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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

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 work aims to analyse the predictability of price movements of cryptocurrencies on both hourly and daily data observed from January 2017 to January 2021, using deep learning algorithms. For our experiments, we used three sets of…

统计金融 · 定量金融 2021-02-18 Marco Ortu , Nicola Uras , Claudio Conversano , Giuseppe Destefanis , Silvia Bartolucci

Cryptocurrencies are digital tokens built on blockchain technology, with thousands actively traded on centralized exchanges (CEXs). Unlike stocks, which are backed by real businesses, cryptocurrencies are recognized as a distinct class of…

统计金融 · 定量金融 2025-04-18 Yu Zhang , Zelin Wu , Claudio Tessone

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…

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

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

This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…

计算金融 · 定量金融 2024-03-07 Mohammad Ali Labbaf Khaniki , Mohammad Manthouri

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

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…

交易与市场微观结构 · 定量金融 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to…

综合经济学 · 经济学 2025-04-29 Tiantian Tu

Experience has shown that trading in stock and cryptocurrency markets has the potential to be highly profitable. In this light, considerable effort has been recently devoted to investigate how to apply machine learning and deep learning to…

机器学习 · 计算机科学 2022-05-18 Mohammadmahdi Ghahramani , Hamid Esmaeili Najafabadi

This research paper introduces innovative approaches for multivariate time series forecasting based on different variations of the combined regression strategy. We use specific data preprocessing techniques which makes a radical change in…

机器学习 · 统计学 2024-05-09 Aryan Bhambu , Arabin Kumar Dey

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

At present, cryptocurrencies have become a global phenomenon in financial sectors as it is one of the most traded financial instruments worldwide. Cryptocurrency is not only one of the most complicated and abstruse fields among financial…

统计金融 · 定量金融 2020-05-20 Reaz Chowdhury , M. Arifur Rahman , M. Sohel Rahman , M. R. C. Mahdy

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

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

Predicting the trend of Bitcoin, a highly volatile cryptocurrency, remains a challenging task. Accurate forecasting holds immense potential for investors and market participants dealing with High Frequency Trading systems. The purpose of…

计算工程、金融与科学 · 计算机科学 2024-07-11 Zeinab Shahsafdari , Ahmad Kalhor

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
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