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Bitcoin has attracted attention from different market participants due to unpredictable price patterns. Sometimes, the price has exhibited big jumps. Bitcoin prices have also had extreme, unexpected crashes. We test the predictive power of…

Statistical Finance · Quantitative Finance 2021-12-15 Andrés García-Medina , Toan Luu Duc Huynh3

Finance is a particularly challenging application area for deep learning models due to low noise-to-signal ratio, non-stationarity, and partial observability. Non-deliverable-forwards (NDF), a derivatives contract used in foreign exchange…

Machine Learning · Computer Science 2019-09-25 Michael Poli , Jinkyoo Park , Ilija Ilievski

Network traffic prediction is essential for automating modern network management. It is a difficult time series forecasting (TSF) problem that has been addressed by Deep Learning (DL) models due to their ability to capture complex patterns.…

Networking and Internet Architecture · Computer Science 2026-01-07 Eilaf MA Babai , Aalaa MA Babai , Koji Okamura

As the core technology behind Bitcoin, Blockchain's decentralized, tamper-proof, and traceable features make it the preferred platform for organizational innovation. In current Bitcoin, block reward is halved every four years, and…

Cryptography and Security · Computer Science 2022-02-22 Xiongfei Zhao , Yain-Whar Si

In this paper, we introduce the first machine learning framework for predicting optimal processing times in Single-Level Tree Network (SLTN) architectures for the Divisible Load Theory (DLT) paradigm. Using a feedforward neural network(FNN)…

Machine Learning · Computer Science 2026-05-25 Bharadwaj Veeravalli

Deep neural networks (DNNs) are powerful types of artificial neural networks (ANNs) that use several hidden layers. They have recently gained considerable attention in the speech transcription and image recognition community (Krizhevsky et…

Machine Learning · Computer Science 2017-06-15 Matthew Dixon , Diego Klabjan , Jin Hoon Bang

Bitcoin is currently subject to a significant pay-for-speed trade-off. This is caused by lengthy and highly variable transaction confirmation times, especially during times of congestion. Users can reduce their transaction confirmation…

Probability · Mathematics 2024-02-28 Rowel Gündlach , Ivo V. Stoepker , Stella Kapodistria , Jacques A. C. Resing

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural…

Machine Learning · Computer Science 2025-11-17 Nguyen Kim Hai Bui , Nguyen Duy Chien , Péter Kovács , Gergő Bognár

Financial transactions constitute connections between entities and through these connections a large scale heterogeneous weighted graph is formulated. In this labyrinth of interactions that are continuously updated, there exists a variety…

Machine Learning · Computer Science 2020-07-02 Antonia Gogoglou , Brian Nguyen , Alan Salimov , Jonathan Rider , C. Bayan Bruss

Market financial forecasting is a trending area in deep learning. Deep learning models are capable of tackling the classic challenges in stock market data, such as its extremely complicated dynamics as well as long-term temporal…

Statistical Finance · Quantitative Finance 2023-03-17 Shima Nabiee , Nader Bagherzadeh

Real estate appraisal is important for a variety of endeavors such as real estate deals, investment analysis, and real property taxation. Recently, deep learning has shown great promise for real estate appraisal by harnessing substantial…

Machine Learning · Computer Science 2026-03-24 Weijia Zhang , Jindong Han , Hao Liu , Wei Fan , Hao Wang , Hui Xiong

In recent years, cryptocurrencies have attracted growing attention from both private investors and institutions. Among them, Bitcoin stands out for its impressive volatility and widespread influence. This paper explores the predictability…

Statistical Finance · Quantitative Finance 2025-04-29 Grégory Bournassenko

Distributed ledger technologies have opened up a wealth of fine-grained transaction data from cryptocurrencies like Bitcoin and Ethereum. This allows research into problems like anomaly detection, anti-money laundering, pattern mining and…

Social and Information Networks · Computer Science 2024-10-07 Naomi A. Arnold , Peijie Zhong , Cheick Tidiane Ba , Ben Steer , Raul Mondragon , Felix Cuadrado , Renaud Lambiotte , Richard G. Clegg

Accurate traffic flow prediction is essential for applications like transport logistics but remains challenging due to complex spatio-temporal correlations and non-linear traffic patterns. Existing methods often model spatial and temporal…

Machine Learning · Computer Science 2025-03-18 Jing Chen , Haocheng Ye , Zhian Ying , Yuntao Sun , Wenqiang Xu

With emergence of blockchain technologies and the associated cryptocurrencies, such as Bitcoin, understanding network dynamics behind Blockchain graphs has become a rapidly evolving research direction. Unlike other financial networks, such…

Cryptocurrencies are distributed systems that allow exchanges of native (and non-) tokens among participants. The complete historical bookkeeping and its wide availability opens up an unprecedented possibility, i.e. that of understanding…

Physics and Society · Physics 2020-12-02 Nicolò Vallarano , Claudio Tessone , Tiziano Squartini

The study of time series has motivated many researchers, particularly on the area of multivariate-analysis. The study of co-movements and dependency between random variables leads us to develop metrics to describe existing connection…

Machine Learning · Computer Science 2022-03-08 Hugo Schnoering , Hugo Inzirillo

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

Statistical Finance · Quantitative Finance 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

Uncertainty quantification is crucial in time series prediction, and quantile regression offers a valuable mechanism for uncertainty quantification which is useful for extreme value forecasting. Although deep learning models have been…

Machine Learning · Computer Science 2024-11-26 Jimmy Cheung , Smruthi Rangarajan , Amelia Maddocks , Xizhe Chen , Rohitash Chandra

The burgeoning e-Commerce sector requires advanced solutions for the detection of transaction fraud. With an increasing risk of financial information theft and account takeovers, deep learning methods have become integral to the embedding…

Machine Learning · Computer Science 2025-05-19 Bo Qu , Zhurong Wang , Minghao Gu , Daisuke Yagi , Yang Zhao , Yinan Shan , Frank Zahradnik