Related papers: Forecasting Cryptocurrency Prices using Contextual…

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…

We present a hierarchical architecture based on Recurrent Neural Networks (RNNs) for predicting disaggregated inflation components of the Consumer Price Index (CPI). While the majority of existing research is focused mainly on predicting…

Recurrent Neural Networks (RNN) have become competitive forecasting methods, as most notably shown in the winning method of the recent M4 competition. However, established statistical models such as ETS and ARIMA gain their popularity not…

Due to their prevalence, time series forecasting is crucial in multiple domains. We seek to make state-of-the-art forecasting fast, accessible, and generalizable. ES-RNN is a hybrid between classical state space forecasting models and…

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…

At present, cryptocurrencies have become a global phenomenon in financial sectors as it is one of the most traded financial instruments worldwide. Cryptocurrency is not only one of the most complicated and abstruse fields among financial…

We propose a neural network model for contextual regression in which the regression model depends on contextual features that determine the active submodel and an algorithm to fit the model. The proposed simple contextual neural network…

Anticipating human motion in crowded scenarios is essential for developing intelligent transportation systems, social-aware robots and advanced video surveillance applications. A key component of this task is represented by the inherently…

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…

Cryptocurrency markets are characterized by extreme volatility, making accurate forecasts essential for effective risk management and informed trading strategies. Traditional deterministic (point) forecasting methods are inadequate for…

We explore various neural network architectures for modeling the dynamics of the cryptocurrency market. Traditional linear models often fall short in accurately capturing the unique and complex dynamics of this market. In contrast, Deep…

Time series modeling has entered an era of unprecedented growth in the size and complexity of data which require new modeling approaches. While many new general purpose machine learning approaches have emerged, they remain poorly understand…

The increasing complexity of mobility plus the growing population in cities, together with the importance of privacy when sharing data from vehicles or any device, makes traffic forecasting that uses data from infrastructure and citizens an…

This paper discusses the dynamics of intraday prices of twelve cryptocurrencies during last months' boom and bust. The importance of this study lies on the extended coverage of the cryptoworld, accounting for more than 90\% of the total…

Emotion Recognition in Conversations (ERC) facilitates a deeper understanding of the emotions conveyed by speakers in each utterance within a conversation. Recently, Graph Neural Networks (GNNs) have demonstrated their strengths in…

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…

The issue related to the quantification of the tail risk of cryptocurrencies is considered in this paper. The statistical methods used in the study are those concerning recent developments in Extreme Value Theory (EVT) for weakly dependent…

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,…

Circuits of biological neurons, such as in the functional parts of the brain can be modeled as networks of coupled oscillators. Inspired by the ability of these systems to express a rich set of outputs while keeping (gradients of) state…

Our research presents a new approach for forecasting the synchronization of stock prices using machine learning and non-linear time-series analysis. To capture the complex non-linear relationships between stock prices, we utilize recurrence…