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The S&P 500 index is considered the most popular trading instrument in financial markets. With the rise of cryptocurrencies over the past years, Bitcoin has also grown in popularity and adoption. The paper aims to analyze the daily return…

Statistical Finance · Quantitative Finance 2024-06-11 A. H. Nzokem

We propose a novel random access (RA) protocol that accounts for the network traffic in mixed URLLC-mMTC scenarios. By considering an IoT environment under high mMTC traffic demand, we model the traffic of each service using realistic…

Signal Processing · Electrical Eng. & Systems 2024-02-14 Herman L. dos Santos , João H. I. Souza , José Carlos Marinello , Taufik Abrão

With the rapid development of artificial intelligence, long short term memory (LSTM), one kind of recurrent neural network (RNN), has been widely applied in time series prediction. Like RNN, Transformer is designed to handle the sequential…

Trading and Market Microstructure · Quantitative Finance 2023-09-21 Paul Bilokon , Yitao Qiu

Using machine learning in solving constraint optimization and combinatorial problems is becoming an active research area in both computer science and operations research communities. This paper aims to predict a good solution for constraint…

Machine Learning · Computer Science 2021-05-17 Mahdi Abolghasemi , Babak Abbasi , Toktam Babaei , Zahra HosseiniFard

The Extreme Learning Machine (ELM) is a single-hidden layer feedforward neural network (SLFN) learning algorithm that can learn effectively and quickly. The ELM training phase assigns the input weights and bias randomly and does not change…

Neural and Evolutionary Computing · Computer Science 2017-08-18 Andre Pacheco , Renato Krohling , Carlos da Silva

Artificial intelligence (AI) and machine learning (ML) have become vital to remain competitive for financial services companies around the globe. The two models currently competing for the pole position in credit risk management are deep…

Machine Learning · Computer Science 2022-05-24 Marc Schmitt

The paper studies the linear model for Bitcoin price which includes regression features based on Bitcoin currency statistics, mining processes, Google search trends, Wikipedia pages visits. The pattern of deviation of regression model…

Statistical Finance · Quantitative Finance 2022-01-11 Bohdan M. Pavlyshenko

As the scale of data and models for video understanding rapidly expand, handling long-form video input in transformer-based models presents a practical challenge. Rather than resorting to input sampling or token dropping, which may result…

Computer Vision and Pattern Recognition · Computer Science 2024-11-01 Seon-Ho Lee , Jue Wang , Zhikang Zhang , David Fan , Xinyu Li

Accurate exchange rate prediction is fundamental to financial stability and international trade, positioning it as a critical focus in economic and financial research. Traditional forecasting models often falter when addressing the inherent…

Machine Learning · Computer Science 2024-12-30 Shuchen Meng , Andi Chen , Chihang Wang , Mengyao Zheng , Fangyu Wu , Xupeng Chen , Haowei Ni , Panfeng Li

The Extreme Learning Machine (ELM) technique is a machine learning approach for constructing feed-forward neural networks with a single hidden layer and their models. The ELM model can be constructed while being trained by concurrently…

Optimization and Control · Mathematics 2024-01-30 Muideen Adegoke , Lateef O. Jolaoso , Mardiyyah Oduwole

The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 Vishal Patil , Kavya Bhand , Kaustubh Mukdam , Kavya Sharma , Manas Kawtikwar , Prajwal Kavhar , Hridayansh Kaware

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

Statistical Finance · Quantitative Finance 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

While LSTMs show increasingly promising results for forecasting Financial Time Series (FTS), this paper seeks to assess if attention mechanisms can further improve performance. The hypothesis is that attention can help prevent long-term…

Machine Learning · Computer Science 2018-12-20 Thomas Hollis , Antoine Viscardi , Seung Eun Yi

While many studies show that more advanced LLMs excel in tasks such as mathematics and coding, we observe that in cryptocurrency trading, stronger LLMs sometimes underperform compared to weaker ones. To investigate this counterintuitive…

Multiagent Systems · Computer Science 2025-03-13 Qian Wang , Yuchen Gao , Zhenheng Tang , Bingqiao Luo , Nuo Chen , Bingsheng He

The year 2024 witnessed a major development in the cryptocurrency industry with the long-awaited approval of spot Bitcoin exchange-traded funds (ETFs). This innovation provides investors with a new, regulated path to gain exposure to…

Trading and Market Microstructure · Quantitative Finance 2024-09-04 Di Wu

The present study examines the effectiveness of applying Artificial Intelligence methods in an automotive production environment to predict unknown lead times in a non-cycle-controlled production area. Data structures are analyzed to…

Machine Learning · Computer Science 2025-01-16 Cornelius Hake , Jonas Weigele , Frederik Reichert , Christian Friedrich

The quest for accurate economic forecasting has traditionally been dominated by econometric models, which most of the times rely on the assumptions of linear relationships and stationarity in of the data. However, the complex and often…

Machine Learning · Computer Science 2025-02-28 Bogdan Oancea

The rapid growth of electronic communication has necessitated more robust systems for email classification and sentiment detection. This study presents a comparative performance analysis between traditional machine learning algorithms and…

Computation and Language · Computer Science 2026-05-06 Virdio Samuel Saragih , Baruna Abirawa , Kartini Lovian Simbolon , Luluk Muthoharoh , Ardika Satria , Martin C. T. Manullang

Sepsis requires urgent diagnosis, but research is predominantly focused on Western datasets. In this study, we perform a comparative analysis of two ensemble learning methods, LightGBM and XGBoost, using the public eICU-CRD dataset and a…

Machine Learning · Computer Science 2023-11-09 Surajsinh Parmar , Tao Shan , San Lee , Yonghwan Kim , Jang Yong Kim

This paper presents a novel hybrid model that integrates long-short-term memory (LSTM) networks and Graph Neural Networks (GNNs) to significantly enhance the accuracy of stock market predictions. The LSTM component adeptly captures temporal…

Statistical Finance · Quantitative Finance 2025-02-25 Meet Satishbhai Sonani , Atta Badii , Armin Moin