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Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

Although neural-based machine translation evaluation metrics, such as COMET or BLEURT, have achieved strong correlations with human judgements, they are sometimes unreliable in detecting certain phenomena that can be considered as critical…

Computation and Language · Computer Science 2023-05-31 Taisiya Glushkova , Chrysoula Zerva , André F. T. Martins

Frequent itemset mining in uncertain transaction databases semantically and computationally differs from traditional techniques applied on standard (certain) transaction databases. Uncertain transaction databases consist of sets of…

Databases · Computer Science 2010-08-16 Thomas Bernecker , Hans-Peter Kriegel , Matthias Renz , Florian Verhein , Andreas Züfle

We introduce a new tool for predicting the evolution of an option for the cases where at some specific time, there is a high-degree of uncertainty for identifying its price. We work over the special case where we can predict the evolution…

Pricing of Securities · Quantitative Finance 2019-05-16 Ivan Arraut , Alan Au , Alan Ching-biu Tse , Carlos Segovia

Discovering constants of motion is meaningful in helping understand the dynamical systems, but inevitably needs proficient mathematical skills and keen analytical capabilities. With the prevalence of deep learning, methods employing neural…

Machine Learning · Computer Science 2025-04-15 Wenqi Fang , Chao Chen , Yongkui Yang , Zheng Wang

Constant Function Market Makers (CFMMs) are a tool for creating exchange markets, have been deployed effectively in prediction markets, and are now especially prominent in the Decentralized Finance ecosystem. We show that for any set of…

Computer Science and Game Theory · Computer Science 2023-03-06 Mohak Goyal , Geoffrey Ramseyer , Ashish Goel , David Mazières

Meme tokens represent a distinctive asset class within the cryptocurrency ecosystem, characterized by high community engagement, significant market volatility, and heightened vulnerability to market manipulation. This paper introduces an…

Statistical Finance · Quantitative Finance 2025-06-09 Qiangqiang Liu , Qian Huang , Frank Fan , Haishan Wu , Xueyan Tang

The increasing influence of unstructured external information, such as news articles, on stock prices has attracted growing attention in financial markets. Despite recent advances, most existing newsbased forecasting models represent all…

Computational Engineering, Finance, and Science · Computer Science 2025-10-28 Jinwoong Kim , Sangjin Park

Next basket recommendation, which aims to predict the next a few items that a user most probably purchases given his historical transactions, plays a vital role in market basket analysis. From the viewpoint of item, an item could be…

Information Retrieval · Computer Science 2019-04-30 Jingxuan Yang , Jun Xu , Jianzhuo Tong , Sheng Gao , Jun Guo , Jirong Wen

Identifying the structural dependence between the cryptocurrencies and predicting market trend are fundamental for effective portfolio management in cryptocurrency trading. In this paper, we present a unified Bayesian framework based on…

Computational Finance · Quantitative Finance 2023-08-03 Anoop C , Neeraj Negi , Anup Aprem

Nowadays, academic certificates are still widely issued in paper format. Traditional certificate verification is a lengthy, manually intensive, and sometimes expensive process. In this paper, we propose a novel NFT-based certificate…

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

Non-Fungible Tokens (NFTs) have recently surged to mainstream attention by allowing the exchange of digital assets via blockchains. NFTs have also been adopted by artists to sell digital art. One of the promises of NFTs is broadening…

General Finance · Quantitative Finance 2022-11-16 Giovanni Colavizza

Due to the proliferation of short-form content and the rapid adoption of AI, opportunities for deep, reflective thinking have significantly diminished, undermining users' critical thinking and reducing engagement with the reasoning behind…

Computation and Language · Computer Science 2025-04-28 Seunghyun Yoo

Do online narratives leave a measurable imprint on prices in markets for digital or cultural goods? This paper evaluates how community attention and sentiment relate to valuation in major Ethereum NFT collections after accounting for time…

General Economics · Economics 2026-02-03 Samiha Tariq

Capturing the evolving trends of user interest is important for both recommendation systems and advertising systems, and user behavior sequences have been successfully used in Click-Through-Rate(CTR) prediction problems. However, if the…

Information Retrieval · Computer Science 2022-10-10 Dike Sun , Kai Liu , ShengKai Yang

This paper explores neural network-based approaches for algorithmic trading in cryptocurrency markets. Our approach combines multi-timeframe trend analysis with high-frequency direction prediction networks, achieving positive risk-adjusted…

Computational Finance · Quantitative Finance 2025-08-05 Wěi Zhāng

The Non-Fungible Tokens (NFTs) has the transformative impact on the visual arts industry by examining the nexus between empowering art practices and leveraging blockchain technology. First, we establish the context for this study by…

Cryptography and Security · Computer Science 2024-09-23 Ruiqiang Li , Brian Yecies , Qin Wang , Shiping Chen , Jun Shen

Non-Fungible Tokens (NFTs) are crypto assets with a unique digital identifier for ownership, powered by blockchain technology. Technically speaking, anything digital could be minted and sold as an NFT, which provides proof of ownership and…

Statistical Finance · Quantitative Finance 2022-10-28 Lanqing Du , Michelle Kim , Jinwook Lee

Trading volume movement prediction is the key in a variety of financial applications. Despite its importance, there is few research on this topic because of its requirement for comprehensive understanding of information from different…

Statistical Finance · Quantitative Finance 2021-08-26 Liang Zhao , Wei Li , Ruihan Bao , Keiko Harimoto , YunfangWu , Xu Sun

Regime-switching poses both problems and opportunities for portfolio managers. If a switch in the behaviour of the markets is not quickly detected it can be a source of loss, since previous trading positions may be inappropriate in the new…

Computational Engineering, Finance, and Science · Computer Science 2023-08-21 Piotr Pomorski , Denise Gorse