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Forecasting speculative stock prices is essential for effective investment risk management that drives the need for the development of innovative algorithms. However, the speculative nature, volatility, and complex sequential dependencies…

统计金融 · 定量金融 2024-01-23 Riaz Ud Din , Salman Ahmed , Saddam Hussain Khan

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

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

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…

机器学习 · 统计学 2020-09-29 Bryan Lim , Sercan O. Arik , Nicolas Loeff , Tomas Pfister

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

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

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…

交易与市场微观结构 · 定量金融 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

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

Transaction fee prediction in Bitcoin's ecosystem represents a crucial challenge affecting both user costs and miner revenue optimization. This study presents a systematic evaluation of six predictive models for forecasting Bitcoin…

机器学习 · 计算机科学 2025-02-04 Jiangqin Ma , Erfan Mahmoudinia

Accurate forecasting in financial markets requires integrating diverse data sources, from historical prices to macroeconomic indicators and financial news. However, existing models often fail to align these modalities effectively, limiting…

机器学习 · 计算机科学 2025-11-04 Yunhua Pei , John Cartlidge , Anandadeep Mandal , Daniel Gold , Enrique Marcilio , Riccardo Mazzon

Efficient inventory management and accurate sales forecasting are critical challenges in large-scale e-commerce platforms such as Amazon, where stockouts and overstocking can lead to substantial financial losses and operational…

计算工程、金融与科学 · 计算机科学 2025-12-02 Zheqi Hu , Yiwen Hu , Hanwu Li

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

Bitcoin, one of the major cryptocurrencies, presents great opportunities and challenges with its tremendous potential returns accompanying high risks. The high volatility of Bitcoin and the complex factors affecting them make the study of…

交易与市场微观结构 · 定量金融 2021-05-04 Qiutong Guo , Shun Lei , Qing Ye , Zhiyang Fang

We propose \textbf{Temporal Conformal Prediction (TCP)}, a distribution-free framework for constructing well-calibrated prediction intervals in nonstationary time series. TCP couples a modern quantile forecaster with a rolling…

机器学习 · 统计学 2026-01-26 Agnideep Aich , Ashit Baran Aich , Dipak C. Jain

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

Price Trend Prediction (PTP) based on Limit Order Book (LOB) data is a fundamental challenge in financial markets. Despite advances in deep learning, existing models fail to generalize across different market conditions and assets.…

统计金融 · 定量金融 2025-05-09 Leonardo Berti , Gjergji Kasneci

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

Over the past few decades, the hydrology community has witnessed notable advancements in streamflow prediction, particularly with the introduction of cutting-edge machine-learning algorithms. Recurrent neural networks, especially Long…

机器学习 · 计算机科学 2023-05-23 Sinan Rasiya Koya , Tirthankar Roy

Stock market plays an important role in the economic development. Due to the complex volatility of the stock market, the research and prediction on the change of the stock price, can avoid the risk for the investors. The traditional time…

统计金融 · 定量金融 2023-02-23 Zhuangwei Shi , Yang Hu , Guangliang Mo , Jian Wu

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
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