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Real-world time series often have multiple frequency components that are intertwined with each other, making accurate time series forecasting challenging. Decomposing the mixed frequency components into multiple single frequency components…

Machine Learning · Computer Science 2025-02-27 Songtao Huang , Zhen Zhao , Can Li , Lei Bai

As time evolves, data within specific domains exhibit predictability that motivates time series forecasting to predict future trends from historical data. However, current deep forecasting methods can achieve promising performance but…

Machine Learning · Computer Science 2025-08-11 Ziran Liang , Rui An , Wenqi Fan , Yanghui Rao , Yuxuan Liang

Accurate time series forecasting in scientific domains such as climate modeling, physiological monitoring, and energy systems benefits from both competitive predictions and model transparency. This work proposes DecompKAN, a lightweight…

Machine Learning · Computer Science 2026-04-28 Naveen Mysore

This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task…

Statistical Finance · Quantitative Finance 2025-02-14 Francesco Puoti , Fabrizio Pittorino , Manuel Roveri

This paper leverages machine learning algorithms to forecast and analyze financial time series. The process begins with a denoising autoencoder to filter out random noise fluctuations from the main contract price data. Then, one-dimensional…

Machine Learning · Computer Science 2025-07-22 Zhuohuan Hu , Richard Yu , Zizhou Zhang , Haoran Zheng , Qianying Liu , Yining Zhou

Bitcoin and its decentralized computing paradigm for digital currency trading are one of the most disruptive technology in the 21st century. This paper presents a novel approach to developing a Bitcoin transaction forecast model,…

Social and Information Networks · Computer Science 2022-03-10 Wenqi Wei , Qi Zhang , Ling Liu

Accurate channel state information (CSI) prediction is essential for improving the reliability and spectral efficiency of massive MIMO-OFDM systems in high-mobility scenarios. Existing deep learning methods struggle to jointly capture…

Signal Processing · Electrical Eng. & Systems 2026-05-14 Nanqing Jiang , Zhangyao Song , Tao Guo , Xiaoyu Zhao , Yinfei Xu

In the distributed systems landscape, Blockchain has catalyzed the rise of cryptocurrencies, merging enhanced security and decentralization with significant investment opportunities. Despite their potential, current research on…

General Economics · Economics 2025-08-11 Yihang Fu , Mingyu Zhou , Luyao Zhang

The cryptocurrency market is highly volatile compared to traditional financial markets. Hence, forecasting its volatility is crucial for risk management. In this paper, we investigate CryptoQuant data (e.g. on-chain analytics, exchange and…

Trading and Market Microstructure · Quantitative Finance 2024-06-13 Dorien Herremans , Kah Wee Low

Rapid progress in machine learning and deep learning has enabled a wide range of applications in the electricity load forecasting of power systems, for instance, univariate and multivariate short-term load forecasting. Though the strong…

Machine Learning · Computer Science 2024-02-20 Yuqi Jiang , Yan Li , Yize Chen

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

Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…

Computational Finance · Quantitative Finance 2025-10-10 Kairan Hong , Jinling Gan , Qiushi Tian , Yanglinxuan Guo , Rui Guo , Runnan Li

Time series forecasting plays a vital role across scientific, industrial, and environmental domains, especially when dealing with high-dimensional and nonlinear systems. While Transformer-based models have recently achieved state-of-the-art…

Machine Learning · Computer Science 2025-08-05 Ali Forootani , Mohammad Khosravi , Masoud Barati

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

Blockchain technology shows significant results and huge potential for serving as an interweaving fabric that goes through every industry and market, allowing decentralized and secure value exchange, thus connecting our civilization like…

Computational Finance · Quantitative Finance 2018-10-17 Zvezdin Besarabov , Todor Kolev

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…

Computer Vision and Pattern Recognition · Computer Science 2026-05-05 Dustin M. Haggett

Accurately forecasting carbon prices is essential for informed energy market decision-making, guiding sustainable energy planning, and supporting effective decarbonization strategies. However, it remains challenging due to structural breaks…

Machine Learning · Computer Science 2025-11-21 Runsheng Ren , Jing Li , Yanxiu Li , Shixun Huang , Jun Shen , Wanqing Li , John Le , Sheng Wang

This work aims to analyse the predictability of price movements of cryptocurrencies on both hourly and daily data observed from January 2017 to January 2021, using deep learning algorithms. For our experiments, we used three sets of…

Statistical Finance · Quantitative Finance 2021-02-18 Marco Ortu , Nicola Uras , Claudio Conversano , Giuseppe Destefanis , Silvia Bartolucci

This study proposes a hybrid deep learning model for forecasting the price of Bitcoin, as the digital currency is known to exhibit frequent fluctuations. The models used are the Variational Mode Decomposition (VMD) and the Long Short-Term…

Statistical Finance · Quantitative Finance 2025-10-21 Emmanuel Boadi

In this paper, we introduce Wav-KAN, an innovative neural network architecture that leverages the Wavelet Kolmogorov-Arnold Networks (Wav-KAN) framework to enhance interpretability and performance. Traditional multilayer perceptrons (MLPs)…

Machine Learning · Computer Science 2024-05-28 Zavareh Bozorgasl , Hao Chen
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