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The present study aims to establish the model of the cryptocurrency price trend based on financial theory using the LSTM model with multiple combinations between the window length and the predicting horizons, the random walk model is also…

统计金融 · 定量金融 2021-02-11 Yifan Yao , Lina Wang

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

Bitcoin is one of the cryptocurrencies that is gaining more popularity in recent years. Previous studies have shown that closing price alone is not enough to forecast stock market series. We introduce a new set of time series and…

机器学习 · 计算机科学 2025-04-28 Stefano Sossi-Rojas , Gissel Velarde , Damian Zieba

This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory (LSTM) models, complement traditional methods. Our results…

统计金融 · 定量金融 2021-01-18 Racine Ly , Fousseini Traore , Khadim Dia

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

The majority of studies in the field of AI guided financial trading focus on purely applying machine learning algorithms to continuous historical price and technical analysis data. However, due to non-stationary and high volatile nature of…

统计金融 · 定量金融 2021-02-03 Ling Qi , Matloob Khushi , Josiah Poon

One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…

人工智能 · 计算机科学 2024-07-26 Karan Pardeshi , Sukhpal Singh Gill , Ahmed M. Abdelmoniem

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

统计金融 · 定量金融 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

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

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

This paper applies a recurrent neural network, the LSTM, to forecast inflation. This is an appealing model for time series as it processes each time step sequentially and explicitly learns dynamic dependencies. The paper also explores the…

计量经济学 · 经济学 2023-10-03 Livia Paranhos

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

The stock market prediction has always been crucial for stakeholders, traders and investors. We developed an ensemble Long Short Term Memory (LSTM) model that includes two-time frequencies (annual and daily parameters) in order to predict…

统计金融 · 定量金融 2020-01-13 Zineb Lanbouri , Saaid Achchab

Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient market hypothesis claim that it is impossible to forecast…

计算金融 · 定量金融 2021-08-31 Sidra Mehtab , Jaydip Sen

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

In the realm of financial decision-making, predicting stock prices is pivotal. Artificial intelligence techniques such as long short-term memory networks (LSTMs), support-vector machines (SVMs), and natural language processing (NLP) models…

机器学习 · 计算机科学 2024-01-04 Kevin Taylor , Jerry Ng

We report on the use of sentiment analysis on news and social media to analyze and predict the price of Bitcoin. Bitcoin is the leading cryptocurrency and has the highest market capitalization among digital currencies. Predicting Bitcoin…

信息检索 · 计算机科学 2020-02-04 Pratikkumar Prajapati

Being able to predict stock prices might be the unspoken wish of stock investors. Although stock prices are complicated to predict, there are many theories about what affects their movements, including interest rates, news and social media.…

机器学习 · 计算机科学 2021-05-05 Roderick Karlemstrand , Ebba Leckström

Investors and stock market analysts face major challenges in predicting stock returns and making wise investment decisions. The predictability of equity stock returns can boost investor confidence, but it remains a difficult task. To…

统计金融 · 定量金融 2025-07-04 Adebola K. Ojo , Ifechukwude Jude Okafor

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