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In this paper, we address task-oriented (or goal-oriented) communications where an encoder at the transmitter learns compressed latent representations of data, which are then transmitted over a wireless channel. At the receiver, a decoder…
Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…
Because of the theoretical challenges posed by the Efficient Market Hypothesis to technical analysis, the effectiveness of technical indicators in high-frequency trading remains inadequately explored, particularly at the minute-level…
High-dimensional models often have a large memory footprint and must be quantized after training before being deployed on resource-constrained edge devices for inference tasks. In this work, we develop an information-theoretic framework for…
This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…
Intelligent Reflecting Surfaces (IRSs) are a promising technology for enhancing the spectral and energy efficiency of millimeter-wave (mmWave) multiple-input multiple-output (MIMO) systems. In these systems, accurate channel estimation…
Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecasting methods. Machine learning algorithms are widely applied to…
Large language models (LLMs) have shown remarkable performance across diverse reasoning and generation tasks, and are increasingly deployed as agents in dynamic environments such as code generation and recommendation systems. However, many…
The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…
In the context of railway systems, the application performance can be very critical and the radio conditions not advantageous. Hence, the communication problem parameters include both a survival time stemming from the application layer and…
Cryptocurrency markets exhibit pronounced momentum effects and regime-dependent volatility, presenting both opportunities and challenges for systematic trading strategies. We propose AdaptiveTrend, a multi-component algorithmic trading…
This paper introduces a new data analysis method for big data using a newly defined regression model named multiple model linear regression(MMLR), which separates input datasets into subsets and construct local linear regression models of…
In the face of increasing financial uncertainty and market complexity, this study presents a novel risk-aware financial forecasting framework that integrates advanced machine learning techniques with intuitionistic fuzzy multi-criteria…
In today's financial markets, quantitative trading has become an essential trading method, with the MACD indicator widely employed in quantitative trading strategies. This paper begins by screening and cleaning the dataset, establishing a…
In the highly volatile and uncertain global financial markets, traditional quantitative trading models relying on statistical modeling or empirical rules often fail to adapt to dynamic market changes and black swan events due to rigid…
Price movements in financial markets are well known to be very noisy. As a result, even if there are, on occasion, exploitable patterns that could be picked up by machine-learning algorithms, these are obscured by feature and label noise…
The prediction of foreign exchange rates, such as the US Dollar (USD) to Bangladeshi Taka (BDT), plays a pivotal role in global financial markets, influencing trade, investments, and economic stability. This study leverages historical…
Synthesizing information from multiple data sources is crucial for constructing accurate individualized treatment rules (ITRs). However, privacy concerns often present significant barriers to the integrative analysis of such multi-source…
Over the last decade, the Age of Information has emerged as a key concept and metric for applications where the freshness of sensor-provided data is critical. Limited transmission capacity has motivated research on the design of tractable…
We study the deployment performance of machine learning based enforcement systems used in cryptocurrency anti money laundering (AML). Using forward looking and rolling evaluations on Bitcoin transaction data, we show that strong static…