Related papers: Boosting Bitcoin Minute Trend Prediction Using the…
Improving transaction throughput is an important challenge for Bitcoin. However, shortening the block generation interval or increasing the block size to improve throughput makes it sharing blocks within the network slower and increases the…
Since the creation of Bitcoin, transaction tracking is one of the prominent means for following the movement of Bitcoins involved in illegal activities. Although every Bitcoin transaction is recorded in the blockchain database, which is…
The growing prominence of cryptocurrencies has triggered widespread public engagement and increased speculative activity, particularly on social media platforms. This study introduces a novel classification framework for identifying…
Currently, there is no consensus on the real properties of Bitcoin. The discussion comprises its use as a speculative or safe haven assets, while other authors argue that the augmented attractiveness could end accomplishing money's…
Predicting stock price movements is a pivotal element of investment strategy, providing insights into potential trends and market volatility. This study specifically examines the predictive capacity of historical stock prices and technical…
Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…
With the rapid development of the Internet of Things (IoT), the risks of data tampering and malicious information injection have intensified, making efficient threat detection in large-scale distributed sensor networks a pressing challenge.…
In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin…
The problem of quickest detection of a change in distribution is considered under the assumption that the pre-change distribution is known, and the post-change distribution is only known to belong to a family of distributions…
In this paper, we analyze the time-series of minute price returns on the Bitcoin market through the statistical models of generalized autoregressive conditional heteroskedasticity (GARCH) family. Several mathematical models have been…
Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…
Bitcoin, one of the major cryptocurrencies, presents great opportunities and challenges with its tremendous potential returns accompanying high risks. The high volatility of Bitcoin and the complex factors affecting them make the study of…
This paper proposes TIP-Search, a time-predictable inference scheduling framework for real-time market prediction under uncertain workloads. Motivated by the strict latency demands in high-frequency financial systems, TIP-Search dynamically…
Change detection plays an important role in most video-based applications. The first stage is to build appropriate background model, which is now becoming increasingly complex as more sophisticated statistical approaches are introduced to…
Unlike price fluctuations, the temporal structure of cryptocurrency trading has seldom been a subject of systematic study. In order to fill this gap, we analyse detrended correlations of the price returns, the average number of trades in…
Building change detection is of great significance in high resolution remote sensing applications. Multi-index learning, one of the state-of-the-art building change detection methods, still has drawbacks like incapability to find change…
Probabilistic modeling is cyclical: we specify a model, infer its posterior, and evaluate its performance. Evaluation drives the cycle, as we revise our model based on how it performs. This requires a metric. Traditionally, predictive…
Internet of Things (IoT) devices generate heterogeneous data over time; and relying solely on individual data points is inadequate for accurate analysis. Segmentation is a common preprocessing step in many IoT applications, including…
Conformal inference has played a pivotal role in providing uncertainty quantification for black-box ML prediction algorithms with finite sample guarantees. Traditionally, conformal prediction inference requires a data-independent…
Directional forecasting in financial markets requires both accuracy and interpretability. Before the advent of deep learning, interpretable approaches based on human-defined patterns were prevalent, but their structural vagueness and scale…