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Gas is the transaction-fee metering system of the Ethereum network. Users of the network are required to select a gas price for submission with their transaction, creating a risk of overpaying or delayed/unprocessed transactions in this…

Machine Learning · Computer Science 2023-05-16 Conall Butler , Martin Crane

This research systematically develops and evaluates various hybrid modeling approaches by combining traditional econometric models (ARIMA and ARFIMA models) with machine learning and deep learning techniques (SVM, XGBoost, and LSTM models)…

Trading and Market Microstructure · Quantitative Finance 2025-05-27 Dominik Stempień , Robert Ślepaczuk

With the increasing enrichment and development of the financial derivatives market, the frequency of transactions is also faster and faster. Due to human limitations, algorithms and automatic trading have recently become the focus of…

Computational Finance · Quantitative Finance 2023-06-21 Jiashu Lou , Leyi Cui , Ye Li

Options, serving as a crucial financial instrument, are used by investors to manage and mitigate their investment risks within the securities market. Precisely predicting the present price of an option enables investors to make informed and…

Pricing of Securities · Quantitative Finance 2023-10-20 Yanhui Shen

As financial markets grow increasingly complex in the big data era, accurate stock prediction has become more critical. Traditional time series models, such as GRUs, have been widely used but often struggle to capture the intricate…

Statistical Finance · Quantitative Finance 2025-08-27 Peng Zhu , Yuante Li , Yifan Hu , Sheng Xiang , Qinyuan Liu , Dawei Cheng , Yuqi Liang

This study delves into the effectiveness of various learning methods in improving Transformer models, focusing particularly on the Gated Residual Network Transformer (GRN-Transformer) in the context of pediatric intensive care units (PICU)…

Signal Processing · Electrical Eng. & Systems 2025-05-27 Thanh-Dung Le , Clara Macabiau , Kévin Albert , Symeon Chatzinotas , Philippe Jouvet , Rita Noumeir

There has been much interest in accurate cryptocurrency price forecast models by investors and researchers. Deep Learning models are prominent machine learning techniques that have transformed various fields and have shown potential for…

Machine Learning · Computer Science 2024-06-04 Jingyang Wu , Xinyi Zhang , Fangyixuan Huang , Haochen Zhou , Rohtiash Chandra

Traffic flow prediction is a critical component of intelligent transportation systems, yet accurately forecasting traffic remains challenging due to the interaction between long-term trends and short-term fluctuations. Standard deep…

Emerging Technologies · Computer Science 2025-04-29 Adway Das , Agnimitra Sengupta , S. Ilgin Guler

Traffic flow forecasting has been regarded as a key problem of intelligent transport systems. In this work, we propose a hybrid multimodal deep learning method for short-term traffic flow forecasting, which can jointly and adaptively learn…

Machine Learning · Computer Science 2019-03-20 Shengdong Du , Tianrui Li , Xun Gong , Shi-Jinn Horng

In this paper we apply neural networks and Artificial Intelligence (AI) to historical records of high-risk cryptocurrency coins to train a prediction model that guesses their price. This paper's code contains Jupyter notebooks, one of which…

Machine Learning · Computer Science 2022-03-01 Jacques Fleischer , Gregor von Laszewski , Carlos Theran , Yohn Jairo Parra Bautista

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

Recurrent Neural Network (RNN) has been successfully applied in many sequence learning problems. Such as handwriting recognition, image description, natural language processing and video motion analysis. After years of development,…

Machine Learning · Computer Science 2018-11-01 Guoqiang Zhong , Guohua Yue , Xiao Ling

Accurate and real-time traffic state prediction is of great practical importance for urban traffic control and web mapping services. With the support of massive data, deep learning methods have shown their powerful capability in capturing…

Machine Learning · Computer Science 2023-09-07 Xunlian Luo , Chunjiang Zhu , Detian Zhang , Qing Li

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…

In this paper, we propose a novel hybrid deep learning architecture that synergistically combines Graph Neural Networks (GNNs), Recurrent Neural Networks (RNNs), and multi-head attention mechanisms to significantly enhance cybersecurity…

Cryptography and Security · Computer Science 2025-10-31 Jayant Biradar , Smit Shah , Tanmay Naik

Prediction of stock price movements presents a formidable challenge in financial analytics due to the inherent volatility, non-stationarity, and nonlinear characteristics of market data. This paper introduces SPH-Net (Stock Price Prediction…

Computational Engineering, Finance, and Science · Computer Science 2025-09-22 Yiyang Wu , Hanyu Ma , Muxin Ge , Xiaoli Ma , Yadi Liu , Ye Aung Moe , Zeyu Han , Weizheng Xie

Gated Linear Units (GLU) have shown great potential in enhancing neural network performance. In this paper, I introduce a novel attention mechanism called GLU Attention, which introduces nonlinearity into the values of Attention. My…

Machine Learning · Computer Science 2025-07-08 Zehao Wang

We introduce the Momentum Transformer, an attention-based deep-learning architecture, which outperforms benchmark time-series momentum and mean-reversion trading strategies. Unlike state-of-the-art Long Short-Term Memory (LSTM)…

Machine Learning · Computer Science 2022-11-24 Kieran Wood , Sven Giegerich , Stephen Roberts , Stefan Zohren

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

Egocentric action anticipation is a challenging task that aims to make advanced predictions of future actions from current and historical observations in the first-person view. Most existing methods focus on improving the model architecture…

Computer Vision and Pattern Recognition · Computer Science 2023-07-11 Congqi Cao , Ze Sun , Qinyi Lv , Lingtong Min , Yanning Zhang