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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 East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models
Jacinta Chan Phooi M’ng, Mohammadali Mehralizadeh
PLoS ONE (2016) Vol. 11, Iss. 6, pp. e0156338-e0156338
Open Access | Times Cited: 48

Showing 1-25 of 48 citing articles:

A deep learning framework for financial time series using stacked autoencoders and long-short term memory
Wei Bao, Jun Yue, Yulei Rao
PLoS ONE (2017) Vol. 12, Iss. 7, pp. e0180944-e0180944
Open Access | Times Cited: 912
Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets
João Nobre, Rui Neves
Expert Systems with Applications (2019) Vol. 125, pp. 181-194
Closed Access | Times Cited: 249
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
A stock price prediction method based on deep learning technology
Xuan Ji, Jiachen Wang, Zhijun Yan
International Journal of Crowd Science (2021) Vol. 5, Iss. 1, pp. 55-72
Open Access | Times Cited: 109
Deep Learning-based Integrated Framework for stock price movement prediction
Yanli Zhao, Guang Yang
Applied Soft Computing (2022) Vol. 133, pp. 109921-109921
Closed Access | Times Cited: 80
A Comprehensive Survey on Portfolio Optimization, Stock Price and Trend Prediction Using Particle Swarm Optimization
Ankit Thakkar, Kinjal Chaudhari
Archives of Computational Methods in Engineering (2020) Vol. 28, Iss. 4, pp. 2133-2164
Closed Access | Times Cited: 91
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: 59
A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting
Junting Zhang, Haifei Liu, Wei Bai, et al.
The North American Journal of Economics and Finance (2023) Vol. 69, pp. 102022-102022
Closed Access | Times Cited: 26
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
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
Learning to trade in financial time series using high-frequency through wavelet transformation and deep reinforcement learning
Jimin Lee, Hayeong Koh, Hi Jun Choe
Applied Intelligence (2021) Vol. 51, Iss. 8, pp. 6202-6223
Closed Access | Times Cited: 34
Performance Evaluation of CNN and Pre-trained Models for Malware Classification
Omar Habibi, Mohammed Chemmakha, Mohamed Lazaar
Arabian Journal for Science and Engineering (2023) Vol. 48, Iss. 8, pp. 10355-10369
Closed Access | Times Cited: 15
Machine learning applied in the stock market through the Moving Average Convergence Divergence (MACD) indicator
Alberto Antonio Agudelo Aguirre, Ricardo Alfredo Rojas Medina, Néstor Darío Duque Méndez
Investment Management and Financial Innovations (2020) Vol. 17, Iss. 4, pp. 44-60
Open Access | Times Cited: 28
Predicting Chinese Commodity Futures Price: An EEMD-Hurst-LSTM Hybrid Approach
Ke Huang, Zuominyang Zhang, Qiumei Li, et al.
IEEE Access (2023) Vol. 11, pp. 14841-14858
Open Access | Times Cited: 10
Deep reinforcement learning with positional context for intraday trading
Sven Goluža, Tomislav Kovačević, Tessa Bauman, et al.
Evolving Systems (2024) Vol. 15, Iss. 5, pp. 1865-1880
Open Access | Times Cited: 2
Speech enhancement - an enhanced principal component analysis (EPCA) filter approach
V. Srinivasarao, Umesh Ghanekar
Computers & Electrical Engineering (2020) Vol. 85, pp. 106657-106657
Closed Access | Times Cited: 14
A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart
Wenyang Huang, Huiwen Wang, Shanshan Wang
Communication in Statistics- Theory and Methods (2022) Vol. 53, Iss. 10, pp. 3472-3498
Closed Access | Times Cited: 8
Development and evaluation of a java-based deep neural network method for drug response predictions
Beibei Huang, Lon Wolf R. Fong, Rajan Chaudhari, et al.
Frontiers in Artificial Intelligence (2023) Vol. 6
Open Access | Times Cited: 4
Hybrid Wavelet and Principal Component Analyses Approach for Extracting Dynamic Motion Characteristics from Displacement Series Derived from Multipath-Affected High-Rate GNSS Observations
Mosbeh R. Kaloop, Cemal Özer Yiğit, Ahmed El‐Mowafy, et al.
Remote Sensing (2019) Vol. 12, Iss. 1, pp. 79-79
Open Access | Times Cited: 12
A Fund Selection Robo-Advisor with Deep-learning Driven Market Prediction
Chen-Sheng Gu, H. Pierre Hsieh, Chung-Shu Wu, et al.
2022 IEEE International Conference on Systems, Man, and Cybernetics (SMC) (2019), pp. 2845-2850
Closed Access | Times Cited: 9
Analisis Teknikal Return Saham dengan Indikator-Indikator Bollinger Band, Parabolic SAR, dan Stochastic Oscillator
Ikhza Syafa Muis, Maretha Ika Prajawati, S Basir
Jurnal Samudra Ekonomi dan Bisnis (2021) Vol. 12, Iss. 2, pp. 143-153
Open Access | Times Cited: 8
Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model
Siti Aisyah Mohammed, Mohd Aftar Abu Bakar, Noratiqah Mohd Ariff
Communication in Statistics- Theory and Methods (2018) Vol. 49, Iss. 1, pp. 178-188
Closed Access | Times Cited: 7
Biophysical and Structural Characterization of Novel RAS-Binding Domains (RBDs) of PI3Kα and PI3Kγ
Nicholas Martinez, David F. Thieker, Leiah M. Carey, et al.
Journal of Molecular Biology (2021) Vol. 433, Iss. 8, pp. 166838-166838
Open Access | Times Cited: 6
Measuring Financial Time Series Similarity with a View to Identifying Profitable Stock Market Opportunities
Rian Dolphin, Barry Smyth, Yang Xu, et al.
Lecture notes in computer science (2021), pp. 64-78
Open Access | Times Cited: 6
Incorporating textual network improves Chinese stock market analysis
Yi Li, Zichuan Mi, Wenjun Jing
Scientific Reports (2020) Vol. 10, Iss. 1
Open Access | Times Cited: 5
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