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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

Cryptocurrency is a form of digital currency using cryptographic techniques in a decentralized system for secure peer-to-peer transactions. It is gaining much popularity over traditional methods of payments because it facilitates a very…

密码学与安全 · 计算机科学 2023-08-01 Samyak Jain , Sarthak Johari , Radhakrishnan Delhibabu

Cryptocurrencies, such as Bitcoin, are becoming increasingly popular, having been widely used as an exchange medium in areas such as financial transaction and asset transfer verification. However, there has been a lack of solutions that can…

计算与语言 · 计算机科学 2020-03-12 Shubhankar Mohapatra , Nauman Ahmed , Paulo Alencar

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

机器学习 · 计算机科学 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

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

Crypto-coins (also known as cryptocurrencies) are tradable digital assets. Notable examples include Bitcoin, Ether and Litecoin. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption…

统计金融 · 定量金融 2022-12-05 Pasquale De Rosa , Valerio Schiavoni

This paper introduces CryptoAnalytics, a software toolkit for cryptocoins price forecasting with machine learning (ML) techniques. Cryptocoins are tradable digital assets exchanged for specific trading prices. While history has shown the…

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

Electricity price forecasting is an essential task in all the deregulated markets of the world. The accurate prediction of the day-ahead electricity prices is an active research field and available data from various markets can be used as…

信号处理 · 电气工程与系统科学 2022-11-18 Salih Gunduz , Umut Ugurlu , Ilkay Oksuz

In recent literature it is claimed that BitCoin price behaves more likely to a volatile stock asset than a currency and that changes in its price are influenced by sentiment about the BitCoin system itself; in Kristoufek [10] the author…

数理金融 · 定量金融 2019-09-23 Alessandra Cretarola , Gianna Figà-Talamanca , Marco Patacca

We study the problem of the intraday short-term volume forecasting in cryptocurrency exchange markets. The predictions are built by using transaction and order book data from different markets where the exchange takes place.…

交易与市场微观结构 · 定量金融 2020-12-03 Nino Antulov-Fantulin , Tian Guo , Fabrizio Lillo

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

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

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…

Cryptocurrencies and blockchain networks have attracted tremendous attention from their volatile price movements and the promise of decentralization. However, most projects run on business narratives with no way to test and verify their…

多智能体系统 · 计算机科学 2019-07-02 Zixuan Zhang

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural…

机器学习 · 计算机科学 2025-11-17 Nguyen Kim Hai Bui , Nguyen Duy Chien , Péter Kovács , Gergő Bognár

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

Time series forecasting is important across various domains for decision-making. In particular, financial time series such as stock prices can be hard to predict as it is difficult to model short-term and long-term temporal dependencies…

机器学习 · 计算机科学 2023-04-12 Zhen Zeng , Rachneet Kaur , Suchetha Siddagangappa , Saba Rahimi , Tucker Balch , Manuela Veloso

Cryptocurrencies such as Bitcoin and Ethereum have recently gained a lot of popularity, not only as a digital form of currency but also as an investment vehicle. Online marketplaces and exchanges allow users across the world to convert…

离散数学 · 计算机科学 2018-07-17 Francesco Bortolussi , Zeger Hoogeboom , Frank W. Takes

This paper explores the novel deep learning Transformers architectures for high-frequency Bitcoin-USDT log-return forecasting and compares them to the traditional Long Short-Term Memory models. A hybrid Transformer model, called…

统计金融 · 定量金融 2023-02-28 Fazl Barez , Paul Bilokon , Arthur Gervais , Nikita Lisitsyn

Blockchain finance has become a part of the world financial system, most typically manifested in the attention to the price of Bitcoin. However, a great deal of work is still limited to using technical indicators to capture Bitcoin price…

统计金融 · 定量金融 2022-05-03 Panpan Li , Shengbo Gong , Shaocong Xu , Jiajun Zhou , Yu Shanqing , Qi Xuan