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Stock prices forecasting has always been a challenging task. Although many research projects try to address the problem, few of them pay attention to the varying degrees of dependencies between stock prices. In this paper, we introduce a…

Machine Learning · Computer Science 2025-04-02 Yuanzhe Jia , Ali Anaissi , Basem Suleiman

Ensuring sustainability demands more efficient energy management with minimized energy wastage. Therefore, the power grid of the future should provide an unprecedented level of flexibility in energy management. To that end, intelligent…

Neural and Evolutionary Computing · Computer Science 2018-11-29 Daniel L. Marino , Kasun Amarasinghe , Milos Manic

The present document delineates the analysis, design, implementation, and benchmarking of various neural network architectures within a short-term frequency prediction system for the foreign exchange market (FOREX). Our aim is to simulate…

Mathematical Finance · Quantitative Finance 2024-05-15 Theodoros Zafeiriou , Dimitris Kalles

The stock market is a fundamental component of financial systems, reflecting economic health, providing investment opportunities, and influencing global dynamics. Accurate stock market predictions can lead to significant gains and promote…

Machine Learning · Computer Science 2024-08-23 Gonzalo Lopez Gil , Paul Duhamel-Sebline , Andrew McCarren

This document analyzes price discovery in cryptocurrency markets by comparing centralized and decentralized exchanges, as well as spot and futures markets. The study focuses first on Ethereum (ETH) and then applies a similar approach to…

Trading and Market Microstructure · Quantitative Finance 2025-06-11 Juan Plazuelo Pascual , Carlos Tardon Rubio , Juan Toro Cebada , Angel Hernando Veciana

With the increasing maturity and expansion of the cryptocurrency market, understanding and predicting its price fluctuations has become an important issue in the field of financial engineering. This article introduces an innovative Genetic…

Computational Finance · Quantitative Finance 2024-11-06 Quechen Yang

Many prominent smart-contract applications such as payment channels, auctions, and voting systems often involve a mechanism in which some party must respond to a challenge or appeal some action within a fixed time limit. This pattern of…

Cryptography and Security · Computer Science 2022-09-27 Ayelet Lotem , Sarah Azouvi , Patrick McCorry , Aviv Zohar

In the dynamic landscape of the Web, we are witnessing the emergence of the Web3 paradigm, which dictates that platforms should rely on blockchain technology and cryptocurrencies to sustain themselves and their profitability.…

Social and Information Networks · Computer Science 2025-03-20 Cheick Tidiane Ba , Richard G. Clegg , Ben A. Steer , Matteo Zignani

In this paper, we introduce a new approach to multivariate forecasting cryptocurrency prices using a hybrid contextual model combining exponential smoothing (ES) and recurrent neural network (RNN). The model consists of two tracks: the…

Machine Learning · Computer Science 2025-04-15 Slawek Smyl , Grzegorz Dudek , Paweł Pełka

This work aims to implement Long Short-Term Memory mixture density networks (LSTM-MDNs) for Value-at-Risk forecasting and compare their performance with established models (historical simulation, CMM, and GARCH) using a defined backtesting…

Computational Finance · Quantitative Finance 2025-01-03 Nico Herrig

The openness and transparency of Ethereum transaction data make it easy to be exploited by any entities, executing malicious attacks. The sandwich attack manipulates the Automated Market Maker (AMM) mechanism, profiting from manipulating…

Cryptography and Security · Computer Science 2024-06-11 Zekai Liu , Xiaoqi Li , Hongli Peng , Wenkai Li

Ethereum's transaction pool (mempool) dynamics and fee market efficiency critically affect transaction inclusion, validator workload, and overall network performance. This research empirically analyzes gas price variations, mempool…

Cryptography and Security · Computer Science 2025-06-10 S M Mostaq Hossain , Amani Altarawneh

This paper introduces CryptoAnalytics, a software toolkit for cryptocoins price forecasting with machine learning (ML) techniques. Cryptocoins are tradable digital assets exchanged for specific trading prices. While history has shown the…

Computational Engineering, Finance, and Science · Computer Science 2024-09-09 Pasquale De Rosa , Pascal Felber , Valerio Schiavoni

Accurate power load forecasting is essential for the efficient operation and planning of electrical grids, particularly given the increased variability and complexity introduced by renewable energy sources. This paper introduces GAT-LSTM, a…

Machine Learning · Computer Science 2025-02-13 Ugochukwu Orji , Çiçek Güven , Dan Stowell

Accurate real-time traffic flow prediction can be leveraged to relieve traffic congestion and associated negative impacts. The existing centralized deep learning methodologies have demonstrated high prediction accuracy, but suffer from…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-05-30 Collin Meese , Hang Chen , Syed Ali Asif , Wanxin Li , Chien-Chung Shen , Mark Nejad

Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial…

Machine Learning · Computer Science 2019-03-01 Sangyeon Kim , Myungjoo Kang

As transaction fees skyrocket today, blockchains become increasingly expensive, hurting their adoption in broader applications. This work tackles the saving of transaction fees for economic blockchain applications. The key insight is that…

Cryptography and Security · Computer Science 2022-10-11 Yibo Wang , Yuzhe Tang

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

Statistical Finance · Quantitative Finance 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

Renewable energy adoption has increased significantly over the past few years. However, with the increasing adoption of renewable energy, forecasting the net load has become a major challenge due to the inherent uncertainty associated with…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Oluwafolajimi Samuel Bolusteve , Linhan Fang , Xingpeng Li

Charts are a crucial visual medium for communicating and representing information. While Large Vision-Language Models (LVLMs) have made progress on chart question answering (CQA), the task remains challenging, particularly when models…

Computation and Language · Computer Science 2025-09-17 Ali Salamatian , Amirhossein Abaskohi , Wan-Cyuan Fan , Mir Rayat Imtiaz Hossain , Leonid Sigal , Giuseppe Carenini