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The rapid growth of the stock market has attracted many investors due to its potential for significant profits. However, predicting stock prices accurately is difficult because financial markets are complex and constantly changing. This is…

Machine Learning · Computer Science 2024-07-17 Abdelatif Hafid , Maad Ebrahim , Ali Alfatemi , Mohamed Rahouti , Diogo Oliveira

This paper will propose a novel machine learning based portfolio management method in the context of the cryptocurrency market. Previous researchers mainly focus on the prediction of the movement for specific cryptocurrency such as the…

Machine Learning · Computer Science 2025-12-10 Zijiang Yang

The application of deep learning to time series forecasting is one of the major challenges in present machine learning. We propose a novel methodology that combines machine learning and image processing methods to define and predict market…

Computational Finance · Quantitative Finance 2020-08-19 Bairui Du , Delmiro Fernandez-Reyes , Paolo Barucca

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

Accurate forecasting of Bitcoin (BTC) has always been a challenge because decentralized markets are non-linear, highly volatile, and have temporal irregularities. Existing deep learning models often struggle with interpretability and…

Machine Learning · Computer Science 2026-02-16 Raiz Ud Din , Saddam Hussain Khan

In this work, we propose to apply a new model fusion and learning paradigm, known as Combinatorial Fusion Analysis (CFA), to the field of Bitcoin price prediction. Price prediction of financial product has always been a big topic in…

Statistical Finance · Quantitative Finance 2026-03-10 Yuanhong Wu , Wei Ye , Jingyan Xu , D. Frank Hsu

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

Bitcoin is the first digital decentralized cryptocurrency that has shown a significant increase in market capitalization in recent years. The objective of this paper is to determine the predictable price direction of Bitcoin in USD by…

Statistical Finance · Quantitative Finance 2020-06-26 S M Raju , Ali Mohammad Tarif

We introduce novel approaches to cryptocurrency price forecasting, leveraging Machine Learning (ML) and Natural Language Processing (NLP) techniques, with a focus on Bitcoin and Ethereum. By analysing news and social media content,…

Statistical Finance · Quantitative Finance 2024-10-28 Vincent Gurgul , Stefan Lessmann , Wolfgang Karl Härdle

This study identifies the key factors influencing the price movements of major cryptocurrencies, Bitcoin, Binance Coin, Ethereum, Litecoin, Ripple, and Tether, using Bayesian networks (BNs). This study addresses two key challenges:…

Statistical Finance · Quantitative Finance 2025-08-22 Rasoul Amirzadeh , Asef Nazari , Dhananjay Thiruvady , Mong Shan Ee

In modern times, the cryptocurrency market is one of the world's most rapidly rising financial markets. The cryptocurrency market is regarded to be more volatile and illiquid than traditional markets such as equities, foreign exchange, and…

Statistical Finance · Quantitative Finance 2024-12-03 Anika Tahsin Meem

Blockchain technology shows significant results and huge potential for serving as an interweaving fabric that goes through every industry and market, allowing decentralized and secure value exchange, thus connecting our civilization like…

Computational Finance · Quantitative Finance 2018-10-17 Zvezdin Besarabov , Todor Kolev

The rapid development of information technology, especially the Internet, has facilitated users with a quick and easy way to seek information. With these convenience offered by internet services, many individuals who initially invested in…

Machine Learning · Computer Science 2024-03-07 Novan Fauzi Al Giffary , Feri Sulianta

Our work presents two fundamental contributions. On the application side, we tackle the challenging problem of predicting day-ahead crypto-currency prices. On the methodological side, a new dynamical modeling approach is proposed. Our…

Statistical Finance · Quantitative Finance 2023-11-28 Shalini Sharma , Angshul Majumdar , Emilie Chouzenoux , Victor Elvira

Aspiring to achieve an accurate Bitcoin price prediction based on people's opinions on Twitter usually requires millions of tweets, using different text mining techniques (preprocessing, tokenization, stemming, stop word removal), and…

Social and Information Networks · Computer Science 2023-06-12 Sattarov Otabek , Jaeyoung Choi

The cryptocurrency ecosystem has been the centre of discussion on many social media platforms, following its noted volatility and varied opinions. Twitter is rapidly being utilised as a news source and a medium for bitcoin discussion. Our…

Statistical Finance · Quantitative Finance 2023-03-17 Haritha GB , Sahana N. B

Cryptocurrency markets are experiencing rapid growth, but this expansion comes with significant challenges, particularly in predicting cryptocurrency prices for traders in the U.S. In this study, we explore how deep learning and machine…

Machine Learning · Computer Science 2025-08-05 Md Zahidul Islam , Md Shafiqur Rahman , Md Sumsuzoha , Babul Sarker , Md Rafiqul Islam , Mahfuz Alam , Sanjib Kumar Shil

Bitcoin price forecasting is characterized by extreme volatility and non-stationarity, often defying traditional univariate time-series models over long horizons. This paper addresses a critical gap by integrating Global M2 Liquidity,…

Machine Learning · Computer Science 2026-01-13 Sravan Karthick T

This study investigates the application of the Light Gradient Boosting Machine (LGBM) model for both deterministic and probabilistic forecasting of Bitcoin realized volatility. Utilizing a comprehensive set of 69 predictors -- encompassing…

Machine Learning · Computer Science 2025-11-26 Grzegorz Dudek , Mateusz Kasprzyk , Paweł Pełka

Blockchain technology has changed how people think about how they used to store and trade their assets, as it introduced us to a whole new way to transact: using digital currencies. One of the major innovations of blockchain technology is…

Computers and Society · Computer Science 2022-12-02 Trang Tran