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
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
DualCast is a dual‑path language model that forecasts financial time‑series by combining a fast numerical forecaster with an optional text‑conditioned revision mechanism. The fast path trains only new financial‑token embeddings and output heads on a frozen Qwen3‑8B backbone, while the slow path uses a LoRA adapter to incorporate news and refine predictions. In zero‑shot tests across equities and energy prices at multiple time resolutions, the slow path achieves the lowest mean absolute percentage error in most settings, especially for longer horizons, and news ablations show additional gains in many markets.
By Wentao Zhao, Hongqiang Wu, Shanghang Liu, Zhaochen Zan, Yu Zhang, Biqing Huang
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:2606. 00060v1 Announce Type: cross Abstract: This paper investigates whether machine learning forecasts of hourly BTC-USDT returns can be converted into economically meaningful trading performance after transaction costs.
By Andrei Bysik, Robert \'Slepaczuk
CryptoL is a unified framework for forecasting cryptocurrency prices that tackles extreme scale differences, non‑stationary dynamics, and inter‑dependencies among OHLC variables. It normalizes forecasting error in context‑normalized coordinates within the RevIN pipeline, uses channel‑dependent affine transformations to preserve candle‑order relations, and adds scale‑adaptive stabilization and a soft feasibility loss to enforce OHLC inequalities. Experiments on diverse crypto assets show that CryptoL improves accuracy, training stability, and the frequency of financially valid predictions compared to baseline methods.
By Yalda Taheri, Mohammad Hassan Heydari, Armon Rasooli, Maryam Amirshahkarami, Mohammad Ebrahim Mahdavi, Hossein Karshenas