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
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
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
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:2608. 12251v1 Announce Type: cross Abstract: Financial volatility is regime dependent, yet incorporating regime information into neural networks can also destabilize training.
By Junyi Ye, Gargi Vijay Borde
arXiv:2605. 12764v3 Announce Type: replace-cross Abstract: This paper introduces a physics-informed generative framework that resolves the fundamental conflict between the statistical flexibility of deep learning and the rigorous theoretical constraints of fixed-income modeling.
By Fusheng Luo, H'elyette Geman