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Predicting cryptocurrency price trends remains a major challenge due to the volatility and complexity of digital asset markets. Artificial intelligence (AI) has emerged as a powerful tool to address this problem. This study proposes a…

Precise short-term price prediction in the highly volatile cryptocurrency market is critical for informed trading strategies. Although Temporal Fusion Transformers (TFTs) have shown potential, their direct use often struggles in the face of…

统计金融 · 定量金融 2025-09-16 Arash Peik , Mohammad Ali Zare Chahooki , Amin Milani Fard , Mehdi Agha Sarram

Technical traders have long relied on visual analysis of candlestick charts to identify market patterns and predict price movements. While deep learning has achieved remarkable success in image classification, its application to financial…

计算机视觉与模式识别 · 计算机科学 2026-05-05 Dustin M. Haggett

The cryptocurrency market is highly volatile compared to traditional financial markets. Hence, forecasting its volatility is crucial for risk management. In this paper, we investigate CryptoQuant data (e.g. on-chain analytics, exchange and…

交易与市场微观结构 · 定量金融 2024-06-13 Dorien Herremans , Kah Wee Low

Foreign currency exchange plays a vital role for trading of currency in the financial market. Due to its volatile nature, prediction of foreign currency exchange is a challenging task. This paper presents different machine learning…

计算机视觉与模式识别 · 计算机科学 2024-05-27 Swagat Ranjit

This research evaluates the performance of an Artificial Neural Network based prediction system that was employed on the Shanghai Stock Exchange for the period 21-Sep-2016 to 11-Oct-2016. It is a follow-up to a previous paper in which the…

统计金融 · 定量金融 2016-12-09 Barack Wamkaya Wanjawa

Predictive model design for accurately predicting future stock prices has always been considered an interesting and challenging research problem. The task becomes complex due to the volatile and stochastic nature of the stock prices in the…

机器学习 · 计算机科学 2021-11-10 Jaydip Sen , Saikat Mondal , Sidra Mehtab

This paper presents a novel hybrid model that integrates long-short-term memory (LSTM) networks and Graph Neural Networks (GNNs) to significantly enhance the accuracy of stock market predictions. The LSTM component adeptly captures temporal…

统计金融 · 定量金融 2025-02-25 Meet Satishbhai Sonani , Atta Badii , Armin Moin

Time series analysis is the process of building a model using statistical techniques to represent characteristics of time series data. Processing and forecasting huge time series data is a challenging task. This paper presents Approximation…

We explore various neural network architectures for modeling the dynamics of the cryptocurrency market. Traditional linear models often fall short in accurately capturing the unique and complex dynamics of this market. In contrast, Deep…

机器学习 · 计算机科学 2024-07-23 Hugo Inzirillo

In this paper, we investigate the problem of predicting the future volatility of Forex currency pairs using the deep learning techniques. We show step-by-step how to construct the deep-learning network by the guidance of the empirical…

统计金融 · 定量金融 2021-12-06 Shujian Liao , Jian Chen , Hao Ni

We predict asset returns and measure risk premia using a prominent technique from artificial intelligence -- deep sequence modeling. Because asset returns often exhibit sequential dependence that may not be effectively captured by…

机器学习 · 计算机科学 2021-08-23 Lin William Cong , Ke Tang , Jingyuan Wang , Yang Zhang

For a long-time, researchers have been developing a reliable and accurate predictive model for stock price prediction. According to the literature, if predictive models are correctly designed and refined, they can painstakingly and…

统计金融 · 定量金融 2021-12-24 Ananda Chatterjee , Hrisav Bhowmick , Jaydip Sen

In this paper, we compare various approaches to stock price prediction using neural networks. We analyze the performance fully connected, convolutional, and recurrent architectures in predicting the next day value of S&P 500 index based on…

统计金融 · 定量金融 2021-03-29 Firuz Kamalov , Linda Smail , Ikhlaas Gurrib

Accurate forecasting of Bitcoin (BTC) has always been a challenge because decentralized markets are non-linear, highly volatile, and have temporal irregularities. Existing deep learning models often struggle with interpretability and…

机器学习 · 计算机科学 2026-02-16 Raiz Ud Din , Saddam Hussain Khan

Prediction of stock groups' values has always been attractive and challenging for shareholders. This paper concentrates on the future prediction of stock market groups. Four groups named diversified financials, petroleum, non-metallic…

统计金融 · 定量金融 2020-08-26 Mojtaba Nabipour , Pooyan Nayyeri , Hamed Jabani , Amir Mosavi

Predicting the stock market is a big challenge for the machine learning world. It is known how difficult it is to have accurate and consistent predictions with ML models. Some architectures are able to capture the movement of stocks but…

统计金融 · 定量金融 2025-03-26 Angel Varela

Although conventional machine learning algorithms have been widely adopted for stock-price predictions in recent years, the massive volume of specific labeled data required are not always available. In contrast, meta-learning technology…

机器学习 · 计算机科学 2022-02-18 Shin-Hung Chang , Cheng-Wen Hsu , Hsing-Ying Li , Wei-Sheng Zeng , Jan-Ming Ho

In the past decade, Bitcoin as an emerging asset class has gained widespread public attention because of their extraordinary returns in phases of extreme price growth and their unpredictable massive crashes. We apply the log-periodic power…

统计金融 · 定量金融 2020-04-22 Min Shu , Wei Zhu

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

统计金融 · 定量金融 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan