Imagen de Portada

Neural Network-Based Algorithmic Trading Systems: Multi-Timeframe Analysis and High-Frequency Execution in Cryptocurrency Markets

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Zhāng, Wěi
Formato:	Preprint
Publicado:	2025
Materias:	Computational Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
por: Kikuchi, Tatsuru
Publicado: (2024)

Intraday Trading Algorithm for Predicting Cryptocurrency Price Movements Using Twitter Big Data Analysis
por: Jeleskovic, Vahidin, et al.
Publicado: (2023)

Multi-Agent Analysis of Off-Exchange Public Information for Cryptocurrency Market Trend Prediction
por: Hong, Kairan, et al.
Publicado: (2025)

Reinforcement Learning for Trade Execution with Market and Limit Orders
por: Cheridito, Patrick, et al.
Publicado: (2025)

Heterogeneous Market Efficiency in Cryptocurrency Markets: A Multi‐Frequency Memory‐Based Approach
por: Shuyue Li, et al.
Publicado: (2026)

Stablecoins as Dry Powder: A Copula-Based Risk Analysis of Cryptocurrency Markets
por: Jones, Elliot, et al.
Publicado: (2026)

Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
por: Rahman, Abdul, et al.
Publicado: (2024)

Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders
por: Hiray, Arnav, et al.
Publicado: (2023)

Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms
por: Hu, Zhuohuan, et al.
Publicado: (2024)

Implementation and Security Analysis of Cryptocurrencies Based on Ethereum
por: Gao, Pengfei, et al.
Publicado: (2025)

Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy
por: Yu, Haoyang, et al.
Publicado: (2023)

QuantAgent: Price-Driven Multi-Agent LLMs for High-Frequency Trading
por: Xiong, Fei, et al.
Publicado: (2025)

Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
por: Grab, Colin D.
Publicado: (2024)

Trade Execution Flow as the Underlying Source of Market Dynamics
por: Belov, Mikhail Gennadievich, et al.
Publicado: (2025)

Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets
por: Fabre, Timothée, et al.
Publicado: (2024)

FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions
por: Li, Yang, et al.
Publicado: (2025)

Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning
por: Fan, Yuxin, et al.
Publicado: (2024)

Explainable Patterns in Cryptocurrency Microstructure
por: Bieganowski, Bartosz, et al.
Publicado: (2026)

High-Frequency Options Trading | With Portfolio Optimization
por: Bhatia, Sid
Publicado: (2024)

Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features
por: Liu, Chenghao, et al.
Publicado: (2025)

Fraud Detection in Cryptocurrency Markets with Spatio-Temporal Graph Neural Networks
por: Losavio, Lidia, et al.
Publicado: (2026)

A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
por: Brini, Alessio, et al.
Publicado: (2024)

Prospects of Imitating Trading Agents in the Stock Market
por: Wilinski, Mateusz, et al.
Publicado: (2025)

Enhancing Price Prediction in Cryptocurrency Using Transformer Neural Network and Technical Indicators
por: Khaniki, Mohammad Ali Labbaf, et al.
Publicado: (2024)

Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading
por: Deep, Akash, et al.
Publicado: (2024)

Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies
por: Chen, Qizhao
Publicado: (2025)

Using Graph Neural Networks and Frequency Domain Data for Automated Operational Modal Analysis of Populations of Structures
por: Jian, Xudong, et al.
Publicado: (2024)

Systematic Trend-Following with Adaptive Portfolio Construction: Enhancing Risk-Adjusted Alpha in Cryptocurrency Markets
por: Bui, Duc, et al.
Publicado: (2026)

Predicting Price Movements in High-Frequency Financial Data with Spiking Neural Networks
por: Ezinwoke, Brian, et al.
Publicado: (2025)

Deep Learning Enhanced Multi-Day Turnover Quantitative Trading Algorithm for Chinese A-Share Market
por: Du, Yimin
Publicado: (2025)

Blockchain Metrics and Indicators in Cryptocurrency Trading
por: King, Juan C., et al.
Publicado: (2024)

Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting
por: Puoti, Francesco, et al.
Publicado: (2025)

ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism
por: Zhao, Li, et al.
Publicado: (2025)

Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
por: Peng, Yunfei, et al.
Publicado: (2024)

Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
por: Gharanchaei, Maysam Khodayari, et al.
Publicado: (2024)

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
por: Halperin, Igor
Publicado: (2025)

Analysis of the Impact of an Execution Algorithm with an Order Book Imbalance Strategy on a Financial Market Using an Agent-based Simulation
por: Endo, Shuto, et al.
Publicado: (2025)

Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
por: Lalor, Luca, et al.
Publicado: (2025)

Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction
por: Peik, Arash, et al.
Publicado: (2025)

Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models
por: Lalor, Luca, et al.
Publicado: (2024)