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High-frequency trading (HFT) uses computer algorithms to make trading decisions in short time scales (e.g., second-level), which is widely used in the Cryptocurrency (Crypto) market (e.g., Bitcoin). Reinforcement learning (RL) in financial…
A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…
Efficient machine learning deployment requires models that account for hardware constraints. Because binary logic gates are the fundamental primitives of digital hardware, models built directly from logic operations offer a promising path…
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…
Covariance matrices estimated from short, noisy, and non-Gaussian financial time series are notoriously unstable. Empirical evidence suggests that such covariance structures often exhibit power-law scaling, reflecting complex, hierarchical…
There are inefficiencies in financial markets, with unexploited patterns in price, volume, and cross-sectional relationships. While many approaches use large-scale transformers, we take a domain-focused path: feed-forward and recurrent…
Combining multi-site data can strengthen and uncover trends, but is a task that is marred by the influence of site-specific covariates that can bias the data and therefore any downstream analyses. Post-hoc multi-site correction methods…
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…
Bitcoin mining is a wasteful and resource-intensive process. To add a block of transactions to the blockchain, miners spend a considerable amount of energy. The Bitcoin protocol, named 'proof of work' (PoW), resembles a lottery and the…
Bitcoin has been subject to illicit activities more often than probably any other financial assets, due to the pseudo-anonymous nature of its transacting entities. An ideal detection model is expected to achieve all the three properties of…
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.…
Cryptocurrency mining is an energy-intensive process that presents a prime candidate for hardware acceleration. This work-in-progress presents the first coprocessor design for the ASIC-resistant CryptoNight-Haven Proof of Work (PoW)…
Blockchain-based cryptocurrencies have become an extremely important, highly-used, technology. A major criticism of cryptocurrencies, however, is their energy consumption. In May 2022 Bitcoin alone was reported to be consuming 150…
Real world datasets are sparse, dirty and contain hundreds of items. In such situations, discovering interesting rules (results) using traditional frequent itemset mining approach by specifying a user defined input support threshold is not…
This paper studies how to forecast daily closing price series of Bitcoin, using data on prices and volumes of prior days. Bitcoin price behaviour is still largely unexplored, presenting new opportunities. We compared our results with two…
Bitcoin is considered the most valuable currency in the world. Besides being highly valuable, its value has also experienced a steep increase, from around 1 dollar in 2010 to around 18000 in 2017. Then, in recent years, it has attracted…
The smart grid vision entails advanced information technology and data analytics to enhance the efficiency, sustainability, and economics of the power grid infrastructure. Aligned to this end, modern statistical learning tools are leveraged…
Machine Learning (ML) can substantially improve the efficiency and effectiveness of organizations and is widely used for different purposes within Software Engineering. However, the selection and implementation of ML techniques rely almost…
Portfolio management is the decision-making process of allocating an amount of fund into different financial investment products. Cryptocurrencies are electronic and decentralized alternatives to government-issued money, with Bitcoin as the…
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…