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First, a big data analysis of the transactions and smart contracts made on the Ethereum blockchain is performed, revealing interesting trends in motion. Next, these trends are compared with the public's interest in Ether and Bitcoin,…

交易与市场微观结构 · 定量金融 2021-04-06 Dorsa Mohammadi Arezooji

Centralized monetary policy, leading to persistent inflation, is often inconsistent, untrustworthy, and unpredictable. Algorithmic stablecoins enabled by blockchain technology are promising in solving this problem. Algorithmic stablecoins…

综合经济学 · 经济学 2022-01-17 Luyao Zhang , Yulin Liu

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…

机器学习 · 计算机科学 2024-07-26 Silas Baumann , Karl A. Busch , Hamza A. A. Gardi

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…

密码学与安全 · 计算机科学 2019-11-27 Harsh Jot Singh , Abdelhakim Senhaji Hafid

Predicting the prices of stocks at any stock market remains a quest for many investors and researchers. Those who trade at the stock market tend to use technical, fundamental or time series analysis in their predictions. These methods…

机器学习 · 计算机科学 2016-09-20 Barack Wamkaya Wanjawa

Algorithmic trading systems are often completely automated, and deep learning is increasingly receiving attention in this domain. Nonetheless, little is known about the robustness properties of these models. We study valuation models for…

机器学习 · 计算机科学 2021-11-02 Micah Goldblum , Avi Schwarzschild , Ankit B. Patel , Tom Goldstein

The research delves into the capabilities of a transformer-based neural network for Ethereum cryptocurrency price forecasting. The experiment runs around the hypothesis that cryptocurrency prices are strongly correlated with other…

机器学习 · 计算机科学 2024-01-17 Shubham Singh , Mayur Bhat

In this paper, we discuss the method of Bayesian regression and its efficacy for predicting price variation of Bitcoin, a recently popularized virtual, cryptographic currency. Bayesian regression refers to utilizing empirical data as proxy…

人工智能 · 计算机科学 2014-10-07 Devavrat Shah , Kang Zhang

In this note, we compare Bitcoin trading performance using two machine learning models-Light Gradient Boosting Machine (LightGBM) and Long Short-Term Memory (LSTM)-and two technical analysis-based strategies: Exponential Moving Average…

计算金融 · 定量金融 2025-11-04 José Ángel Islas Anguiano , Andrés García-Medina

The paper studies the linear model for Bitcoin price which includes regression features based on Bitcoin currency statistics, mining processes, Google search trends, Wikipedia pages visits. The pattern of deviation of regression model…

统计金融 · 定量金融 2022-01-11 Bohdan M. Pavlyshenko

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,…

交易与市场微观结构 · 定量金融 2023-07-27 Tom Liu , Stefan Zohren

The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…

计算工程、金融与科学 · 计算机科学 2025-10-30 Vishal Patil , Kavya Bhand , Kaustubh Mukdam , Kavya Sharma , Manas Kawtikwar , Prajwal Kavhar , Hridayansh Kaware

We focus on the problem of market making in high-frequency trading. Market making is a critical function in financial markets that involves providing liquidity by buying and selling assets. However, the increasing complexity of financial…

交易与市场微观结构 · 定量金融 2023-07-03 Jiafa He , Cong Zheng , Can Yang

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…

其他计算机科学 · 计算机科学 2022-09-09 Yueying Ma , Yan Mi , Yujing Bian

Algorithmic trading is well studied in traditional financial markets. However, it has received less attention in centralized cryptocurrency exchanges. The Commodity Futures Trading Commission (CFTC) attributed the $2010$ flash crash, one of…

交易与市场微观结构 · 定量金融 2020-02-28 Paz Grimberg , Tobias Lauinger , Damon McCoy

Price movement prediction has always been one of the traders' concerns in financial market trading. In order to increase their profit, they can analyze the historical data and predict the price movement. The large size of the data and…

机器学习 · 计算机科学 2022-10-10 Naseh Majidi , Mahdi Shamsi , Farokh Marvasti

Despite the fact that cryptocurrencies themselves have experienced an astonishing rate of adoption over the last decade, cryptocurrency fraud detection is a heavily under-researched problem area. Of all fraudulent activity regarding…

机器学习 · 计算机科学 2022-05-11 Viswanath Chadalapaka , Kyle Chang , Gireesh Mahajan , Anuj Vasil

We propose a profitable trading strategy for the cryptocurrency market based on grid trading. Starting with an analysis of the expected value of the traditional grid strategy, we show that under simple assumptions, its expected return is…

交易与市场微观结构 · 定量金融 2025-06-16 Kai-Yuan Chen , Kai-Hsin Chen , Jyh-Shing Roger Jang

Financial markets are nonlinear with complexity, where different types of assets are traded between buyers and sellers, each having a view to maximize their Return on Investment (ROI). Forecasting market trends is a challenging task since…

交易与市场微观结构 · 定量金融 2024-11-22 Sahand Hassanizorgabad

The fast-growing cryptocurrency sector presents both challenges and opportunities for businesses and consumers alike. This study investigates the knowledge, expertise, and buying habits of people who shop using cryptocurrencies. Our survey…

计算机与社会 · 计算机科学 2025-10-16 Massimiliano Silenzi , Umut Can Cabuk , Enis Karaarslan , Omer Aydin