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Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…

Computational Finance · Quantitative Finance 2025-10-10 Kairan Hong , Jinling Gan , Qiushi Tian , Yanglinxuan Guo , Rui Guo , Runnan Li

The rapid growth in popularity and hype surrounding digital assets such as art, video, and music in the form of non-fungible tokens (NFTs) has made them a lucrative investment opportunity, with NFT-based sales surpassing $25B in 2021 alone.…

Cryptography and Security · Computer Science 2023-09-12 Sayak Saha Roy , Dipanjan Das , Priyanka Bose , Christopher Kruegel , Giovanni Vigna , Shirin Nilizadeh

Crypto donations now represent a significant fraction of charitable giving worldwide. Nonfungible token (NFT) charity fundraisers, which involve the sale of NFTs of artistic works with the proceeds donated to philanthropic causes, have…

General Economics · Economics 2026-02-27 Chen Liang , Murat Tunc , Gordon Burtch

Quality estimation is omnipresent in machine translation, for both evaluation and generation. Unfortunately, quality estimation models are often opaque and computationally expensive, making them impractical to be part of large-scale…

Computation and Language · Computer Science 2025-07-09 Vilém Zouhar , Maike Züfle , Beni Egressy , Julius Cheng , Mrinmaya Sachan , Jan Niehues

With the rise of "Metaverse" and "Web 3.0", Non-Fungible Token (NFT) has emerged as a kind of pivotal digital asset, garnering significant attention. By the end of March 2024, more than 1.7 billion NFTs have been minted across various…

Information Retrieval · Computer Science 2024-10-18 Shuxun Wang , Yunfei Lei , Ziqi Zhang , Wei Liu , Haowei Liu , Li Yang , Wenjuan Li , Bing Li , Weiming Hu

The smart contract-based markets for non-fungible tokens (NFTs) on the Ethereum blockchain have seen tremendous growth in 2021, with trading volumes peaking at 3.5b in September 2021. This dramatic surge has led to industry observers…

Cryptography and Security · Computer Science 2022-02-09 Victor von Wachter , Johannes Rude Jensen , Ferdinand Regner , Omri Ross

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

In this paper, we design and implement a web crawler system based on the Solana blockchain for the automated collection and analysis of market data for popular non-fungible tokens (NFTs) on the chain. Firstly, the basic information and…

Cryptography and Security · Computer Science 2026-02-03 Chengxin Shen , Zhongwen Li , Xiaoqi Li , Zongwei Li

The prevalent use of Transformer-like models, exemplified by ChatGPT in modern language processing applications, underscores the critical need for enabling private inference essential for many cloud-based services reliant on such models.…

Machine Learning · Computer Science 2024-09-10 Xiangrui Xu , Qiao Zhang , Rui Ning , Chunsheng Xin , Hongyi Wu

Predicting price spikes in critical metals such as Cobalt, Copper, Magnesium, and Nickel is crucial for mitigating economic risks associated with global trends like the energy transition and reshoring of manufacturing. While traditional…

Accurate and efficient pricing of multi-asset basket options poses a significant challenge, especially when dealing with complex real-world data. In this work, we investigate the role of quantum-enhanced uncertainty modeling in financial…

Quantum Physics · Physics 2026-02-12 Muhammad Kashif , Shaf Khalid , Nouhaila Innan , Alberto Marchisio , Muhammad Shafique

The influence of Commodity Trading Advisors (CTA) on the price process is explored with the help of a simple model. CTA managers are taken to be Kelly optimisers, which invest a fixed proportion of their assets in the risky asset and the…

Portfolio Management · Quantitative Finance 2016-11-01 Bernhard K. Meister

The Non-Fungible Token (NFT) is viewed as one of the important applications of blockchain technology. Although NFT has a large market scale and multiple practical standards, several limitations of the existing mechanism in NFT markets…

Computer Science and Game Theory · Computer Science 2022-08-02 Hongyin Chen , Yukun Cheng , Xiaotie Deng , Wenhan Huang , Linxuan Rong

In the evolving domain of cryptocurrency markets, accurate token valuation remains a critical aspect influencing investment decisions and policy development. Whilst the prevailing equation of exchange pricing model offers a quantitative…

Computational Engineering, Finance, and Science · Computer Science 2024-03-11 Stylianos Kampakis , Melody Yuan , Oritsebawo Paul Ikpobe , Linas Stankevicius

The dramatic adoption of Bitcoin and other cryptocurrencies in the USA has revolutionized the financial landscape and provided unprecedented investment and transaction efficiency opportunities. The prime objective of this research project…

Stock price prediction is of significant importance in quantitative investment. Existing approaches encounter two primary issues: First, they often overlook the crucial role of capturing short-term stock fluctuations for predicting…

Computational Engineering, Finance, and Science · Computer Science 2024-11-12 Chengqi Dong , Zhiyuan Cao , S Kevin Zhou , Jia Liu

The importance of considering related stocks data for the prediction of stock price movement has been shown in many studies, however, advanced graphical techniques for modeling, embedding and analyzing the behavior of interrelated stocks…

Trading and Market Microstructure · Quantitative Finance 2022-09-01 Alireza Jafari , Saman Haratizadeh

Click-through rate (CTR) prediction is one of the fundamental tasks for e-commerce search engines. As search becomes more personalized, it is necessary to capture the user interest from rich behavior data. Existing user behavior modeling…

Machine Learning · Computer Science 2020-10-21 Hu Liu , Jing Lu , Xiwei Zhao , Sulong Xu , Hao Peng , Yutong Liu , Zehua Zhang , Jian Li , Junsheng Jin , Yongjun Bao , Weipeng Yan

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

Quantum computers are not yet up to the task of providing computational advantages for practical stochastic diffusion models commonly used by financial analysts. In this paper we introduce a class of stochastic processes that are both…

Quantum Physics · Physics 2023-11-03 Eric Ghysels , Jack Morgan , Hamed Mohammadbagherpoor
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