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Cryptocurrencies have gained significant attention in recent years due to their decentralized nature and potential for financial innovation. Thus, the ability to accurately predict its price has become a subject of great interest for…

机器学习 · 计算机科学 2024-10-21 Arthur Emanuel de Oliveira Carosia

This study identifies the key factors influencing the price movements of major cryptocurrencies, Bitcoin, Binance Coin, Ethereum, Litecoin, Ripple, and Tether, using Bayesian networks (BNs). This study addresses two key challenges:…

统计金融 · 定量金融 2025-08-22 Rasoul Amirzadeh , Asef Nazari , Dhananjay Thiruvady , Mong Shan Ee

Cryptocurrencies have transformed financial markets with their innovative blockchain technology and volatile price movements, presenting both challenges and opportunities for predictive analytics. Ethereum, being one of the leading…

Cryptocoins (i.e., Bitcoin, Ether, Litecoin) are tradable digital assets. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption techniques guarantee the security of the transactions…

计算工程、金融与科学 · 计算机科学 2024-09-06 Pasquale De Rosa , Pascal Felber , Valerio Schiavoni

Bitcoin, as one of the most popular cryptocurrency, is recently attracting much attention of investors. Bitcoin price prediction task is consequently a rising academic topic for providing valuable insights and suggestions. Existing bitcoin…

统计金融 · 定量金融 2020-08-25 Xiao Li , Weili Wu

Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal…

物理与社会 · 物理学 2019-04-09 Laura Alessandretti , Abeer ElBahrawy , Luca Maria Aiello , Andrea Baronchelli

Forecasting cryptocurrencies as a financial issue is crucial as it provides investors with possible financial benefits. A small improvement in forecasting performance can lead to increased profitability; therefore, obtaining a realistic…

计算金融 · 定量金融 2024-05-01 Hulusi Mehmet Tanrikulu , Hakan Pabuccu

At present, cryptocurrencies have become a global phenomenon in financial sectors as it is one of the most traded financial instruments worldwide. Cryptocurrency is not only one of the most complicated and abstruse fields among financial…

统计金融 · 定量金融 2020-05-20 Reaz Chowdhury , M. Arifur Rahman , M. Sohel Rahman , M. R. C. Mahdy

Aspiring to achieve an accurate Bitcoin price prediction based on people's opinions on Twitter usually requires millions of tweets, using different text mining techniques (preprocessing, tokenization, stemming, stop word removal), and…

社会与信息网络 · 计算机科学 2023-06-12 Sattarov Otabek , Jaeyoung Choi

Cryptocurrencies, as decentralized digital assets, have experienced rapid growth and adoption, with over 23,000 cryptocurrencies and a market capitalization nearing \$1.1 trillion (about \$3,400 per person in the US) as of 2023. This…

机器学习 · 计算机科学 2024-10-21 Jannatun Nayeem Pinky , Ramya Akula

The rapid development of information technology, especially the Internet, has facilitated users with a quick and easy way to seek information. With these convenience offered by internet services, many individuals who initially invested in…

机器学习 · 计算机科学 2024-03-07 Novan Fauzi Al Giffary , Feri Sulianta

Digital currencies have become popular in the last decade due to their non-dependency and decentralized nature. The price of these currencies has seen a lot of fluctuations at times, which has increased the need for prediction. As their…

统计金融 · 定量金融 2025-01-24 Ramin Mousa , Meysam Afrookhteh , Hooman Khaloo , Amir Ali Bengari , Gholamreza Heidary

Understanding the variations in trading price (volatility), and its response to exogenous information, is a well-researched topic in finance. In this study, we focus on finding stable and accurate volatility predictors for a relatively new…

统计金融 · 定量金融 2022-12-07 M. Eren Akbiyik , Mert Erkul , Killian Kaempf , Vaiva Vasiliauskaite , Nino Antulov-Fantulin

In this article, we introduce a novel deep learning hybrid model that integrates attention Transformer and Gated Recurrent Unit (GRU) architectures to improve the accuracy of cryptocurrency price predictions. By combining the Transformer's…

机器学习 · 计算机科学 2025-05-01 Esam Mahdi , C. Martin-Barreiro , X. Cabezas

In modern times, the cryptocurrency market is one of the world's most rapidly rising financial markets. The cryptocurrency market is regarded to be more volatile and illiquid than traditional markets such as equities, foreign exchange, and…

统计金融 · 定量金融 2024-12-03 Anika Tahsin Meem

Cryptocurrencies have emerged as a novel financial asset garnering significant attention in recent years. A defining characteristic of these digital currencies is their pronounced short-term market volatility, primarily influenced by…

计算金融 · 定量金融 2024-01-02 Vahidin Jeleskovic , Stephen Mackay

The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decision-making process of investors and market players in the…

统计金融 · 定量金融 2019-09-04 Samuel Asante Gyamerah

AI and data driven solutions have been applied to different fields and achieved outperforming and promising results. In this research work we apply k-Nearest Neighbours, eXtreme Gradient Boosting and Random Forest classifiers for detecting…

交易与市场微观结构 · 定量金融 2022-06-14 Mohsen Asgari , Hossein Khasteh

The growing prominence of cryptocurrencies has triggered widespread public engagement and increased speculative activity, particularly on social media platforms. This study introduces a novel classification framework for identifying…

The objective of this paper is the construction of new indicators that can be useful to operate in the cryptocurrency market. These indicators are based on public data obtained from the blockchain network, specifically from the nodes that…

统计金融 · 定量金融 2024-03-05 Juan C. King , Roberto Dale , José M. Amigó