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This paper proposes a Bitwise Gated Recurrent Unit (BGRU) network for the single-channel source separation task. Recurrent Neural Networks (RNN) require several sets of weights within its cells, which significantly increases the…

Audio and Speech Processing · Electrical Eng. & Systems 2019-08-26 Sunwoo Kim , Mrinmoy Maity , Minje Kim

Forecasting cryptocurrencies as a financial issue is crucial as it provides investors with possible financial benefits. A small improvement in forecasting performance can lead to increased profitability; therefore, obtaining a realistic…

Computational Finance · Quantitative Finance 2024-05-01 Hulusi Mehmet Tanrikulu , Hakan Pabuccu

Blockchain technology is ushering in another break-out year, the challenge of blockchain still remains to be solved. This paper analyzes the features of Bitcoin and Bitcoin-NG system based on blockchain, proposes an improved method of…

Cryptography and Security · Computer Science 2018-11-01 Jia Kan , Shangzhe Chen , Xin Huang

Acceleration of cryptographic applications on massively parallel computing platforms, such as Graphics Processing Units (GPUs), becomes a real challenge as their decreasing cost and mass production makes practical implementations…

Cryptography and Security · Computer Science 2013-05-17 Jean-Marie Chauvet , Eric Mahé

Traffic flow prediction is an essential task in constructing smart cities and is a typical Multivariate Time Series (MTS) Problem. Recent research has abandoned Gated Recurrent Units (GRU) and utilized dilated convolutions or temporal…

Artificial Intelligence · Computer Science 2024-04-19 Wenfeng Zhang , Xin Li , Anqi Li , Xiaoting Huang , Ti Wang , Honglei Gao

A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…

Risk Management · Quantitative Finance 2018-05-15 Cuneyt Akcora , Matthew Dixon , Yulia Gel , Murat Kantarcioglu

As deep neural networks (DNNs) become deeper, the training time increases. In this perspective, multi-GPU parallel computing has become a key tool in accelerating the training of DNNs. In this paper, we introduce a novel methodology to…

Numerical Analysis · Mathematics 2024-07-08 Chang-Ock Lee , Youngkyu Lee , Jongho Park

Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work…

Machine Learning · Computer Science 2021-10-29 Nathan Crone , Eoin Brophy , Tomas Ward

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

Blockchain offers a decentralized, immutable, transparent system of records. It offers a peer-to-peer network of nodes with no centralised governing entity making it unhackable and therefore, more secure than the traditional paper-based or…

Cryptography and Security · Computer Science 2019-11-27 Harsh Jot Singh , Abdelhakim Senhaji Hafid

In this paper we propose a deep recurrent model based on the order flow for the stationary modelling of the high-frequency directional prices movements. The order flow is the microsecond stream of orders arriving at the exchange, driving…

Statistical Finance · Quantitative Finance 2020-04-06 Ye-Sheen Lim , Denise Gorse

Predicting cryptocurrency price trends remains a major challenge due to the volatility and complexity of digital asset markets. Artificial intelligence (AI) has emerged as a powerful tool to address this problem. This study proposes a…

We present a novel recurrent neural network architecture specifically designed for day-ahead electricity price forecasting, aimed at improving short-term decision-making and operational management in energy systems. Our combined forecasting…

Machine Learning · Statistics 2026-01-29 Souhir Ben Amor , Florian Ziel

Gold and bitcoin are not new to us, but with limited cash and time, given only the past stream of the daily price of gold and bitcoin, it is a kind of new problem for us to develop a certain model and determine the best strategy to get the…

Other Computer Science · Computer Science 2022-09-09 Yueying Ma , Yan Mi , Yujing Bian

Organizing and managing cryptocurrency portfolios and decision-making on transactions is crucial in this market. Optimal selection of assets is one of the main challenges that requires accurate prediction of the price of cryptocurrencies.…

Machine Learning · Computer Science 2024-12-20 Arash Peik , Mohammad Ali Zare Chahooki , Amin Milani Fard , Mehdi Agha Sarram

Recently, cryptocurrencies have attracted a growing interest from investors, practitioners and researchers. Nevertheless, few studies have focused on the predictability of them. In this paper we propose a new and comprehensive study about…

Statistical Finance · Quantitative Finance 2020-04-27 Roy Cerqueti , Massimiliano Giacalone , Raffaele Mattera

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

Financial time series have historically been assumed to be a martingale process under the Random Walk hypothesis. Instead of making investment decisions using the raw prices alone, various multimodal pattern matching algorithms have been…

Statistical Finance · Quantitative Finance 2023-08-21 Minsuk Kim , Byungchul Kim , Junyeong Yong , Jeongwoo Park , Gyeongmin Kim

It is a difficult task for both professional investors and individual traders continuously making profit in stock market. With the development of computer science and deep reinforcement learning, Buy\&Hold (B\&H) has been oversteped by many…

Trading and Market Microstructure · Quantitative Finance 2021-05-24 Zhishun Wang , Wei Lu , Kaixin Zhang , Tianhao Li , Zixi Zhao

Payment channel networks (PCNs) are a promising technology to improve the scalability of cryptocurrencies. PCNs, however, face the challenge that the frequent usage of certain routes may deplete channels in one direction, and hence prevent…

Data Structures and Algorithms · Computer Science 2022-09-27 Mahsa Bastankhah , Krishnendu Chatterjee , Mohammad Ali Maddah-Ali , Stefan Schmid , Jakub Svoboda , Michelle Yeo
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