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Prediction of stock prices has been a crucial and challenging task, especially in the case of highly volatile digital currencies such as Bitcoin. This research examineS the potential of using neural network models, namely LSTMs and GRUs, to…

Statistical Finance · Quantitative Finance 2024-05-15 Ali Mohammadjafari

In this work, we apply machine learning techniques to historical stock prices to forecast future prices. To achieve this, we use recursive approaches that are appropriate for handling time series data. In particular, we apply a linear…

Statistical Finance · Quantitative Finance 2022-02-08 Ogulcan E. Orsel , Sasha S. Yamada

The prediction of foreign exchange rates, such as the US Dollar (USD) to Bangladeshi Taka (BDT), plays a pivotal role in global financial markets, influencing trade, investments, and economic stability. This study leverages historical…

Accurate load forecasting is critical for electricity market operations and other real-time decision-making tasks in power systems. This paper considers the short-term load forecasting (STLF) problem for residential customers within a…

Machine Learning · Computer Science 2021-11-24 Yuqi Zhou , Arun Sukumaran Nair , David Ganger , Abhinandan Tripathi , Chaitanya Baone , Hao Zhu

Bitcoin, one of the major cryptocurrencies, presents great opportunities and challenges with its tremendous potential returns accompanying high risks. The high volatility of Bitcoin and the complex factors affecting them make the study of…

Trading and Market Microstructure · Quantitative Finance 2021-05-04 Qiutong Guo , Shun Lei , Qing Ye , Zhiyang Fang

Standard LSTM(Long Short-Term Memory) neural networks provide accurate predictions for sales data in the retail industry, but require a lot of computing power. It can be challenging especially for mid to small retail industries. This paper…

Machine Learning · Computer Science 2026-02-19 Ravi Teja Pagidoju

Neural networks are powerful tools for classification and regression in static environments. This paper describes a technique for creating an ensemble of neural networks that adapts dynamically to changing conditions. The model separates…

Artificial Intelligence · Computer Science 2008-12-16 Baruch Lubinsky , Bekir Genc , Tshilidzi Marwala

Predictive model design for accurately predicting future stock prices has always been considered an interesting and challenging research problem. The task becomes complex due to the volatile and stochastic nature of the stock prices in the…

Machine Learning · Computer Science 2021-11-10 Jaydip Sen , Saikat Mondal , Sidra Mehtab

This paper applies a recurrent neural network, the LSTM, to forecast inflation. This is an appealing model for time series as it processes each time step sequentially and explicitly learns dynamic dependencies. The paper also explores the…

Econometrics · Economics 2023-10-03 Livia Paranhos

In order to make good investment decisions, it is vitally important for an investor to know how to make good analysis of financial time series. Within this context, studies on the forecast of the values and trends of stock prices have…

Statistical Finance · Quantitative Finance 2021-08-24 Gabriel de Oliveira Guedes Nogueira , Marcel Otoboni de Lima

Bitcoin is the first digital decentralized cryptocurrency that has shown a significant increase in market capitalization in recent years. The objective of this paper is to determine the predictable price direction of Bitcoin in USD by…

Statistical Finance · Quantitative Finance 2020-06-26 S M Raju , Ali Mohammad Tarif

Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic…

Statistical Finance · Quantitative Finance 2020-08-26 Mojtaba Nabipour , Pooyan Nayyeri , Hamed Jabani , Amir Mosavi

Accurate price predictions are essential for market participants in order to optimize their operational schedules and bidding strategies, especially in the current context where electricity prices become more volatile and less predictable…

Computational Engineering, Finance, and Science · Computer Science 2025-09-26 Naga Venkata Sai Jitin Jami , Juraj Kardoš , Olaf Schenk , Harald Köstler

In this paper we apply neural networks and Artificial Intelligence (AI) to historical records of high-risk cryptocurrency coins to train a prediction model that guesses their price. This paper's code contains Jupyter notebooks, one of which…

Machine Learning · Computer Science 2022-03-01 Jacques Fleischer , Gregor von Laszewski , Carlos Theran , Yohn Jairo Parra Bautista

Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify patterns in stock price movements and…

Statistical Finance · Quantitative Finance 2021-09-07 Sidra Mehtab , Jaydip Sen

Precise and timely traffic flow prediction plays a critical role in developing intelligent transportation systems and has attracted considerable attention in recent decades. Despite the significant progress in this area brought by deep…

Machine Learning · Computer Science 2022-05-03 Wenzheng Zhao

Large Language Models (LLMs), prominently highlighted by the recent evolution in the Generative Pre-trained Transformers (GPT) series, have displayed significant prowess across various domains, such as aiding in healthcare diagnostics and…

Portfolio Management · Quantitative Finance 2023-09-08 Yang Li , Yangyang Yu , Haohang Li , Zhi Chen , Khaldoun Khashanah

Short Term Load Forecast (STLF) is necessary for effective scheduling, operation optimization trading, and decision-making for electricity consumers. Modern and efficient machine learning methods are recalled nowadays to manage complicated…

Applications · Statistics 2021-10-20 Junjie Hu , Brenda López Cabrera , Awdesch Melzer

Bitcoin as a cryptocurrency has been one of the most important digital coins and the first decentralized digital currency. Deep neural networks, on the other hand, has shown promising results recently; however, we require huge amount of…

Statistical Finance · Quantitative Finance 2023-11-14 Parth Daxesh Modi , Kamyar Arshi , Pertami J. Kunz , Abdelhak M. Zoubir

With the volatile and complex nature of financial data influenced by external factors, forecasting the stock market is challenging. Traditional models such as ARIMA and GARCH perform well with linear data but struggle with non-linear…

Machine Learning · Computer Science 2025-01-30 Prashant Pilla , Raji Mekonen