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相关论文: Time Series Analysis of Blockchain-Based Cryptocur…

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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

Recent studies in big data analytics and natural language processing develop automatic techniques in analyzing sentiment in the social media information. In addition, the growing user base of social media and the high volume of posts also…

计算与语言 · 计算机科学 2021-10-19 Xin Huang , Wenbin Zhang , Xuejiao Tang , Mingli Zhang , Jayachander Surbiryala , Vasileios Iosifidis , Zhen Liu , Ji Zhang

Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent recoveries. People have been using learning tools from…

机器学习 · 计算机科学 2022-05-11 Kelum Gajamannage , Yonggi Park

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

This paper studies how to forecast daily closing price series of Bitcoin, using data on prices and volumes of prior days. Bitcoin price behaviour is still largely unexplored, presenting new opportunities. We compared our results with two…

统计金融 · 定量金融 2020-01-07 Nicola Uras , Lodovica Marchesi , Michele Marchesi , Roberto Tonelli

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

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…

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…

统计金融 · 定量金融 2021-01-05 Sidra Mehtab , Jaydip Sen , Subhasis Dasgupta

In the realm of cryptocurrency, the prediction of Bitcoin prices has garnered substantial attention due to its potential impact on financial markets and investment strategies. This paper propose a comparative study on hybrid machine…

机器学习 · 计算机科学 2024-01-02 Shun Liu , Kexin Wu , Chufeng Jiang , Bin Huang , Danqing Ma

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

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

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…

统计金融 · 定量金融 2021-08-24 Gabriel de Oliveira Guedes Nogueira , Marcel Otoboni de Lima

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

This paper describes an architecture for predicting the price of cryptocurrencies for the next seven days using the Adaptive Network Based Fuzzy Inference System (ANFIS). Historical data of cryptocurrencies and indexes that are considered…

统计金融 · 定量金融 2024-02-06 Ali Mehrban , Pegah Ahadian

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…

Performance forecasting is an age-old problem in economics and finance. Recently, developments in machine learning and neural networks have given rise to non-linear time series models that provide modern and promising alternatives to…

统计金融 · 定量金融 2022-01-21 Carmina Fjellström

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

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

This paper explores neural network-based approaches for algorithmic trading in cryptocurrency markets. Our approach combines multi-timeframe trend analysis with high-frequency direction prediction networks, achieving positive risk-adjusted…

计算金融 · 定量金融 2025-08-05 Wěi Zhāng

In this study, the novel hybrid machine learning approach is proposed in carbon price fluctuation prediction. Specifically, a research framework integrating DILATED Convolutional Neural Networks (CNN) and Long Short-Term Memory (LSTM)…

机器学习 · 计算机科学 2024-11-06 H. Wang , Y. Pang , D. Shang