.
2022 IEEE International Instrumentation and Measurement Technology Conference (I2MTC) (2023), pp. 01-06
Closed Access | Times Cited: 1
Autoencoder-Enhanced Clustering: A Dimensionality Reduction Approach to Financial Time Series
Daniel González Cortés, Enrique Onieva, Iker Pastor-López, et al.
IEEE Access (2024) Vol. 12, pp. 16999-17009
Open Access
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