arXiv AI By Bowen Liu, Mingming Sun

MoFE: A Novel Mixture-of-Experts Framework with Fourier Neural Operators for Cryptocurrency Forecasting

Read the original on arXiv AI →

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.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv AI.

arXiv AI
Jun 17

LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management

arXiv:2501. 00826v3 Announce Type: replace-cross Abstract: Cryptocurrency portfolio management requires the fusion of heterogeneous multi-modal signals, including structured price and on-chain time series, unstructured news text, and technical indicators, under high-volatility and real-time constraints.

By Yichen Luo, Yebo Feng, Jiahua Xu, Paolo Tasca, Yang Liu
arXiv AI
Sep 7

PRICE: A Systematic Study of LLM Adaptation Choices for Bitcoin Price Forecasting

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 Machine Learning
Sep 14

VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion

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