Blockchain Papers

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846 papersLast indexed Aug 31, 2026
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Feb 19, 2024·arXiv (Cornell University)
1 cites
FairProof : Confidential and Certifiable Fairness for Neural Networks

Chhavi Yadav, Amrita Roy Chowdhury, Dan Boneh, Kamalika Chaudhuri

Machine learning models are increasingly used in societal applications, yet legal and privacy concerns demand that they very often be kept confidential. Consequently, there is a growing distrust about the fairness properties of these models in the minds of consumers, who are often at the receiving end of model predictions. To this end, we propose \name -- a system that uses Zero-Knowledge Proofs (a cryptographic primitive) to publicly verify the fairness of a model, while maintaining confidentiality. We also propose a fairness certification algorithm for fully-connected neural networks which is befitting to ZKPs and is used in this system. We implement \name in Gnark and demonstrate empirically that our system is practically feasible. Code is available at https://github.com/infinite-pursuits/FairProof.

Open access
2 source records
cs.LG
cs.AI
cs.CR
Original source
Feb 16, 2024·arXiv
0 cites
Emoji Driven Crypto Assets Market Reactions

Xiaorui Zuo, Yao-Tsung Chen, Wolfgang Karl Härdle

In the burgeoning realm of cryptocurrency, social media platforms like Twitter have become pivotal in influencing market trends and investor sentiments. In our study, we leverage GPT-4 and a fine-tuned transformer-based BERT model for a multimodal sentiment analysis, focusing on the impact of emoji sentiment on cryptocurrency markets. By translating emojis into quantifiable sentiment data, we correlate these insights with key market indicators like BTC Price and the VCRIX index. Our architecture's analysis of emoji sentiment demonstrated a distinct advantage over FinBERT's pure text sentiment analysis in such predicting power. This approach may be fed into the development of trading strategies aimed at utilizing social media elements to identify and forecast market trends. Crucially, our findings suggest that strategies based on emoji sentiment can facilitate the avoidance of significant market downturns and contribute to the stabilization of returns. This research underscores the practical benefits of integrating advanced AI-driven analyses into financial strategies, offering a nuanced perspective on the interplay between digital communication and market dynamics in an academic context.

Open access
q-fin.CP
cs.AI
cs.CL
Original source
Feb 9, 2024·arXiv (Cornell University)
7 cites
Trust the Process: Zero-Knowledge Machine Learning to Enhance Trust in Generative AI Interactions

Bianca-Mihaela Ganescu, Jonathan Passerat‐Palmbach

Generative AI, exemplified by models like transformers, has opened up new possibilities in various domains but also raised concerns about fairness, transparency and reliability, especially in fields like medicine and law. This paper emphasizes the urgency of ensuring fairness and quality in these domains through generative AI. It explores using cryptographic techniques, particularly Zero-Knowledge Proofs (ZKPs), to address concerns regarding performance fairness and accuracy while protecting model privacy. Applying ZKPs to Machine Learning models, known as ZKML (Zero-Knowledge Machine Learning), enables independent validation of AI-generated content without revealing sensitive model information, promoting transparency and trust. ZKML enhances AI fairness by providing cryptographic audit trails for model predictions and ensuring uniform performance across users. We introduce snarkGPT, a practical ZKML implementation for transformers, to empower users to verify output accuracy and quality while preserving model privacy. We present a series of empirical results studying snarkGPT's scalability and performance to assess the feasibility and challenges of adopting a ZKML-powered approach to capture quality and performance fairness problems in generative AI models.

