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Financial time series have historically been assumed to be a martingale process under the Random Walk hypothesis. Instead of making investment decisions using the raw prices alone, various multimodal pattern matching algorithms have been…

Statistical Finance · Quantitative Finance 2023-08-21 Minsuk Kim , Byungchul Kim , Junyeong Yong , Jeongwoo Park , Gyeongmin Kim

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

Recent advances in Artificial Intelligence (AI) have made algorithmic trading play a central role in finance. However, current research and applications are disconnected information islands. We propose a generally applicable pipeline for…

Human-Computer Interaction · Computer Science 2025-08-11 Luyao Zhang , Tianyu Wu , Saad Lahrichi , Carlos-Gustavo Salas-Flores , Jiayi Li

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

Centralized monetary policy, leading to persistent inflation, is often inconsistent, untrustworthy, and unpredictable. Algorithmic stablecoins enabled by blockchain technology are promising in solving this problem. Algorithmic stablecoins…

General Economics · Economics 2022-01-17 Luyao Zhang , Yulin Liu

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

Market economy closely connects aspects to all walks of life. The stock forecast is one of task among studies on the market economy. However, information on markets economy contains a lot of noise and uncertainties, which lead economy…

Machine Learning · Computer Science 2019-09-23 Jialin Liu , Chih-Min Lin , Fei Chao

Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…

Trading and Market Microstructure · Quantitative Finance 2024-09-27 V. Lanzetta

Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate…

Statistical Finance · Quantitative Finance 2021-10-12 Jaydip Sen , Sidra Mehtab

The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 Vishal Patil , Kavya Bhand , Kaustubh Mukdam , Kavya Sharma , Manas Kawtikwar , Prajwal Kavhar , Hridayansh Kaware

Over the past 20 years, Kenya's demand for petroleum products has proliferated. This is mainly because this particular commodity is used in many sectors of the country's economy. Exchange rates are impacted by constantly shifting prices,…

Machine Learning · Computer Science 2022-11-24 Kiplang'at Weldon , John Ngechu , Ngatho Everlyne , Nancy Njambi , Kinyua Gikunda

The prediction of financial markets is a challenging yet important task. In modern electronically-driven markets, traditional time-series econometric methods often appear incapable of capturing the true complexity of the multi-level…

Econometrics · Economics 2023-02-01 Martin Magris , Mostafa Shabani , Alexandros Iosifidis

Cryptocurrency is a form of digital currency using cryptographic techniques in a decentralized system for secure peer-to-peer transactions. It is gaining much popularity over traditional methods of payments because it facilitates a very…

Cryptography and Security · Computer Science 2023-08-01 Samyak Jain , Sarthak Johari , Radhakrishnan Delhibabu

Bitcoin, with its ever-growing popularity, has demonstrated extreme price volatility since its origin. This volatility, together with its decentralised nature, make Bitcoin highly subjective to speculative trading as compared to more…

Statistical Finance · Quantitative Finance 2024-06-13 Yanzhao Zou , Dorien Herremans

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price…

Trading and Market Microstructure · Quantitative Finance 2020-09-22 Firuz Kamalov

New discoveries in chemistry and materials science, with increasingly expanding volume of requisite knowledge and experimental workload, provide unique opportunities for machine learning (ML) to take critical roles in accelerating research…

Cryptocurrencies, especially Bitcoin (BTC), which comprise a new digital asset class, have drawn extraordinary worldwide attention. The characteristics of the cryptocurrency/BTC include a high level of speculation, extreme volatility and…

Statistical Finance · Quantitative Finance 2020-09-24 Ai Jun Hou , Weining Wang , Cathy Y. H. Chen , Wolfgang Karl Härdle

In the distributed systems landscape, Blockchain has catalyzed the rise of cryptocurrencies, merging enhanced security and decentralization with significant investment opportunities. Despite their potential, current research on…

General Economics · Economics 2025-08-11 Yihang Fu , Mingyu Zhou , Luyao Zhang

Non-Fungible Tokens (NFTs) represent deeds of ownership, based on blockchain technologies and smart contracts, of unique crypto assets on digital art forms (e.g., artworks or collectibles). In the spotlight after skyrocketing in 2021, NFTs…

Machine Learning · Computer Science 2023-02-07 Davide Costa , Lucio La Cava , Andrea Tagarelli

This paper explores the application of machine learning (ML) techniques in predicting the QPU processing time of quantum jobs. By leveraging ML algorithms, this study introduces predictive models that are designed to enhance operational…