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The aim of this paper is to investigate the effect of a novel method called linear law-based feature space transformation (LLT) on the accuracy of intraday price movement prediction of cryptocurrencies. To do this, the 1-minute interval…

Statistical Finance · Quantitative Finance 2023-05-09 Marcell T. Kurbucz , Péter Pósfay , Antal Jakovác

In general, deep learning models use to make informed decisions immensely. Developed models are mainly based on centralized servers, which face several issues, including transparency, traceability, reliability, security, and privacy. In…

Cryptography and Security · Computer Science 2023-03-28 Asma Jodeiri Akbarfam , Sina Barazandeh , Hoda Maleki , Deepti Gupta

This study proposes a hybrid deep learning model for forecasting the price of Bitcoin, as the digital currency is known to exhibit frequent fluctuations. The models used are the Variational Mode Decomposition (VMD) and the Long Short-Term…

Statistical Finance · Quantitative Finance 2025-10-21 Emmanuel Boadi

Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work…

Machine Learning · Computer Science 2021-10-29 Nathan Crone , Eoin Brophy , Tomas Ward

Digital currencies have become popular in the last decade due to their non-dependency and decentralized nature. The price of these currencies has seen a lot of fluctuations at times, which has increased the need for prediction. As their…

Statistical Finance · Quantitative Finance 2025-01-24 Ramin Mousa , Meysam Afrookhteh , Hooman Khaloo , Amir Ali Bengari , Gholamreza Heidary

With the development of communication technologies in 5G networks and the Internet of things (IoT), a massive amount of generated data can improve machine learning (ML) inference through data sharing. However, security and privacy concerns…

Cryptography and Security · Computer Science 2021-07-20 Haemin Lee , Joongheon Kim

With the escalating prevalence of malicious activities exploiting vulnerabilities in blockchain systems, there is an urgent requirement for robust attack detection mechanisms. To address this challenge, this paper presents a novel…

Following the birth of Bitcoin and the introduction of the Ethereum ERC20 protocol a decade ago, recent years have witnessed a growing number of cryptographic tokens that are being introduced by researchers, private sector companies and…

Physics and Society · Physics 2020-04-20 Shahar Somin , Goren Gordon , Alex Pentland , Erez Shmueli , Yaniv Altshuler

Cryptocurrencies, such as Bitcoin, are one of the most controversial and complex technological innovations in today's financial system. This study aims to forecast the movements of Bitcoin prices at a high degree of accuracy. To this aim,…

Computational Finance · Quantitative Finance 2023-03-09 Hakan Pabuccu , Serdar Ongan , Ayse Ongan

This paper proposes a random network model for blockchains, a distributed hierarchical data structure of blocks that has found several applications in various industries. The model is parametric on two probability distribution functions…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-17 Carlos Pinzón , Camilo Rocha , Jorge Finke

Identifying reputable Ethereum projects remains a critical challenge within the expanding blockchain ecosystem. The ability to distinguish between legitimate initiatives and potentially fraudulent schemes is non-trivial. This work presents…

Cryptography and Security · Computer Science 2025-03-21 Cyrus Malik , Josef Bajada , Joshua Ellul

For the modern world where data is becoming one of the most valuable assets, robust data privacy policies rooted in the fundamental infrastructure of networks and applications are becoming an even bigger necessity to secure sensitive user…

Cryptography and Security · Computer Science 2019-12-11 Anudit Nagar

The convergence of mobile edge computing (MEC) and blockchain is transforming the current computing services in wireless Internet-of-Things networks, by enabling task offloading with security enhancement based on blockchain mining. Yet the…

Blockchain has emerged as a leading technology that ensures security in a distributed framework. Recently, it has been shown that blockchain can be used to convert traditional blocks of any deep learning models into secure systems. In this…

Cryptography and Security · Computer Science 2020-08-04 Akhil Goel , Akshay Agarwal , Mayank Vatsa , Richa Singh , Nalini Ratha

Utilizing graph analytics and learning has proven to be an effective method for exploring aspects of crypto economics such as network effects, decentralization, tokenomics, and fraud detection. However, the majority of existing research…

Computational Engineering, Finance, and Science · Computer Science 2024-03-12 Bingqiao Luo

As Machine Learning (ML) models are becoming increasingly complex, one of the central challenges is their deployment at scale, such that companies and organizations can create value through Artificial Intelligence (AI). An emerging paradigm…

Machine Learning · Computer Science 2021-12-07 Lam Duc Nguyen , Shashi Raj Pandey , Soret Beatriz , Arne Broering , Petar Popovski

The integration of bots in Distributed Ledger Technologies (DLTs) fosters efficiency and automation. However, their use is also associated with predatory trading and market manipulation, and can pose threats to system integrity. It is…

Cryptography and Security · Computer Science 2025-01-03 Thomas Niedermayer , Pietro Saggese , Bernhard Haslhofer

Machine learning models offer the capability to forecast future energy production or consumption and infer essential unknown variables from existing data. However, legal and policy constraints within specific energy sectors render the data…

Machine Learning · Computer Science 2024-06-10 Lei Xu , Yulong Chen , Yuntian Chen , Longfeng Nie , Xuetao Wei , Liang Xue , Dongxiao Zhang

Blockchain is gaining extensive attention due to its provision of secure and decentralized resource sharing manner. However, the incumbent blockchain systems also suffer from a number of challenges in operational maintenance, quality…

Cryptography and Security · Computer Science 2020-04-07 Zibin Zheng , Hong-Ning Dai , Jiajing Wu

This paper will propose a novel machine learning based portfolio management method in the context of the cryptocurrency market. Previous researchers mainly focus on the prediction of the movement for specific cryptocurrency such as the…

Machine Learning · Computer Science 2025-12-10 Zijiang Yang
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