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As cryptocurrencies gain popularity and credibility, marketplaces for cryptocurrencies are growing in importance. Understanding the dynamics of these markets can help to assess how viable the cryptocurrnency ecosystem is and how design…

Computers and Society · Computer Science 2018-04-25 Peter M Krafft , Nicolás Della Penna , Alex Pentland

Cybercrime is a growing threat to organizations and individuals worldwide, with criminals using sophisticated techniques to breach security systems and steal sensitive data. This paper aims to comprehensively survey the latest advancements…

Machine Learning · Computer Science 2023-10-12 Lavanya Elluri , Varun Mandalapu , Piyush Vyas , Nirmalya Roy

This review paper examines state-of-the-art algorithms and techniques in quantum machine learning with potential applications in finance. We discuss QML techniques in supervised learning tasks, such as Quantum Variational Classifiers,…

Bitcoin has increased investment interests in people during the last decade. We have seen an increase in the number of posts on social media platforms about cryptocurrency, especially Bitcoin. This project focuses on analyzing user tweet…

Artificial Intelligence · Computer Science 2024-12-04 Ashutosh Hathidara , Gaurav Atavale , Suyash Chaudhary

In the burgeoning realm of cryptocurrency, social media platforms like Twitter have become pivotal in influencing market trends and investor sentiments. In our study, we leverage GPT-4 and a fine-tuned transformer-based BERT model for a…

Computational Finance · Quantitative Finance 2024-05-07 Xiaorui Zuo , Yao-Tsung Chen , Wolfgang Karl Härdle

Predicting cryptocurrency returns is notoriously difficult: price movements are driven by a fast-shifting blend of on-chain activity, news flow, and social sentiment, while labeled training data are scarce and expensive. In this paper, we…

Machine Learning · Computer Science 2026-02-03 Junqiao Wang , Zhaoyang Guan , Guanyu Liu , Tianze Xia , Xianzhi Li , Shuo Yin , Xinyuan Song , Chuhan Cheng , Tianyu Shi , Alex Lee

Context: Blockchain technology has drawn growing attention in the literature and in practice. Blockchain technology generates considerable amounts of data and has thus been a topic of interest for Machine Learning (ML). Objective: The…

Cryptography and Security · Computer Science 2024-03-27 Georgios Palaiokrassas , Sarah Bouraga , Leandros Tassiulas

The importance of patents is well recognised across many regions of the world. Many patent mining systems have been proposed, but with limited predictive capabilities. In this demo, we showcase how predictive algorithms leveraging the…

Digital Libraries · Computer Science 2019-11-01 Nebula Alam , Khoi-Nguyen Tran , Sue Ann Chen , John Wagner , Josh Andres , Mukesh Mohania

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…

Computational Engineering, Finance, and Science · Computer Science 2024-04-17 Morteza Maleki

Cloud Computing (CC) is revolutionizing the way IT resources are delivered to users, allowing them to access and manage their systems with increased cost-effectiveness and simplified infrastructure. However, with the growth of CC comes a…

Cryptography and Security · Computer Science 2024-10-28 Aptin Babaei , Parham M. Kebria , Mohsen Moradi Dalvand , Saeid Nahavandi

In this paper, our focus lies on the Merton's jump diffusion model, employing jump processes characterized by the compound Poisson process. Our primary objective is to forecast the drift and volatility of the model using a variety of…

Statistical Finance · Quantitative Finance 2024-05-24 Ayush Singh , Anshu K. Jha , Amit N. Kumar

Almonds are one of the most lucrative products of California, but are also among the most sensitive to climate change. In order to better understand the relationship between climatic factors and almond yield, an automated machine learning…

Machine Learning · Computer Science 2022-11-09 Shiheng Duan , Shuaiqi Wu , Erwan Monier , Paul Ullrich

Machine learning (ML) has proven itself in high-value web applications such as search ranking and is emerging as a powerful tool in a much broader range of enterprise scenarios including voice recognition and conversational understanding…

Cryptocurrencies and Bitcoin, in particular, are prone to wild swings resulting in frequent jumps in prices, making them historically popular for traders to speculate. A better understanding of these fluctuations can greatly benefit crypto…

Mathematical Finance · Quantitative Finance 2023-10-17 Edson Pindza , Jules Clement Mba , Sutene Mwambi , Nneka Umeorah

Using machine learning and alternative data for the prediction of financial markets has been a popular topic in recent years. Many financial variables such as stock price, historical volatility and trade volume have already been through…

Computational Finance · Quantitative Finance 2020-09-18 Thomas Dierckx , Jesse Davis , Wim Schoutens

Proof-of-work computation used in cryptocurrencies has witnessed significant growth in the U.S. and many other regions around the world. One of the most significant bottlenecks for the scalable deployment of such computation is its energy…

Systems and Control · Electrical Eng. & Systems 2023-03-14 Ali Menati , Yuting Cai , Rayan El Helou , Chao Tian , Le Xie

We focus on the problem of market making in high-frequency trading. Market making is a critical function in financial markets that involves providing liquidity by buying and selling assets. However, the increasing complexity of financial…

Trading and Market Microstructure · Quantitative Finance 2023-07-03 Jiafa He , Cong Zheng , Can Yang

Automated machine learning techniques benefited from tremendous research progress in recently. These developments and the continuous-growing demand for machine learning experts led to the development of numerous AutoML tools. However, these…

Machine Learning · Computer Science 2021-06-15 Alexandru-Ionut Imbrea

In the realm of cryptocurrency, the prediction of Bitcoin prices has garnered substantial attention due to its potential impact on financial markets and investment strategies. This paper propose a comparative study on hybrid machine…

Machine Learning · Computer Science 2024-01-02 Shun Liu , Kexin Wu , Chufeng Jiang , Bin Huang , Danqing Ma

The emerging cryptocurrency market has lately received great attention for asset allocation due to its decentralization uniqueness. However, its volatility and brand new trading mode have made it challenging to devising an acceptable…

Machine Learning · Computer Science 2021-10-19 Fengrui Liu , Yang Li , Baitong Li , Jiaxin Li , Huiyang Xie