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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…

Bitcoin, with its ever-growing popularity, has demonstrated extreme price volatility since its origin. This volatility, together with its decentralised nature, make Bitcoin highly subjective to speculative trading as compared to more…

统计金融 · 定量金融 2024-06-13 Yanzhao Zou , Dorien Herremans

Blockchain offers a decentralized, immutable, transparent system of records. It offers a peer-to-peer network of nodes with no centralised governing entity making it unhackable and therefore, more secure than the traditional paper-based or…

密码学与安全 · 计算机科学 2019-11-27 Harsh Jot Singh , Abdelhakim Senhaji Hafid

Organizing and managing cryptocurrency portfolios and decision-making on transactions is crucial in this market. Optimal selection of assets is one of the main challenges that requires accurate prediction of the price of cryptocurrencies.…

机器学习 · 计算机科学 2024-12-20 Arash Peik , Mohammad Ali Zare Chahooki , Amin Milani Fard , Mehdi Agha Sarram

Ethereum Improvement Proposal (EIP) 1559 was recently implemented to transform Ethereum's transaction fee market. EIP-1559 utilizes an algorithmic update rule with a constant learning rate to estimate a base fee. The base fee reflects…

计算机科学与博弈论 · 计算机科学 2022-04-20 Daniël Reijsbergen , Shyam Sridhar , Barnabé Monnot , Stefanos Leonardos , Stratis Skoulakis , Georgios Piliouras

The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…

综合金融 · 定量金融 2020-04-06 Fan Fang , Waichung Chung , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , Fan Wu

The volatility and complex dynamics of cryptocurrency markets present unique challenges for accurate price forecasting. This research proposes a hybrid deep learning and machine learning model that integrates Long Short-Term Memory (LSTM)…

机器学习 · 计算机科学 2025-06-30 Mehul Gautam

Blockchain systems come with the promise of being inclusive for a variety of decentralized applications (DApps) that can serve different purposes and have different urgency requirements. Despite this, the transaction fee mechanisms…

计算机科学与博弈论 · 计算机科学 2023-04-13 Aggelos Kiayias , Elias Koutsoupias , Philip Lazos , Giorgos Panagiotakos

Given the low throughput of blockchains like Bitcoin and Ethereum, scalability - the ability to process an increasing number of transactions - has become a central focus of blockchain research. One promising approach is the parallelization…

计算机科学与博弈论 · 计算机科学 2025-08-11 Bahar Acilan , Andrei Constantinescu , Lioba Heimbach , Roger Wattenhofer

Forecasting cryptocurrency prices is hindered by extreme volatility and a methodological dilemma between information-scarce univariate models and noise-prone full-multivariate models. This paper investigates a partial-multivariate approach…

统计金融 · 定量金融 2025-12-05 Andrzej Tokajuk , Jarosław A. Chudziak

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 emerging cryptocurrency market has lately received great attention for asset allocation due to its decentralization uniqueness. However, its volatility and brand new trading mode have made it challenging to devising an acceptable…

机器学习 · 计算机科学 2021-10-19 Fengrui Liu , Yang Li , Baitong Li , Jiaxin Li , Huiyang Xie

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

Accurate short-term air-quality forecasting is essential for public health protection and urban management, yet many recent forecasting frameworks rely on complex, data-intensive, and computationally demanding models. This study…

机器学习 · 计算机科学 2026-03-27 Moazzam Umer Gondal , Hamad ul Qudous , Asma Ahmad Farhan , Sultan Alamri

Bitcoin, as one of the most popular cryptocurrency, is recently attracting much attention of investors. Bitcoin price prediction task is consequently a rising academic topic for providing valuable insights and suggestions. Existing bitcoin…

统计金融 · 定量金融 2020-08-25 Xiao Li , Weili Wu

In this paper we propose a deep recurrent architecture for the probabilistic modelling of high-frequency market prices, important for the risk management of automated trading systems. Our proposed architecture incorporates probabilistic…

统计金融 · 定量金融 2020-04-06 Ye-Sheen Lim , Denise Gorse

Financial time series have historically been assumed to be a martingale process under the Random Walk hypothesis. Instead of making investment decisions using the raw prices alone, various multimodal pattern matching algorithms have been…

统计金融 · 定量金融 2023-08-21 Minsuk Kim , Byungchul Kim , Junyeong Yong , Jeongwoo Park , Gyeongmin Kim

Cryptocurrency markets exhibit pronounced momentum effects and regime-dependent volatility, presenting both opportunities and challenges for systematic trading strategies. We propose AdaptiveTrend, a multi-component algorithmic trading…

计算工程、金融与科学 · 计算机科学 2026-02-13 Duc Bui , Thanh Nguyen

Bitcoin has become the leading cryptocurrency system, but the limit on its transaction processing capacity has resulted in increased transaction fees and delayed transaction confirmation. As such, it is pertinent to understand and probably…

密码学与安全 · 计算机科学 2021-06-21 Befekadu G. Gebraselase , Bjarne E. Helvik , Yuming Jiang

This paper studies the forecasting ability of cryptocurrency time series. This study is about the four most capitalized cryptocurrencies: Bitcoin, Ethereum, Litecoin and Ripple. Different Bayesian models are compared, including models with…

计量经济学 · 经济学 2019-09-17 Rick Bohte , Luca Rossini