[HTML][HTML] Cryptocurrency price forecasting–A comparative analysis of ensemble learning and deep learning methods

A Bouteska, MZ Abedin, P Hajek, K Yuan - International Review of …, 2024 - Elsevier
Cryptocurrency price forecasting is attracting considerable interest due to its crucial decision
support role in investment strategies. Large fluctuations in non-stationary cryptocurrency …

DeepResTrade: a peer-to-peer LSTM-decision tree-based price prediction and blockchain-enhanced trading system for renewable energy decentralized markets

A Safari, HK Gharehbagh, M Nazari-Heris… - Frontiers in Energy …, 2023 - frontiersin.org
Intelligent predictive models are fundamental in peer-to-peer (P2P) energy trading as they
properly estimate supply and demand variations and optimize energy distribution, and the …

The impact of the COVID-19 pandemic on stock market performance in G20 countries: Evidence from long short-term memory with a recurrent neural network …

PM Fitriana, J Saputra, ZA Halim - Big Data, 2023 - liebertpub.com
In light of developing and industrialized nations, the G20 economies account for a whopping
two-thirds of the world's population and are the largest economies globally. Public …

Financial Time Series Modelling Using Fractal Interpolation Functions

P Manousopoulos, V Drakopoulos, E Polyzos - AppliedMath, 2023 - mdpi.com
Time series of financial data are both frequent and important in everyday practice.
Numerous applications are based, for example, on time series of asset prices or market …

DMSTA-LSTM: A Dual-Stage Multi-time Scale Temporal Attention-Based LSTM Framework for Forecasting International Financial Indices Across Diverse Varied …

SC Liu - IEEE Access, 2024 - ieeexplore.ieee.org
In the dynamic and complex environment of financial markets, the precision of forecasts is
paramount for informed decision-making and risk mitigation. Confronted with the markets' …

Geopolitical Risk Analysis and its Impact on Market Volatility

K Rathinavel, IK AK, A Sahoo… - 2024 IEEE 9th …, 2024 - ieeexplore.ieee.org
This study addresses the influence of geopolitical risks on financial markets, as noticed in
recent events like the COVID-19 pandemic and the Russia-Ukraine war. This study …

A Multi-Market Data-Driven Stock Price Prediction: Model Optimization and Empirical Study

L Yu, Y Chen, Y Zheng - Available at SSRN 4959305 - papers.ssrn.com
As global financial markets become increasingly interconnected, relying solely on historical
data from a single market is insufficient for achieving high prediction accuracy in stock price …