Related papers: Bitcoin Transaction Forecasting with Deep Network …
In this work, we propose to apply a new model fusion and learning paradigm, known as Combinatorial Fusion Analysis (CFA), to the field of Bitcoin price prediction. Price prediction of financial product has always been a big topic in…
A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…
The prediction of both the existence and weight of network links at future time points is essential as complex networks evolve over time. Traditional methods, such as vector autoregression and factor models, have been applied to small,…
The number of users approaching the world of cryptocurrencies exploded in the last years, and consequently the daily interactions on their underlying distributed ledgers have intensified. In this paper, we analyze the flow of these digital…
Cryptocurrencies have gained popularity across various sectors, especially in finance and investment. Despite their growing popularity, cryptocurrencies can be a high-risk investment due to their price volatility. The inherent volatility in…
Predicting metrics associated with entities' transnational behavior within payment processing networks is essential for system monitoring. Multivariate time series, aggregated from the past transaction history, can provide valuable insights…
Since its advent in 2009, Bitcoin (BTC) has garnered increasing attention from both academia and industry. However, due to the massive transaction volume, no systematic study has quantitatively measured the asset decentralization degree…
Blockchain provides the unique and accountable channel for financial forensics by mining its open and immutable transaction data. A recent surge has been witnessed by training machine learning models with cryptocurrency transaction data for…
Multi-horizon price forecasting is central to portfolio allocation, risk management, and algorithmic trading, yet deep learning architectures have proliferated faster than rigorous financial benchmarks can evaluate them. This study provides…
Distributed peer-to-peer (P2P) networking delivers the new blocks and transactions and is critical for the cryptocurrency blockchain system operations. Having poor P2P connectivity reduces the financial rewards from the mining consensus…
This study examines the weak form of the efficient market hypothesis for Bitcoin using a feedforward neural network. Due to the increasing popularity of cryptocurrencies in recent years, the question has arisen, as to whether market…
Currently cryptocurrencies and Decentralized Finance (DeFi), which enable financial services on public blockchains, represents a new growing trend in finance. In contrast to financial markets, ruled by traditional corporations, DeFi is…
We present a study of deep learning applied to the domain of network traffic data forecasting. This is a very important ingredient for network traffic engineering, e.g., intelligent routing, which can optimize network performance,…
Artificial intelligence (AI) has demonstrated remarkable success across various applications. In light of this trend, the field of automated trading has developed a keen interest in leveraging AI techniques to forecast the future prices of…
The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces…
A main focus in economics research is understanding the time series of prices of goods and assets. While statistical models using only the properties of the time series itself have been successful in many aspects, we expect to gain a better…
Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…
In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…
This paper describes the Distributed Ledger Network Analyzer (DiLeNA), a new software tool for the analysis of the transactions network recorded in Distributed Ledger Technologies (DLTs). The set of transactions in a DLT forms a complex…
In this article, we introduce a novel deep learning hybrid model that integrates attention Transformer and Gated Recurrent Unit (GRU) architectures to improve the accuracy of cryptocurrency price predictions. By combining the Transformer's…