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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

Airport performance prediction with a reasonable look-ahead time is a challenging task and has been attempted by various prior research. Traffic, demand, weather, and traffic management actions are all critical inputs to any prediction…

机器学习 · 计算机科学 2021-11-09 Liya Wang , Alex Tien , Jason Chou

Cryptocurrency networks such as Bitcoin have emerged as a distributed alternative to traditional centralized financial transaction networks. However, there are major challenges in scaling up the throughput of such networks. Lightning…

分布式、并行与集群计算 · 计算机科学 2021-06-25 Sushil Mahavir Varma , Siva Theja Maguluri

This study investigates the impact of varying sequence lengths on the accuracy of predicting cryptocurrency returns using Artificial Neural Networks (ANNs). Utilizing the Mean Absolute Error (MAE) as a threshold criterion, we aim to enhance…

机器学习 · 计算机科学 2024-07-26 Silas Baumann , Karl A. Busch , Hamza A. A. Gardi

Over the past decade, the blockchain technology and its Bitcoin cryptocurrency have received considerable attention. Bitcoin has experienced significant price swings in daily and long-term valuations. In this paper, we propose a partial…

证券定价 · 定量金融 2020-08-26 Yufang Wang , Haiyan Wang

As advertisers increasingly shift their budgets toward digital advertising, accurately forecasting advertising costs becomes essential for optimizing marketing campaign returns. This paper presents a comprehensive study that employs various…

机器学习 · 计算机科学 2024-08-22 Fynn Oldenburg , Qiwei Han , Maximilian Kaiser

According to the advent of cryptocurrencies and Bitcoin, many investments and businesses are now conducted online through cryptocurrencies. Among them, Bitcoin uses blockchain technology to make transactions secure, transparent, traceable,…

机器学习 · 计算机科学 2025-12-30 Milad Asadpour , Alireza Rezaee , Farshid Hajati

Machine learning is critical for innovation and efficiency in financial markets, offering predictive models and data-driven decision-making. However, challenges such as missing data, lack of transparency, untimely updates, insecurity, and…

综合经济学 · 经济学 2024-11-27 Jingfeng Chen , Wanlin Deng , Dangxing Chen , Luyao Zhang

Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…

计算金融 · 定量金融 2025-10-10 Kairan Hong , Jinling Gan , Qiushi Tian , Yanglinxuan Guo , Rui Guo , Runnan Li

A transaction fee mechanism (TFM) is an essential component of a blockchain protocol. However, a systematic evaluation of the real-world impact of TFMs is still absent. Using rich data from the Ethereum blockchain, the mempool, and…

综合经济学 · 经济学 2025-08-11 Yulin Liu , Yuxuan Lu , Kartik Nayak , Fan Zhang , Luyao Zhang , Yinhong Zhao

Recent developments related to the energy transition pose particular challenges for distribution grids. Hence, precise load forecasts become more and more important for effective grid management. Novel modeling approaches such as the…

机器学习 · 计算机科学 2023-05-19 Elena Giacomazzi , Felix Haag , Konstantin Hopf

The rapid development of information technology, especially the Internet, has facilitated users with a quick and easy way to seek information. With these convenience offered by internet services, many individuals who initially invested in…

机器学习 · 计算机科学 2024-03-07 Novan Fauzi Al Giffary , Feri Sulianta

The aim of this paper is to investigate the effect of a novel method called linear law-based feature space transformation (LLT) on the accuracy of intraday price movement prediction of cryptocurrencies. To do this, the 1-minute interval…

统计金融 · 定量金融 2023-05-09 Marcell T. Kurbucz , Péter Pósfay , Antal Jakovác

Over 900 million Bitcoin transactions have been recorded, posing considerable challenges for machine learning in terms of computation time and maintaining prediction accuracy. We propose an innovative approach using quantum-inspired…

量子物理 · 物理学 2024-11-26 Ming-Fong Sie , Yen-Jui Chang , Chien-Lung Lin , Ching-Ray Chang , Shih-Wei Liao

Transaction fee plays an important role in determining the priority of transaction processing in public blockchain systems. Owing to the observability of unconfirmed transactions, a strategic user can postpone his transaction broadcasting…

计算机科学与博弈论 · 计算机科学 2025-12-29 Qianlan Bai , Yuedong Xu , Zhijian Zhou , Xin Wang

Prediction of stock price movements presents a formidable challenge in financial analytics due to the inherent volatility, non-stationarity, and nonlinear characteristics of market data. This paper introduces SPH-Net (Stock Price Prediction…

计算工程、金融与科学 · 计算机科学 2025-09-22 Yiyang Wu , Hanyu Ma , Muxin Ge , Xiaoli Ma , Yadi Liu , Ye Aung Moe , Zeyu Han , Weizheng Xie

We develop a general and practical framework to address the problem of the optimal design of dynamic fee mechanisms for multiple blockchain resources. Our framework allows to compute policies that optimally trade-off between adjusting…

计算机科学与博弈论 · 计算机科学 2023-09-25 Davide Crapis , Ciamac C. Moallemi , Shouqiao Wang

Bitcoin has attracted attention from different market participants due to unpredictable price patterns. Sometimes, the price has exhibited big jumps. Bitcoin prices have also had extreme, unexpected crashes. We test the predictive power of…

统计金融 · 定量金融 2021-12-15 Andrés García-Medina , Toan Luu Duc Huynh3

Financial time series forecasting is fundamentally an information fusion challenge, yet most existing models rely on static architectures that struggle to integrate heterogeneous knowledge sources or adjust to rapid regime shifts.…

人工智能 · 计算机科学 2025-12-23 Hafiz Saif Ur Rehman , Ling Liu , Kaleem Ullah Qasim

This paper conducts an extensive analysis of Bitcoin return series, with a primary focus on three volatility metrics: historical volatility (calculated as the sample standard deviation), forecasted volatility (derived from GARCH-type…

交易与市场微观结构 · 定量金融 2024-01-05 Cristina Chinazzo , Vahidin Jeleskovic