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Cryptocurrencies, such as Bitcoin, are one of the most controversial and complex technological innovations in today's financial system. This study aims to forecast the movements of Bitcoin prices at a high degree of accuracy. To this aim,…

Computational Finance · Quantitative Finance 2023-03-09 Hakan Pabuccu , Serdar Ongan , Ayse Ongan

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

The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decision-making process of investors and market players in the…

Statistical Finance · Quantitative Finance 2019-09-04 Samuel Asante Gyamerah

Forecasting cryptocurrencies as a financial issue is crucial as it provides investors with possible financial benefits. A small improvement in forecasting performance can lead to increased profitability; therefore, obtaining a realistic…

Computational Finance · Quantitative Finance 2024-05-01 Hulusi Mehmet Tanrikulu , Hakan Pabuccu

Bitcoin is one of the cryptocurrencies that is gaining more popularity in recent years. Previous studies have shown that closing price alone is not enough to forecast stock market series. We introduce a new set of time series and…

Machine Learning · Computer Science 2025-04-28 Stefano Sossi-Rojas , Gissel Velarde , Damian Zieba

In this article, we create an artificial neural network (ANN) that combines both classical and modern techniques for determining the key length of a Vigen\`{e}re cipher. We provide experimental evidence supporting the accuracy of our model…

Cryptography and Security · Computer Science 2024-05-01 Christian Millichap , Yeeka Yau

This research evaluates the performance of an Artificial Neural Network based prediction system that was employed on the Shanghai Stock Exchange for the period 21-Sep-2016 to 11-Oct-2016. It is a follow-up to a previous paper in which the…

Statistical Finance · Quantitative Finance 2016-12-09 Barack Wamkaya Wanjawa

Foreign currency exchange plays a vital role for trading of currency in the financial market. Due to its volatile nature, prediction of foreign currency exchange is a challenging task. This paper presents different machine learning…

Computer Vision and Pattern Recognition · Computer Science 2024-05-27 Swagat Ranjit

In recent years, Bitcoin price prediction has attracted the interest of researchers and investors. However, the accuracy of previous studies is not well enough. Machine learning and deep learning methods have been proved to have strong…

Statistical Finance · Quantitative Finance 2021-06-25 Liping Yang

In this paper we apply neural networks and Artificial Intelligence (AI) to historical records of high-risk cryptocurrency coins to train a prediction model that guesses their price. This paper's code contains Jupyter notebooks, one of which…

Machine Learning · Computer Science 2022-03-01 Jacques Fleischer , Gregor von Laszewski , Carlos Theran , Yohn Jairo Parra Bautista

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…

Pricing of Securities · Quantitative Finance 2020-02-04 Aniruddha Dutta , Saket Kumar , Meheli Basu

Using an artificial neural network (ANN), a fixed universe of approximately 1500 equities from the Value Line index are rank-ordered by their predicted price changes over the next quarter. Inputs to the network consist only of the ten prior…

General Finance · Quantitative Finance 2008-12-02 J. B. Satinover , D. Sornette

Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal…

Physics and Society · Physics 2019-04-09 Laura Alessandretti , Abeer ElBahrawy , Luca Maria Aiello , Andrea Baronchelli

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

This work considers the trade-off between accuracy and test-time computational cost of deep neural networks (DNNs) via \emph{anytime} predictions from auxiliary predictions. Specifically, we optimize auxiliary losses jointly in an…

Machine Learning · Computer Science 2018-05-28 Hanzhang Hu , Debadeepta Dey , Martial Hebert , J. Andrew Bagnell

This study analyzes the transmission of market uncertainty on key European financial markets and the cryptocurrency market over an extended period, encompassing the pre, during, and post-pandemic periods. Daily financial market indices and…

Statistical Finance · Quantitative Finance 2023-07-26 Apostolos Ampountolas

A data-driven approach called CaNN (Calibration Neural Network) is proposed to calibrate financial asset price models using an Artificial Neural Network (ANN). Determining optimal values of the model parameters is formulated as training…

Computational Finance · Quantitative Finance 2020-02-03 Shuaiqiang Liu , Anastasia Borovykh , Lech A. Grzelak , Cornelis W. Oosterlee

This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task…

Statistical Finance · Quantitative Finance 2025-02-14 Francesco Puoti , Fabrizio Pittorino , Manuel Roveri

Artificial neural networks (ANNs) are popular tools for accomplishing many machine learning tasks, including predicting continuous outcomes. However, the general lack of confidence measures provided with ANN predictions limit their…

Machine Learning · Statistics 2022-10-12 Alex Contarino , Christine Schubert Kabban , Chancellor Johnstone , Fairul Mohd-Zaid

Enhancing the robustness and accuracy of time series forecasting models is an active area of research. Recently, Artificial Neural Networks (ANNs) have found extensive applications in many practical forecasting problems. However, the…

Neural and Evolutionary Computing · Computer Science 2013-02-27 Ratnadip Adhikari , R. K. Agrawal
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