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相关论文: Comprehensive Modeling Approaches for Forecasting …

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Bitcoin and its decentralized computing paradigm for digital currency trading are one of the most disruptive technology in the 21st century. This paper presents a novel approach to developing a Bitcoin transaction forecast model,…

社会与信息网络 · 计算机科学 2022-03-10 Wenqi Wei , Qi Zhang , Ling Liu

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

Digital currencies have become popular in the last decade due to their non-dependency and decentralized nature. The price of these currencies has seen a lot of fluctuations at times, which has increased the need for prediction. As their…

统计金融 · 定量金融 2025-01-24 Ramin Mousa , Meysam Afrookhteh , Hooman Khaloo , Amir Ali Bengari , Gholamreza Heidary

Bitcoin is currently subject to a significant pay-for-speed trade-off. This is caused by lengthy and highly variable transaction confirmation times, especially during times of congestion. Users can reduce their transaction confirmation…

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 paper describes an architecture for predicting the price of cryptocurrencies for the next seven days using the Adaptive Network Based Fuzzy Inference System (ANFIS). Historical data of cryptocurrencies and indexes that are considered…

统计金融 · 定量金融 2024-02-06 Ali Mehrban , Pegah Ahadian

This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight…

交易与市场微观结构 · 定量金融 2024-07-29 Abdul Jabbar , Syed Qaisar Jalil

In the Bitcoin system, transaction fees serve as an incentive for blockchain confirmations. In general, a transaction with a higher fee is likely to be included in the next block mined, whereas a transaction with a smaller fee or no fee may…

密码学与安全 · 计算机科学 2024-05-27 Limeng Zhang , Rui Zhou , Qing Liu , Chengfei Liu , M. Ali Babar

Bitcoin price forecasting is characterized by extreme volatility and non-stationarity, often defying traditional univariate time-series models over long horizons. This paper addresses a critical gap by integrating Global M2 Liquidity,…

机器学习 · 计算机科学 2026-01-13 Sravan Karthick T

In this work, we propose to apply a new model fusion and learning paradigm, known as Combinatorial Fusion Analysis (CFA), to the field of Bitcoin price prediction. Price prediction of financial product has always been a big topic in…

统计金融 · 定量金融 2026-03-10 Yuanhong Wu , Wei Ye , Jingyan Xu , D. Frank Hsu

This paper evaluates the performance of classical time series models in forecasting Bitcoin prices, focusing on ARIMA, SARIMA, GARCH, and EGARCH. Daily price data from 2010 to 2020 were analyzed, with models trained on the first 90 percent…

统计金融 · 定量金融 2025-11-11 Anmar Kareem , Alexander Aue

This study proposes a hybrid deep learning model for forecasting the price of Bitcoin, as the digital currency is known to exhibit frequent fluctuations. The models used are the Variational Mode Decomposition (VMD) and the Long Short-Term…

统计金融 · 定量金融 2025-10-21 Emmanuel Boadi

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

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 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

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

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

This research systematically develops and evaluates various hybrid modeling approaches by combining traditional econometric models (ARIMA and ARFIMA models) with machine learning and deep learning techniques (SVM, XGBoost, and LSTM models)…

交易与市场微观结构 · 定量金融 2025-05-27 Dominik Stempień , Robert Ślepaczuk

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 mining hardware acquisition requires strategic timing due to volatile markets, rapid technological obsolescence, and protocol-driven revenue cycles. Despite mining's evolution into a capital-intensive industry, there is little…

机器学习 · 计算机科学 2026-05-26 Sithumi Wickramasinghe , Bikramjit Das , Dorien Herremans
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