Image de couverture de livre

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

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Zhāng, Wěi
Format:	Preprint
Publié:	2025
Sujets:	Computational Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

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

Intraday Trading Algorithm for Predicting Cryptocurrency Price Movements Using Twitter Big Data Analysis
par: Jeleskovic, Vahidin, et autres
Publié: (2023)

Multi-Agent Analysis of Off-Exchange Public Information for Cryptocurrency Market Trend Prediction
par: Hong, Kairan, et autres
Publié: (2025)

Reinforcement Learning for Trade Execution with Market and Limit Orders
par: Cheridito, Patrick, et autres
Publié: (2025)

Heterogeneous Market Efficiency in Cryptocurrency Markets: A Multi‐Frequency Memory‐Based Approach
par: Shuyue Li, et autres
Publié: (2026)

Stablecoins as Dry Powder: A Copula-Based Risk Analysis of Cryptocurrency Markets
par: Jones, Elliot, et autres
Publié: (2026)

Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
par: Rahman, Abdul, et autres
Publié: (2024)

Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders
par: Hiray, Arnav, et autres
Publié: (2023)

Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms
par: Hu, Zhuohuan, et autres
Publié: (2024)

Implementation and Security Analysis of Cryptocurrencies Based on Ethereum
par: Gao, Pengfei, et autres
Publié: (2025)

Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy
par: Yu, Haoyang, et autres
Publié: (2023)

QuantAgent: Price-Driven Multi-Agent LLMs for High-Frequency Trading
par: Xiong, Fei, et autres
Publié: (2025)

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

Trade Execution Flow as the Underlying Source of Market Dynamics
par: Belov, Mikhail Gennadievich, et autres
Publié: (2025)

Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets
par: Fabre, Timothée, et autres
Publié: (2024)

FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions
par: Li, Yang, et autres
Publié: (2025)

Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning
par: Fan, Yuxin, et autres
Publié: (2024)

Explainable Patterns in Cryptocurrency Microstructure
par: Bieganowski, Bartosz, et autres
Publié: (2026)

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

Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features
par: Liu, Chenghao, et autres
Publié: (2025)

Fraud Detection in Cryptocurrency Markets with Spatio-Temporal Graph Neural Networks
par: Losavio, Lidia, et autres
Publié: (2026)

A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
par: Brini, Alessio, et autres
Publié: (2024)

Prospects of Imitating Trading Agents in the Stock Market
par: Wilinski, Mateusz, et autres
Publié: (2025)

Enhancing Price Prediction in Cryptocurrency Using Transformer Neural Network and Technical Indicators
par: Khaniki, Mohammad Ali Labbaf, et autres
Publié: (2024)

Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading
par: Deep, Akash, et autres
Publié: (2024)

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

Using Graph Neural Networks and Frequency Domain Data for Automated Operational Modal Analysis of Populations of Structures
par: Jian, Xudong, et autres
Publié: (2024)

Systematic Trend-Following with Adaptive Portfolio Construction: Enhancing Risk-Adjusted Alpha in Cryptocurrency Markets
par: Bui, Duc, et autres
Publié: (2026)

Predicting Price Movements in High-Frequency Financial Data with Spiking Neural Networks
par: Ezinwoke, Brian, et autres
Publié: (2025)

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

Blockchain Metrics and Indicators in Cryptocurrency Trading
par: King, Juan C., et autres
Publié: (2024)

Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting
par: Puoti, Francesco, et autres
Publié: (2025)

ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism
par: Zhao, Li, et autres
Publié: (2025)

Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
par: Peng, Yunfei, et autres
Publié: (2024)

Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
par: Gharanchaei, Maysam Khodayari, et autres
Publié: (2024)

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

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

Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
par: Lalor, Luca, et autres
Publié: (2025)

Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction
par: Peik, Arash, et autres
Publié: (2025)

Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models
par: Lalor, Luca, et autres
Publié: (2024)