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Cryptocurrencies (or digital tokens, digital currencies, e.g., BTC, ETH, XRP, NEO) have been rapidly gaining ground in use, value, and understanding among the public, bringing astonishing profits to investors. Unlike other money and banking…
Blockchain systems are being used in a wide range of application domains. They can support trusted transactions in time critical applications. In this paper, we study how miners should pick up transactions from a transaction pool so as to…
Bitcoin is currently subject to a significant pay-for-speed trade-off. This is caused by lengthy and highly variable transaction confirmation times, especially during times of congestion. Users can reduce their transaction confirmation…
Utility-driven itemset mining is widely applied in many real-world scenarios. However, most algorithms do not work for itemsets with negative utilities. Several efficient algorithms for high-utility itemset (HUI) mining with negative…
Grain growth simulation is crucial for predicting metallic material microstructure evolution during annealing and resulting final mechanical properties, but traditional partial differential equation-based methods are computationally…
Bitcoin draws the highest degree of attention among cryptocurrencies, while coin mining is one of the most important fashion of profiting in the Bitcoin ecosystem. This paper constructs fresh coin circulation networks by tracking the fresh…
This paper presents a sophisticated multi-day turnover quantitative trading algorithm that integrates advanced deep learning techniques with comprehensive cross-sectional stock prediction for the Chinese A-share market. Our framework…
The objective of this paper is the construction of new indicators that can be useful to operate in the cryptocurrency market. These indicators are based on public data obtained from the blockchain network, specifically from the nodes that…
Technical traders have long relied on visual analysis of candlestick charts to identify market patterns and predict price movements. While deep learning has achieved remarkable success in image classification, its application to financial…
We use machine learning for designing a medium frequency trading strategy for a portfolio of 5 year and 10 year US Treasury note futures. We formulate this as a classification problem where we predict the weekly direction of movement of the…
Distributed computing systems often consist of hundreds of nodes, executing tasks with different resource requirements. Efficient resource provisioning and task scheduling in such systems are non-trivial and require close monitoring and…
Stubborn mining attack greatly downgrades Bitcoin throughput and also benefits malicious miners (attackers). This paper aims to quantify the impact of block receiving delay on stubborn mining attack severity in imperfect Bitcoin networks.…
Recently, there has been a remarkable amount of research being done in both, the fields of Blockchain and Internet of Things (IoT). Blockchain technology synergises well with IoT, solving key problems such as privacy, concerns with…
Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the High-Frequency Trading (HFT), forecasting for trading purposes is even a more challenging task…
Multi-bit spiking neural networks (SNNs) have recently become a heated research spot, pursuing energy-efficient and high-accurate AI. However, with more bits involved, the associated memory and computation demands escalate to the point…
In this paper, we present an adaptive investment strategy for environments with periodic returns on investment. In our approach, we consider an investment model where the agent decides at every time step the proportion of wealth to invest…
Bitcoin, with its ever-growing popularity, has demonstrated extreme price volatility since its origin. This volatility, together with its decentralised nature, make Bitcoin highly subjective to speculative trading as compared to more…
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…
Motivated by practical considerations in machine learning for financial decision-making, such as risk aversion and large action space, we consider risk-aware bandits optimization with applications in smart order routing (SOR). Specifically,…
Multi-input multi-out and non-orthogonal multiple access (MIMO-NOMA) internet-of-things (IoT) systems can improve channel capacity and spectrum efficiency distinctly to support the real-time applications. Age of information (AoI) is an…