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相关论文: On Technical Trading and Social Media Indicators i…

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Social media signals have been successfully used to develop large-scale predictive and anticipatory analytics. For example, forecasting stock market prices and influenza outbreaks. Recently, social data has been explored to forecast price…

统计金融 · 定量金融 2019-07-02 Maria Glenski , Tim Weninger , Svitlana Volkova

This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…

计算金融 · 定量金融 2024-03-07 Mohammad Ali Labbaf Khaniki , Mohammad Manthouri

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making short term price predictions for several major crypto…

交易与市场微观结构 · 定量金融 2019-12-02 David Zhao , Alessandro Rinaldo , Christopher Brookins

There has been much interest in accurate cryptocurrency price forecast models by investors and researchers. Deep Learning models are prominent machine learning techniques that have transformed various fields and have shown potential for…

机器学习 · 计算机科学 2024-06-04 Jingyang Wu , Xinyi Zhang , Fangyixuan Huang , Haochen Zhou , Rohtiash Chandra

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

统计金融 · 定量金融 2020-10-16 Qi Zhao

We introduce novel approaches to cryptocurrency price forecasting, leveraging Machine Learning (ML) and Natural Language Processing (NLP) techniques, with a focus on Bitcoin and Ethereum. By analysing news and social media content,…

统计金融 · 定量金融 2024-10-28 Vincent Gurgul , Stefan Lessmann , Wolfgang Karl Härdle

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…

交易与市场微观结构 · 定量金融 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

The aim of this paper is to investigate the effect of a novel method called linear law-based feature space transformation (LLT) on the accuracy of intraday price movement prediction of cryptocurrencies. To do this, the 1-minute interval…

统计金融 · 定量金融 2023-05-09 Marcell T. Kurbucz , Péter Pósfay , Antal Jakovác

The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces…

社会与信息网络 · 计算机科学 2016-05-13 David Garcia , Frank Schweitzer

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…

机器学习 · 计算机科学 2022-03-01 Jacques Fleischer , Gregor von Laszewski , Carlos Theran , Yohn Jairo Parra Bautista

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

统计金融 · 定量金融 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

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…

统计金融 · 定量金融 2023-11-14 Parth Daxesh Modi , Kamyar Arshi , Pertami J. Kunz , Abdelhak M. Zoubir

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…

This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight…

交易与市场微观结构 · 定量金融 2024-07-29 Abdul Jabbar , Syed Qaisar Jalil

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.…

机器学习 · 计算机科学 2024-12-20 Arash Peik , Mohammad Ali Zare Chahooki , Amin Milani Fard , Mehdi Agha Sarram

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…

统计金融 · 定量金融 2020-06-26 S M Raju , Ali Mohammad Tarif

Cryptocurrencies, such as Bitcoin, are one of the most controversial and complex technological innovations in today's financial system. This study aims to forecast the movements of Bitcoin prices at a high degree of accuracy. To this aim,…

计算金融 · 定量金融 2023-03-09 Hakan Pabuccu , Serdar Ongan , Ayse Ongan

Blockchain technology shows significant results and huge potential for serving as an interweaving fabric that goes through every industry and market, allowing decentralized and secure value exchange, thus connecting our civilization like…

计算金融 · 定量金融 2018-10-17 Zvezdin Besarabov , Todor Kolev

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…

综合金融 · 定量金融 2020-04-06 Fan Fang , Waichung Chung , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , Fan Wu
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