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Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic…

Statistical Finance · Quantitative Finance 2020-08-26 Mojtaba Nabipour , Pooyan Nayyeri , Hamed Jabani , Amir Mosavi

Blockchain offers a decentralized, immutable, transparent system of records. It offers a peer-to-peer network of nodes with no centralised governing entity making it unhackable and therefore, more secure than the traditional paper-based or…

Cryptography and Security · Computer Science 2019-11-27 Harsh Jot Singh , Abdelhakim Senhaji Hafid

Cryptocurrency blockchains, beyond their primary role as distributed payment systems, are increasingly used to store and share arbitrary content, such as text messages and files. Although often non-financial, this hidden content can impact…

Machine Learning · Computer Science 2025-04-21 Charalampos Kleitsikas , Nikolaos Korfiatis , Stefanos Leonardos , Carmine Ventre

Techniques for making future predictions based upon the present and past data, has always been an area with direct application to various real life problems. We are discussing a similar problem in this paper. The problem statement is…

Machine Learning · Computer Science 2020-08-19 Devendra Swami , Alay Dilipbhai Shah , Subhrajeet K B Ray

Financial markets are nonlinear with complexity, where different types of assets are traded between buyers and sellers, each having a view to maximize their Return on Investment (ROI). Forecasting market trends is a challenging task since…

Trading and Market Microstructure · Quantitative Finance 2024-11-22 Sahand Hassanizorgabad

This paper studies the forecasting ability of cryptocurrency time series. This study is about the four most capitalized cryptocurrencies: Bitcoin, Ethereum, Litecoin and Ripple. Different Bayesian models are compared, including models with…

Econometrics · Economics 2019-09-17 Rick Bohte , Luca Rossini

Technological advancements in cryptocurrency markets have increased accessibility for investors, but concurrently exposed them to the risks of market manipulations. Existing fraud detection mechanisms typically rely on machine learning…

Machine Learning · Computer Science 2026-04-28 Lidia Losavio , Luca Persia , Madan Sathe , Dimosthenis Pasadakis

Quantum Machine Learning (QML) presents as a revolutionary approach to weather forecasting by using quantum computing to improve predictive modeling capabilities. In this study, we apply QML models, including Quantum Gated Recurrent Units…

Quantum Physics · Physics 2025-09-15 Saiyam Sakhuja , Shivanshu Siyanwal , Abhishek Tiwari , Britant , Savita Kashyap

Cryptocurrencies have emerged as a novel financial asset garnering significant attention in recent years. A defining characteristic of these digital currencies is their pronounced short-term market volatility, primarily influenced by…

Computational Finance · Quantitative Finance 2024-01-02 Vahidin Jeleskovic , Stephen Mackay

Introduction: The paper addresses the challenging problem of predicting the short-term realized volatility of the Bitcoin price using order flow information. The inherent stochastic nature and anti-persistence of price pose difficulties in…

Risk Management · Quantitative Finance 2024-03-21 Artem Lensky , Mingyu Hao

In this paper, we explore the usability of different natural language processing models for the sentiment analysis of social media applied to financial market prediction, using the cryptocurrency domain as a reference. We study how the…

Computation and Language · Computer Science 2022-04-22 Ali Raheman , Anton Kolonin , Igors Fridkins , Ikram Ansari , Mukul Vishwas

In this paper, we analyze Twitter signals as a medium for user sentiment to predict the price fluctuations of a small-cap alternative cryptocurrency called \emph{ZClassic}. We extracted tweets on an hourly basis for a period of 3.5 weeks,…

Physics and Society · Physics 2018-05-04 Tianyu Ray Li , Anup S. Chamrajnagar , Xander R. Fong , Nicholas R. Rizik , Feng Fu

With the increasing enrichment and development of the financial derivatives market, the frequency of transactions is also faster and faster. Due to human limitations, algorithms and automatic trading have recently become the focus of…

Computational Finance · Quantitative Finance 2023-06-21 Jiashu Lou , Leyi Cui , Ye Li

In this paper, we discuss the method of Bayesian regression and its efficacy for predicting price variation of Bitcoin, a recently popularized virtual, cryptographic currency. Bayesian regression refers to utilizing empirical data as proxy…

Artificial Intelligence · Computer Science 2014-10-07 Devavrat Shah , Kang Zhang

This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory (LSTM) models, complement traditional methods. Our results…

Statistical Finance · Quantitative Finance 2021-01-18 Racine Ly , Fousseini Traore , Khadim Dia

Bond prices are a reflection of extremely complex market interactions and policies, making prediction of future prices difficult. This task becomes even more challenging due to the dearth of relevant information, and accuracy is not the…

Statistical Finance · Quantitative Finance 2017-05-04 Swetava Ganguli , Jared Dunnmon

In this work, we apply machine learning techniques to historical stock prices to forecast future prices. To achieve this, we use recursive approaches that are appropriate for handling time series data. In particular, we apply a linear…

Statistical Finance · Quantitative Finance 2022-02-08 Ogulcan E. Orsel , Sasha S. Yamada

Machine learning (ML) models have been widely successful in the prediction of material properties. However, large labeled datasets required for training accurate ML models are elusive and computationally expensive to generate. Recent…

Machine Learning · Computer Science 2022-05-05 Rishikesh Magar , Yuyang Wang , Amir Barati Farimani

The present study aims to establish the model of the cryptocurrency price trend based on financial theory using the LSTM model with multiple combinations between the window length and the predicting horizons, the random walk model is also…

Statistical Finance · Quantitative Finance 2021-02-11 Yifan Yao , Lina Wang

Predicting the direction of assets have been an active area of study and a difficult task. Machine learning models have been used to build robust models to model the above task. Ensemble methods is one of them showing results better than a…

Machine Learning · Statistics 2019-02-25 Avinash Barnwal , Hari Pad Bharti , Aasim Ali , Vishal Singh