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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

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

统计金融 · 定量金融 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

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

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

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

In this article, we create an artificial neural network (ANN) that combines both classical and modern techniques for determining the key length of a Vigen\`{e}re cipher. We provide experimental evidence supporting the accuracy of our model…

密码学与安全 · 计算机科学 2024-05-01 Christian Millichap , Yeeka Yau

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

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

In recent years, Bitcoin price prediction has attracted the interest of researchers and investors. However, the accuracy of previous studies is not well enough. Machine learning and deep learning methods have been proved to have strong…

统计金融 · 定量金融 2021-06-25 Liping Yang

In this paper we apply neural networks and Artificial Intelligence (AI) to historical records of high-risk cryptocurrency coins to train a prediction model that guesses their price. This paper's code contains Jupyter notebooks, one of which…

机器学习 · 计算机科学 2022-03-01 Jacques Fleischer , Gregor von Laszewski , Carlos Theran , Yohn Jairo Parra Bautista

In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin…

证券定价 · 定量金融 2020-02-04 Aniruddha Dutta , Saket Kumar , Meheli Basu

Using an artificial neural network (ANN), a fixed universe of approximately 1500 equities from the Value Line index are rank-ordered by their predicted price changes over the next quarter. Inputs to the network consist only of the ten prior…

综合金融 · 定量金融 2008-12-02 J. B. Satinover , D. Sornette

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

The present document delineates the analysis, design, implementation, and benchmarking of various neural network architectures within a short-term frequency prediction system for the foreign exchange market (FOREX). Our aim is to simulate…

数理金融 · 定量金融 2024-05-15 Theodoros Zafeiriou , Dimitris Kalles

This work considers the trade-off between accuracy and test-time computational cost of deep neural networks (DNNs) via \emph{anytime} predictions from auxiliary predictions. Specifically, we optimize auxiliary losses jointly in an…

机器学习 · 计算机科学 2018-05-28 Hanzhang Hu , Debadeepta Dey , Martial Hebert , J. Andrew Bagnell

This study analyzes the transmission of market uncertainty on key European financial markets and the cryptocurrency market over an extended period, encompassing the pre, during, and post-pandemic periods. Daily financial market indices and…

统计金融 · 定量金融 2023-07-26 Apostolos Ampountolas

A data-driven approach called CaNN (Calibration Neural Network) is proposed to calibrate financial asset price models using an Artificial Neural Network (ANN). Determining optimal values of the model parameters is formulated as training…

计算金融 · 定量金融 2020-02-03 Shuaiqiang Liu , Anastasia Borovykh , Lech A. Grzelak , Cornelis W. Oosterlee

This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task…

统计金融 · 定量金融 2025-02-14 Francesco Puoti , Fabrizio Pittorino , Manuel Roveri

Artificial neural networks (ANNs) are popular tools for accomplishing many machine learning tasks, including predicting continuous outcomes. However, the general lack of confidence measures provided with ANN predictions limit their…

Enhancing the robustness and accuracy of time series forecasting models is an active area of research. Recently, Artificial Neural Networks (ANNs) have found extensive applications in many practical forecasting problems. However, the…

神经与进化计算 · 计算机科学 2013-02-27 Ratnadip Adhikari , R. K. Agrawal
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