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相关论文: crypto price prediction using lstm+xgboost

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Prediction models are crucial in the stock market as they aid in forecasting future prices and trends, enabling investors to make informed decisions and manage risks more effectively. In the Indian stock market, where volatility is often…

计算工程、金融与科学 · 计算机科学 2025-03-24 Omkar Oak , Rukmini Nazre , Rujuta Budke , Yogita Mahatekar

Boosting is an ensemble method that combines base models in a sequential manner to achieve high predictive accuracy. A popular learning algorithm based on this ensemble method is eXtreme Gradient Boosting (XGB). We present an adaptation of…

机器学习 · 计算机科学 2020-05-18 Jacob Montiel , Rory Mitchell , Eibe Frank , Bernhard Pfahringer , Talel Abdessalem , Albert Bifet

In a modern power system, real-time data on power generation/consumption and its relevant features are stored in various distributed parties, including household meters, transformer stations and external organizations. To fully exploit the…

机器学习 · 计算机科学 2022-01-11 Haizhou Liu , Xuan Zhang , Xinwei Shen , Hongbin Sun

Accurate exchange rate prediction is fundamental to financial stability and international trade, positioning it as a critical focus in economic and financial research. Traditional forecasting models often falter when addressing the inherent…

机器学习 · 计算机科学 2024-12-30 Shuchen Meng , Andi Chen , Chihang Wang , Mengyao Zheng , Fangyu Wu , Xupeng Chen , Haowei Ni , Panfeng Li

We study the problem of the intraday short-term volume forecasting in cryptocurrency exchange markets. The predictions are built by using transaction and order book data from different markets where the exchange takes place.…

交易与市场微观结构 · 定量金融 2020-12-03 Nino Antulov-Fantulin , Tian Guo , Fabrizio Lillo

Since Bitcoin first appeared on the scene in 2009, cryptocurrencies have become a worldwide phenomenon as important decentralized financial assets. Their decentralized nature, however, leads to notable volatility against traditional fiat…

统计金融 · 定量金融 2024-10-23 Zeyd Boukhers , Azeddine Bouabdallah , Cong Yang , Jan Jürjens

Short term electricity price forecast is essential in competitive power markets, yet electricity price series exhibit high volatility, irregularity, and non-stationarity. This phenomenon is pronounced in the South Australian region of the…

机器学习 · 计算机科学 2026-04-28 Wei Lu , Jay Wang , Dingli Duan , Ding Mao , Caiyi Song , John Huang

This paper presents a machine learning framework for electricity demand forecasting across diverse geographical regions using the gradient boosting algorithm XGBoost. The model integrates historical electricity demand and comprehensive…

机器学习 · 计算机科学 2025-10-10 Kevin Steijn , Vamsi Priya Goli , Enrico Antonini

Modern decision-making in fixed income asset management benefits from intelligent systems, which involve the use of state-of-the-art machine learning models and appropriate methodologies. We conduct the first study of bond yield forecasting…

计算金融 · 定量金融 2020-05-06 Manuel Nunes , Enrico Gerding , Frank McGroarty , Mahesan Niranjan

Accurate traffic flow forecasting is essential for intelligent transportation systems and urban traffic management. However, single model approaches often fail to capture the complex, nonlinear, and multi scale temporal patterns in traffic…

机器学习 · 计算机科学 2025-10-29 Fujiang Yuan , Yangrui Fan , Xiaohuan Bing , Zhen Tian , Chunhong Yuan , Yankang Li

Cryptocurrency price dynamics are driven largely by microstructural supply demand imbalances in the limit order book (LOB), yet the highly noisy nature of LOB data complicates the signal extraction process. Prior research has demonstrated…

机器学习 · 计算机科学 2025-06-11 Haochuan Wang

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

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…

Creating accurate predictions in the stock market has always been a significant challenge in finance. With the rise of machine learning as the next level in the forecasting area, this research paper compares four machine learning models and…

交易与市场微观结构 · 定量金融 2023-09-06 Albert Wong , Steven Whang , Emilio Sagre , Niha Sachin , Gustavo Dutra , Yew-Wei Lim , Gaetan Hains , Youry Khmelevsky , Frank Zhang

Blockchain finance has become a part of the world financial system, most typically manifested in the attention to the price of Bitcoin. However, a great deal of work is still limited to using technical indicators to capture Bitcoin price…

统计金融 · 定量金融 2022-05-03 Panpan Li , Shengbo Gong , Shaocong Xu , Jiajun Zhou , Yu Shanqing , Qi Xuan

This paper applies a recurrent neural network, the LSTM, to forecast inflation. This is an appealing model for time series as it processes each time step sequentially and explicitly learns dynamic dependencies. The paper also explores the…

计量经济学 · 经济学 2023-10-03 Livia Paranhos

The stock market prediction has always been crucial for stakeholders, traders and investors. We developed an ensemble Long Short Term Memory (LSTM) model that includes two-time frequencies (annual and daily parameters) in order to predict…

统计金融 · 定量金融 2020-01-13 Zineb Lanbouri , Saaid Achchab

Supply chain management faces significant challenges, including demand fluctuations, inventory imbalances, and amplified upstream order variability due to the bullwhip effect. Traditional methods, such as simple moving averages, struggle to…

人工智能 · 计算机科学 2025-11-17 Chunan Tong

In an era where financial markets are heavily influenced by many static and dynamic factors, it has become increasingly critical to carefully integrate diverse data sources with machine learning for accurate stock price prediction. This…

统计金融 · 定量金融 2025-03-10 Furkan Karadaş , Bahaeddin Eravcı , Ahmet Murat Özbayoğlu

The ability to identify stock market trends has obvious advantages for investors. Buying stock on an upward trend (as well as selling it in case of downward movement) results in profit. Accordingly, the start and end-points of the trend are…

计算金融 · 定量金融 2021-04-20 Ekaterina Zolotareva