The paper introduces PRICE, a systematic framework for adapting Large Language Models to short‑term Bitcoin price forecasting. PRICE combines parameter‑efficient fine‑tuning with LoRA, recursive multi‑step inference, integer‑rounded numerical representation, Context‑Task‑Format prompting, and exact zero‑temperature decoding, all built on a 4‑bit quantized LLaMA‑3 8B model. Ablation studies and comparative evaluations show that each component improves accuracy and reliability, enabling PRICE to achieve the lowest forecasting errors among eight transformer‑based and time‑series foundation models.
By Maryam Fakhari, Mehran Safayani
arXiv:2607. 16028v1 Announce Type: new Abstract: This paper presents our system for Task 3 of the CLEF 2026 FinMMEval Lab, which requires daily long, flat, or short trading decisions for Bitcoin (BTC) and Tesla (TSLA) using news and historical market data.
By Andrei Neagu, Eeham Khan, Leila Kosseim
The paper investigates how the choice of loss function versus the choice of forecasting model affects cryptocurrency volatility predictions. By comparing seven loss functions and five models, and aligning forecast levels before evaluation, the study finds that after level adjustment model choice dominates performance differences, while loss-induced variations largely disappear. The work clarifies that apparent loss effects in raw comparisons are largely due to forecast level differences rather than intrinsic model performance.
By Andrzej Tokajuk, Jaros{\l}aw A. Chudziak
arXiv:2608.30364v1 Announce Type: new
Abstract: Retail banking attrition is usually represented as a terminal binary event, even though client relationships often weaken earlier through partial movem...
By Ananyaa Chopra, Brandon Xu, Brendan Yuen, Lauren Zung, Sarabroop Aulakh
MoFE is a deep learning framework that combines Fourier Neural Operators with a Mixture-of-Experts architecture to forecast cryptocurrency prices. It models volatility as a mix of multi-frequency components—including fundamental growth, mining costs, halving events, and market sentiment—using adaptive FNO and convolutional experts. Experiments on Bitcoin data from 2020 to 2025 show MoFE outperforms existing models in short‑term horizons, reducing phase‑lag errors and improving directional accuracy and information coefficient, which translates into higher Sharpe ratios in simulated trading.
By Bowen Liu, Mingming Sun
arXiv:2607. 23370v1 Announce Type: new Abstract: Bitcoin price prediction on sub-daily timescales is a hard open problem in computational finance.
By Muhammad Abdullah Haroon
arXiv:2606. 04574v1 Announce Type: new Abstract: This study aims to determine whether the application of Deep Reinforcement Learning (DRL) as a specialized execution overlay can enhance pair trading in highly volatile cryptocurrency markets.
By Damian Lebied\'z, Robert \'Slepaczuk
arXiv:2607. 17555v1 Announce Type: new Abstract: Predicting extreme price movements in high-frequency financial markets is a challenging task due to non-stationarity, heavy-tailed return distributions, and severe class imbalance.
By Maorufa Zaman, Haris Md Sahed
Predicting extreme price movements in high-frequency financial markets is a challenging task due to non-stationarity, heavy-tailed return distributions, and severe class imbalance. In particular, rare but impactful events are often difficult to detect using conventional modeling approaches, which typically treat extreme movements as isolated observations.
arXiv:2606. 15058v1 Announce Type: new Abstract: This study examines whether machine learning (ML) models can outperform the naive random walk benchmark in forecasting the monthly USD/CAD exchange rate.
By Louis Agyekum, Edmund Fosu Agyemang, Obu-Amoah Ampomah, Kofi Acheampong, Emmanuel Boadi, Priscilla Yaa Amakye, Fafa Shalom Tchorly, Enock Adu Bonsu, Eric Nyarko
VertiFuseX is a hybrid LSTM architecture that fuses multi‑scale temporal representations at the penultimate layer, stacking features from LSTM, Bi‑LSTM, and St‑LSTM branches and a parallel DNN stream. On 15 years of global equity index data, it reduces MAPE by 30‑54% and improves MAE and RMSE by over 40% compared to LSTM baselines, outperforming seven state‑of‑the‑art models across 33 metric‑dataset comparisons. The model is lightweight (675k parameters, 2.6 MB footprint) with 1.5 ms/sample inference latency and demonstrates robust, interpretable forecasting with reduced drawdowns in algorithmic trading simulations.
By Aashish Bohra, Vivek Vijay
UQ-LOB is a lightweight, encoder‑agnostic module that adds uncertainty quantification to any pretrained limit order book (LOB) encoder. It offers two variants: UQ‑regression, which outputs a calibrated Gaussian over future tick displacement, and UQ‑classification, which outputs a categorical distribution over down/up/stationary. On 5.2 billion LOB events across seven cryptocurrency assets, UQ‑regression achieves near‑nominal 68 % interval coverage, and selecting the top 10 % most confident predictions boosts directional macro F1 by 0.11–0.15 for regression and 0.05–0.11 for classification, reaching F1 scores of 0.88 (down) and 0.83 (up) at a 5‑second horizon.
By Derrick Gilchrist Edward Manoharan, Eljas Linna, Kestutis Baltakys, Hao Dong, Juho Kanniainen