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Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

Computational Finance · Quantitative Finance 2023-11-16 Reza Yarbakhsh , Mahdieh Soleymani Baghshah , Hamidreza Karimaghaie

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…

Probability · Mathematics 2024-02-28 Rowel Gündlach , Ivo V. Stoepker , Stella Kapodistria , Jacques A. C. Resing

Cryptocurrencies and Bitcoin, in particular, are prone to wild swings resulting in frequent jumps in prices, making them historically popular for traders to speculate. A better understanding of these fluctuations can greatly benefit crypto…

Mathematical Finance · Quantitative Finance 2023-10-17 Edson Pindza , Jules Clement Mba , Sutene Mwambi , Nneka Umeorah

Predicting the trend of Bitcoin, a highly volatile cryptocurrency, remains a challenging task. Accurate forecasting holds immense potential for investors and market participants dealing with High Frequency Trading systems. The purpose of…

Computational Engineering, Finance, and Science · Computer Science 2024-07-11 Zeinab Shahsafdari , Ahmad Kalhor

Cryptocurrency markets are experiencing rapid growth, but this expansion comes with significant challenges, particularly in predicting cryptocurrency prices for traders in the U.S. In this study, we explore how deep learning and machine…

Machine Learning · Computer Science 2025-08-05 Md Zahidul Islam , Md Shafiqur Rahman , Md Sumsuzoha , Babul Sarker , Md Rafiqul Islam , Mahfuz Alam , Sanjib Kumar Shil

Preference-based alignment like Reinforcement Learning from Human Feedback (RLHF) learns from pairwise preferences, yet the labels are often noisy and inconsistent. Existing uncertainty-aware approaches weight preferences, but ignore a more…

Machine Learning · Computer Science 2026-01-27 Tiejin Chen , Xiaoou Liu , Vishnu Nandam , Kuan-Ru Liou , Hua Wei

Over 900 million Bitcoin transactions have been recorded, posing considerable challenges for machine learning in terms of computation time and maintaining prediction accuracy. We propose an innovative approach using quantum-inspired…

Quantum Physics · Physics 2024-11-26 Ming-Fong Sie , Yen-Jui Chang , Chien-Lung Lin , Ching-Ray Chang , Shih-Wei Liao

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

Blockchain finance has become a part of the world financial system, most typically manifested in the attention to the price of Bitcoin. However, a great deal of work is still limited to using technical indicators to capture Bitcoin price…

Statistical Finance · Quantitative Finance 2022-05-03 Panpan Li , Shengbo Gong , Shaocong Xu , Jiajun Zhou , Yu Shanqing , Qi Xuan

This paper will propose a novel machine learning based portfolio management method in the context of the cryptocurrency market. Previous researchers mainly focus on the prediction of the movement for specific cryptocurrency such as the…

Machine Learning · Computer Science 2025-12-10 Zijiang Yang

A data-driven approach called CaNN (Calibration Neural Network) is proposed to calibrate financial asset price models using an Artificial Neural Network (ANN). Determining optimal values of the model parameters is formulated as training…

Computational Finance · Quantitative Finance 2020-02-03 Shuaiqiang Liu , Anastasia Borovykh , Lech A. Grzelak , Cornelis W. Oosterlee

Initialization of neural network weights plays a pivotal role in determining their performance. Feature Imitating Networks (FINs) offer a novel strategy by initializing weights to approximate specific closed-form statistical features,…

Machine Learning · Computer Science 2023-09-22 Reza Khanmohammadi , Tuka Alhanai , Mohammad M. Ghassemi

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

Nowadays, federated recommendation technology is rapidly evolving to help multiple organisations share data and train models while meeting user privacy, data security and government regulatory requirements. However, federated recommendation…

Information Retrieval · Computer Science 2025-11-11 Jianhai Chen , Yanlin Wu , Dazhong Rong , Guoyao Yu , Lingqi Jiang , Zhenguang Liu , Peng Zhou , Rui Shen

Unlabeled data are increasingly prevalent in contemporary economic studies, yet their effective use for improving prediction remains challenging because the outcomes are often costly or even infeasible to observe. Machine learning methods…

Methodology · Statistics 2026-05-12 Fuzhi Xu , Xingyu Yan , Xinyu Zhang

Introduction: The paper addresses the challenging problem of predicting the short-term realized volatility of the Bitcoin price using order flow information. The inherent stochastic nature and anti-persistence of price pose difficulties in…

Risk Management · Quantitative Finance 2024-03-21 Artem Lensky , Mingyu Hao

This paper proposes a novel energy storage price arbitrage algorithm combining supervised learning with dynamic programming. The proposed approach uses a neural network to directly predicts the opportunity cost at different energy storage…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Ningkun Zheng , Xiaoxiang Liu , Bolun Xu , Yuanyuan Shi

Cryptocurrency trading represents a nascent field of research, with growing adoption in industry. Aided by its decentralised nature, many metrics describing cryptocurrencies are accessible with a simple Google search and update frequently,…

Trading and Market Microstructure · Quantitative Finance 2023-07-27 Tom Liu , Stefan Zohren

The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…

General Finance · Quantitative Finance 2020-04-06 Fan Fang , Waichung Chung , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , Fan Wu

Auction has been used to allocate resources or tasks to processes, machines or other autonomous entities in distributed systems. When different bidders have different demands and valuations on different types of resources or tasks, the…

Computer Science and Game Theory · Computer Science 2019-02-26 Li-Hsing Yen , Guang-Hong Sun