Open access
2 source records
Adversarial Robustness in Machine Learning
Explainable Artificial Intelligence (XAI)
Ethics and Social Impacts of AI
Original source
Feb 7, 2024·arXiv
0 cites
Blockchain-enabled Clustered and Scalable Federated Learning (BCS-FL) Framework in UAV Networks

Sana Hafeez, Lina Mohjazi, Muhammad Ali Imran, Yao Sun

Privacy, scalability, and reliability are significant challenges in unmanned aerial vehicle (UAV) networks as distributed systems, especially when employing machine learning (ML) technologies with substantial data exchange. Recently, the application of federated learning (FL) to UAV networks has improved collaboration, privacy, resilience, and adaptability, making it a promising framework for UAV applications. However, implementing FL for UAV networks introduces drawbacks such as communication overhead, synchronization issues, scalability limitations, and resource constraints. To address these challenges, this paper presents the Blockchain-enabled Clustered and Scalable Federated Learning (BCS-FL) framework for UAV networks. This improves the decentralization, coordination, scalability, and efficiency of FL in large-scale UAV networks. The framework partitions UAV networks into separate clusters, coordinated by cluster head UAVs (CHs), to establish a connected graph. Clustering enables efficient coordination of updates to the ML model. Additionally, hybrid inter-cluster and intra-cluster model aggregation schemes generate the global model after each training round, improving collaboration and knowledge sharing among clusters. The numerical findings illustrate the achievement of convergence while also emphasizing the trade-offs between the effectiveness of training and communication efficiency.

Open access
cs.LG
cs.NI
eess.SP
Original source
Feb 7, 2024·arXiv
0 cites
Non-Parametric Estimation of Multi-dimensional Marked Hawkes Processes

Sobin Joseph, Shashi Jain

An extension of the Hawkes process, the Marked Hawkes process distinguishes itself by featuring variable jump size across each event, in contrast to the constant jump size observed in a Hawkes process without marks. While extensive literature has been dedicated to the non-parametric estimation of both the linear and non-linear Hawkes process, there remains a significant gap in the literature regarding the marked Hawkes process. In response to this, we propose a methodology for estimating the conditional intensity of the marked Hawkes process. We introduce two distinct models: \textit{Shallow Neural Hawkes with marks}- for Hawkes processes with excitatory kernels and \textit{Neural Network for Non-Linear Hawkes with Marks}- for non-linear Hawkes processes. Both these approaches take the past arrival times and their corresponding marks as the input to obtain the arrival intensity. This approach is entirely non-parametric, preserving the interpretability associated with the marked Hawkes process. To validate the efficacy of our method, we subject the method to synthetic datasets with known ground truth. Additionally, we apply our method to model cryptocurrency order book data, demonstrating its applicability to real-world scenarios.

Open access
stat.ML
cs.LG
q-fin.CP
Original source
Feb 6, 2024·arXiv
0 cites
Decentralized Blockchain-based Robust Multi-agent Multi-armed Bandit

Mengfan Xu, Diego Klabjan

We study a robust, i.e. in presence of malicious participants, multi-agent multi-armed bandit problem where multiple participants are distributed on a fully decentralized blockchain, with the possibility of some being malicious. The rewards of arms are homogeneous among the honest participants, following time-invariant stochastic distributions, which are revealed to the participants only when certain conditions are met to ensure that the coordination mechanism is secure enough. The coordination mechanism's objective is to efficiently ensure the cumulative rewards gained by the honest participants are maximized. To this end, we are the first to incorporate advanced techniques from blockchains, as well as novel mechanisms, into such a cooperative decision making framework to design optimal strategies for honest participants. This framework allows various malicious behaviors and the maintenance of security and participant privacy. More specifically, we select a pool of validators who communicate to all participants, design a new consensus mechanism based on digital signatures for these validators, invent a UCB-based strategy that requires less information from participants through secure multi-party computation, and design the chain-participant interaction and an incentive mechanism to encourage participants' participation. Notably, we are the first to prove the theoretical regret of the proposed algorithm and claim its optimality. Unlike existing work that integrates blockchains with learning problems such as federated learning which mainly focuses on optimality via computational experiments, we demonstrate that the regret of honest participants is upper bounded by $\log{T}$ under certain assumptions. The regret bound is consistent with the multi-agent multi-armed bandit problem, both without malicious participants and with purely Byzantine attacks which do not affect the entire system.

