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Motivated by empirical observations on the interplay of trends and reversion, a lattice gas model of financial markets is presented. The shares of an asset are modeled by gas molecules that are distributed across a hidden social network of…

Statistical Finance · Quantitative Finance 2022-03-02 Christof Schmidhuber

The use of cryptocurrencies has led to an increase in illicit activities such as money laundering, with traditional rule-based approaches becoming less effective in detecting and preventing such activities. In this paper, we propose a novel…

Machine Learning · Computer Science 2024-10-10 Hrushyang Adloori , Vaishnavi Dasanapu , Abhijith Chandra Mergu

We study the liquid democracy problem, where each voter can either directly vote to a candidate or delegate his voting power to a proxy. We consider the implementation of liquid democracy on the blockchain through Ethereum smart contract…

Cryptography and Security · Computer Science 2020-06-01 Xuepeng Fan , Peng Li , Yulong Zeng , Xiaoping Zhou

Mitigating the substantial undesirable impact of transportation systems on the environment is paramount. Thus, predicting Greenhouse Gas (GHG) emissions is one of the profound topics, especially with the emergence of intelligent…

Signal Processing · Electrical Eng. & Systems 2020-12-07 Lama Alfaseeh , Ran Tu , Bilal Farooq , Marianne Hatzopoulou

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

The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we identify novel features extracted from emergent and…

Statistical Finance · Quantitative Finance 2024-09-09 Gabriel Rodrigues Palma , Mariusz Skoczeń , Phil Maguire

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and…

Statistical Finance · Quantitative Finance 2021-09-07 Sidra Mehtab , Jaydip Sen

A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…

Machine Learning · Computer Science 2018-10-24 Yongli Zhu , Songtao Lu , Renchang Dai , Guangyi Liu , Zhiwei Wang

Predicting stock price movements during Earnings Announcements (EAs) is a significant challenge due to market noise and high-impact price discontinuities. In this study, we evaluate whether pre-announcement news sentiment, firm…

Machine Learning · Computer Science 2026-05-26 Manuel Noseda , Nathan Soldati , Marco Paina

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

Portfolio allocation via stock price prediction is inherently difficult due to the notoriously low signal-to-noise ratio of stock time series. This paper proposes a method by integrating wavelet transform convolution and channel attention…

Statistical Finance · Quantitative Finance 2025-07-08 Junjie Guo

Ethereum has become one of the primary global platforms for cryptocurrency, playing an important role in promoting the diversification of the financial ecosystem. However, the relative lag in regulation has led to a proliferation of…

Cryptography and Security · Computer Science 2024-07-03 Jiajun Zhou , Xuanze Chen , Shengbo Gong , Chenkai Hu , Chengxiang Jin , Shanqing Yu , Qi Xuan

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…

Statistical Finance · Quantitative Finance 2026-03-19 Nabeel Ahmad Saidd

Climate change increases the frequency of extreme rainfall, placing a significant strain on urban infrastructures, especially Combined Sewer Systems (CSS). Overflows from overburdened CSS release untreated wastewater into surface waters,…

Machine Learning · Computer Science 2025-08-13 Vipin Singh , Tianheng Ling , Teodor Chiaburu , Felix Biessmann

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

Statistical Finance · Quantitative Finance 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

We propose a novel framework for off-chain execution and verification of computationally-intensive smart contracts. Our framework is the first solution that avoids duplication of computing effort across multiple contractors, does not…

Cryptography and Security · Computer Science 2021-04-27 Emrah Sariboz , Kartick Kolachala , Gaurav Panwar , Roopa Vishwanathan , Satyajayant Misra

With the development of blockchain technology, the cryptocurrency based on blockchain technology is becoming more and more popular. This gave birth to a huge cryptocurrency transaction network has received widespread attention. Link…

Machine Learning · Computer Science 2022-08-04 Zhou Yue , Liu ZhiGang , Yuan Ye

This research proposes a cutting-edge ensemble deep learning framework for stock price prediction by combining three advanced neural network architectures: The particular areas of interest for the research include but are not limited to:…

Computational Finance · Quantitative Finance 2025-03-31 Anindya Sarkar , G. Vadivu

We are concerned with robust and accurate forecasting of multiphase flow rates in wells and pipelines during oil and gas production. In practice, the possibility to physically measure the rates is often limited; besides, it is desirable to…

Neural and Evolutionary Computing · Computer Science 2018-02-16 Nikolai Andrianov

Stock return prediction is fundamental to financial decision-making, yet traditional time series models fail to capture the complex interdependencies between companies in modern markets. We propose the Full-State Graph Convolutional LSTM…

Statistical Finance · Quantitative Finance 2025-12-09 Chang Liu