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Convolutional Neural Networks (CNNs) have gained a significant attraction in the recent years due to their increasing real-world applications. Their performance is highly dependent to the network structure and the selected optimization…

Neural and Evolutionary Computing · Computer Science 2019-10-01 Parsa Esfahanian , Mohammad Akhavan

Genetic programming (GP) is the state-of-the-art in financial automated feature construction task. It employs reverse polish expression to represent features and then conducts the evolution process. However, with the development of deep…

Statistical Finance · Quantitative Finance 2021-03-12 Jie Fang , Shutao Xia , Jianwu Lin , Zhikang Xia , Xiang Liu , Yong Jiang

Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making short term price predictions for several major crypto…

Trading and Market Microstructure · Quantitative Finance 2019-12-02 David Zhao , Alessandro Rinaldo , Christopher Brookins

Customer temporal behavioral data was represented as images in order to perform churn prediction by leveraging deep learning architectures prominent in image classification. Supervised learning was performed on labeled data of over 6…

Machine Learning · Statistics 2016-04-20 Artit Wangperawong , Cyrille Brun , Olav Laudy , Rujikorn Pavasuthipaisit

Deep neural networks are being increasingly used for short-term traffic flow prediction, which can be generally categorized as convolutional (CNNs) or graph neural networks (GNNs). CNNs are preferable for region-wise traffic prediction by…

Physics and Society · Physics 2021-10-12 Wei Zeng , Chengqiao Lin , Kang Liu , Juncong Lin , Anthony K. H. Tung

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

Bitcoin as a cryptocurrency has been one of the most important digital coins and the first decentralized digital currency. Deep neural networks, on the other hand, has shown promising results recently; however, we require huge amount of…

Statistical Finance · Quantitative Finance 2023-11-14 Parth Daxesh Modi , Kamyar Arshi , Pertami J. Kunz , Abdelhak M. Zoubir

This paper investigates the enhancement of financial time series forecasting with the use of neural networks through supervised autoencoders, aiming to improve investment strategy performance. It specifically examines the impact of noise…

Trading and Market Microstructure · Quantitative Finance 2024-06-19 Bartosz Bieganowski , Robert Slepaczuk

Background and Aim: Over-fitting issue has been the reason behind deep learning technology not being successfully implemented in oral cancer images classification. The aims of this research were reducing overfitting for accurately producing…

Image and Video Processing · Electrical Eng. & Systems 2022-08-17 Prakrit Joshi , Omar Hisham Alsadoon , Abeer Alsadoon , Nada AlSallami , Tarik A. Rashid , P. W. C. Prasad , Sami Haddad

This paper shows that temporal CNNs accurately predict bitcoin spot price movements from limit order book data. On a 2 second prediction time horizon we achieve 71\% walk-forward accuracy on the popular cryptocurrency exchange coinbase. Our…

Statistical Finance · Quantitative Finance 2020-10-06 Rakshit Jha , Mattijs De Paepe , Samuel Holt , James West , Shaun Ng

In the present work, 3D convolutional neural networks (CNNs) are trained to link random heterogeneous, two-phase materials of arbitrary phase fractions to their elastic macroscale stiffness thus replacing explicit homogenization…

Materials Science · Physics 2021-09-08 Bernhard Eidel

Recurrent neural networks (RNNs) are more suitable for learning non-linear dependencies in dynamical systems from observed time series data. In practice all the external variables driving such systems are not known a priori, especially in…

Machine Learning · Computer Science 2020-06-02 Mhlasakululeka Mvubu , Emmanuel Kabuga , Christian Plitz , Bubacarr Bah , Ronnie Becker , Hans Georg Zimmermann

Coding theory is a central discipline underpinning wireline and wireless modems that are the workhorses of the information age. Progress in coding theory is largely driven by individual human ingenuity with sporadic breakthroughs over the…

Machine Learning · Statistics 2018-05-24 Hyeji Kim , Yihan Jiang , Ranvir Rana , Sreeram Kannan , Sewoong Oh , Pramod Viswanath

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

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

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

General Finance · Quantitative Finance 2020-09-08 Qiao Zhou , Ningning Liu

According to the advent of cryptocurrencies and Bitcoin, many investments and businesses are now conducted online through cryptocurrencies. Among them, Bitcoin uses blockchain technology to make transactions secure, transparent, traceable,…

Machine Learning · Computer Science 2025-12-30 Milad Asadpour , Alireza Rezaee , Farshid Hajati

Convolutional Neural Networks (CNNs) filter the input data using a series of spatial convolution operators with compactly supported stencils and point-wise nonlinearities. Commonly, the convolution operators couple features from all…

Numerical Analysis · Computer Science 2018-10-04 Eran Treister , Lars Ruthotto , Michal Sharoni , Sapir Zafrani , Eldad Haber

The digital revolution has significantly impacted financial transactions, leading to a notable increase in credit card usage. However, this convenience comes with a trade-off: a substantial rise in fraudulent activities. Traditional machine…

Graph convolutional neural networks (GCNs) generalize tradition convolutional neural networks (CNNs) from low-dimensional regular graphs (e.g., image) to high dimensional irregular graphs (e.g., text documents on word embeddings). Due to…

Machine Learning · Computer Science 2021-03-30 Mehrnaz Najafi , Philip S. Yu
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