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This study investigates the impact of varying sequence lengths on the accuracy of predicting cryptocurrency returns using Artificial Neural Networks (ANNs). Utilizing the Mean Absolute Error (MAE) as a threshold criterion, we aim to enhance…

Machine Learning · Computer Science 2024-07-26 Silas Baumann , Karl A. Busch , Hamza A. A. Gardi

Recently recurrent neural networks (RNN) has been very successful in handling sequence data. However, understanding RNN and finding the best practices for RNN is a difficult task, partly because there are many competing and complex hidden…

Neural and Evolutionary Computing · Computer Science 2016-04-01 Guo-Bing Zhou , Jianxin Wu , Chen-Lin Zhang , Zhi-Hua Zhou

This paper addresses the challenges of fault prediction and delayed response in distributed systems by proposing an intelligent prediction method based on temporal feature learning. The method takes multi-dimensional performance metric…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-28 Yang Wang , Wenxuan Zhu , Xuehui Quan , Heyi Wang , Chang Liu , Qiyuan Wu

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

Parallelizing Gated Recurrent Unit (GRU) networks is a challenging task, as the training procedure of GRU is inherently sequential. Prior efforts to parallelize GRU have largely focused on conventional parallelization strategies such as…

Computer Vision and Pattern Recognition · Computer Science 2022-03-10 Gordon Euhyun Moon , Eric C. Cyr

With the proliferation of pump-and-dump schemes (P&Ds) in the cryptocurrency market, it becomes imperative to detect such fraudulent activities in advance to alert potentially susceptible investors. In this paper, we focus on predicting the…

Statistical Finance · Quantitative Finance 2023-04-04 Sihao Hu , Zhen Zhang , Shengliang Lu , Bingsheng He , Zhao Li

Recent advancements in the fields of artificial intelligence and machine learning methods resulted in a significant increase of their popularity in the literature, including electricity price forecasting. Said methods cover a very broad…

Applications · Statistics 2020-08-19 Grzegorz Marcjasz , Jesus Lago , Rafał Weron

Bitcoin transactions include unspent transaction outputs (UTXOs) as their inputs and generate one or more newly owned UTXOs at specified addresses. Each UTXO can only be used as an input in a transaction once, and using it in two or more…

Cryptography and Security · Computer Science 2023-08-22 Changhoon Kang , Jongsoo Woo , James Won-Ki Hong

Accurate real-time traffic flow prediction can be leveraged to relieve traffic congestion and associated negative impacts. The existing centralized deep learning methodologies have demonstrated high prediction accuracy, but suffer from…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-05-30 Collin Meese , Hang Chen , Syed Ali Asif , Wanxin Li , Chien-Chung Shen , Mark Nejad

Recent studies in big data analytics and natural language processing develop automatic techniques in analyzing sentiment in the social media information. In addition, the growing user base of social media and the high volume of posts also…

Computation and Language · Computer Science 2021-10-19 Xin Huang , Wenbin Zhang , Xuejiao Tang , Mingli Zhang , Jayachander Surbiryala , Vasileios Iosifidis , Zhen Liu , Ji Zhang

Accurately forecasting commodity demand remains a critical challenge due to volatile market dynamics, nonlinear dependencies, and the need for economically consistent predictions. This paper introduces PREIG, a novel deep learning framework…

Machine Learning · Computer Science 2025-07-30 Hongwei Ma , Junbin Gao , Minh-Ngoc Tran

This paper reports empirical evidence that a neural networks model is applicable to the statistically reliable prediction of foreign exchange rates. Time series data and technical indicators such as moving average, are fed to neural nets to…

Disordered Systems and Neural Networks · Physics 2016-08-31 V. V. Kondratenko , Yu. A Kuperin

Identifying the structural dependence between the cryptocurrencies and predicting market trend are fundamental for effective portfolio management in cryptocurrency trading. In this paper, we present a unified Bayesian framework based on…

Computational Finance · Quantitative Finance 2023-08-03 Anoop C , Neeraj Negi , Anup Aprem

Recurrent neural networks (RNNs) are a popular choice for modeling sequential data. Modern RNN architectures assume constant time-intervals between observations. However, in many datasets (e.g. medical records) observation times are…

Machine Learning · Computer Science 2022-07-27 Mona Schirmer , Mazin Eltayeb , Stefan Lessmann , Maja Rudolph

As neural network algorithms show high performance in many applications, their efficient inference on mobile and embedded systems are of great interests. When a single stream recurrent neural network (RNN) is executed for a personal user in…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-04-02 Wonyong Sung , Jinhwan Park

Blockchain-based cryptocurrencies prioritize transactions based on their fees, creating a unique kind of fee market. Empirically, this market has failed to yield stable equilibria with predictable prices for desired levels of service. We…

Cryptography and Security · Computer Science 2019-01-23 Soumya Basu , David Easley , Maureen O'Hara , Emin Gün Sirer

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

Digital currencies and cryptocurrencies have hesitantly started to penetrate the investors, and the next step will be the regulatory risk management framework. We examine the Value-at-Risk and Expected Shortfall properties for the major…

Risk Management · Quantitative Finance 2017-08-31 Stavros Stavroyiannis

Financial fraud detection is critical for maintaining the integrity of financial systems, particularly in decentralised environments such as cryptocurrency networks. Although Graph Convolutional Networks (GCNs) are widely used for financial…

Machine Learning · Computer Science 2025-11-04 Omkar Kulkarni , Rohitash Chandra

The cost aggregation strategy shows a crucial role in learning-based stereo matching tasks, where 3D convolutional filters obtain state of the art but require intensive computation resources, while 2D operations need less GPU memory but are…

Computer Vision and Pattern Recognition · Computer Science 2021-05-26 Hongzhi Du , Yanyan Li , Yanbiao Sun , Jigui Zhu , Federico Tombari