Open access
cs.LG
cs.MA
Original source
Feb 6, 2024·Asian Journal of Engineering Social and Health
4 cites
Prediction Of Cryptocurrency Prices Using LSTM, SVM And Polynomial Regression

Novan Fauzi Al Giffary, Feri Sulianta

The rapid development of information technology, especially the Internet, has facilitated users with a quick and easy way to seek information. With these convenience offered by internet services, many individuals who initially invested in gold and precious metals are now shifting into digital investments in form of cryptocurrencies. However, investments in crypto coins are filled with uncertainties and fluctuation in daily basis. This risk posed as significant challenges for coin investors that could result in substantial investment losses. The uncertainty of the value of these crypto coins is a critical issue in the field of coin investment. Forecasting, is one of the methods used to predict the future value of these crypto coins. By utilizing the models of Long Short Term Memory, Support Vector Machine, and Polynomial Regression algorithm for forecasting, a performance comparison is conducted to determine which algorithm model is most suitable for predicting crypto currency prices. The mean square error is employed as a benchmark for the comparison. By applying those three constructed algorithm models, the Support Vector Machine uses a linear kernel to produce the smallest mean square error compared to the Long Short Term Memory and Polynomial Regression algorithm models, with a mean square error value of 0.02. Keywords: Cryptocurrency, Forecasting, Long Short Term Memory, Mean Square Error, Polynomial Regression, Support Vector Machine

Open access
2 source records
cs.LG
q-fin.ST
Stock Market Forecasting Methods
Original source
Jan 29, 2024·arXiv
0 cites
Blockchain-enabled Trustworthy Federated Unlearning

Yijing Lin, Zhipeng Gao, Hongyang Du, Jinke Ren · 6 authors

Federated unlearning is a promising paradigm for protecting the data ownership of distributed clients. It allows central servers to remove historical data effects within the machine learning model as well as address the "right to be forgotten" issue in federated learning. However, existing works require central servers to retain the historical model parameters from distributed clients, such that allows the central server to utilize these parameters for further training even, after the clients exit the training process. To address this issue, this paper proposes a new blockchain-enabled trustworthy federated unlearning framework. We first design a proof of federated unlearning protocol, which utilizes the Chameleon hash function to verify data removal and eliminate the data contributions stored in other clients' models. Then, an adaptive contribution-based retraining mechanism is developed to reduce the computational overhead and significantly improve the training efficiency. Extensive experiments demonstrate that the proposed framework can achieve a better data removal effect than the state-of-the-art frameworks, marking a significant stride towards trustworthy federated unlearning.

Open access
cs.LG
cs.CR
Original source
Jan 25, 2024·IEEE Transactions on Big Data, vol. 10, no. 2, pp. 194-213, 2024
0 cites
Decentralized Federated Learning: A Survey on Security and Privacy

Ehsan Hallaji, Roozbeh Razavi-Far, Mehrdad Saif, Boyu Wang · 5 authors

Federated learning has been rapidly evolving and gaining popularity in recent years due to its privacy-preserving features, among other advantages. Nevertheless, the exchange of model updates and gradients in this architecture provides new attack surfaces for malicious users of the network which may jeopardize the model performance and user and data privacy. For this reason, one of the main motivations for decentralized federated learning is to eliminate server-related threats by removing the server from the network and compensating for it through technologies such as blockchain. However, this advantage comes at the cost of challenging the system with new privacy threats. Thus, performing a thorough security analysis in this new paradigm is necessary. This survey studies possible variations of threats and adversaries in decentralized federated learning and overviews the potential defense mechanisms. Trustability and verifiability of decentralized federated learning are also considered in this study.

Open access
cs.CR
cs.AI
cs.LG
Original source
Jan 24, 2024·AAAI 2024
3 cites
Time-Aware Knowledge Representations of Dynamic Objects with Multidimensional Persistence

Barış Coşkunuzer, Ignacio Segovia-Domínguez, Yuzhou Chen, Yulia R. Gel

Learning time-evolving objects such as multivariate time series and dynamic networks requires the development of novel knowledge representation mechanisms and neural network architectures, which allow for capturing implicit time-dependent information contained in the data. Such information is typically not directly observed but plays a key role in the learning task performance. In turn, lack of time dimension in knowledge encoding mechanisms for time-dependent data leads to frequent model updates, poor learning performance, and, as a result, subpar decision-making. Here we propose a new approach to a time-aware knowledge representation mechanism that notably focuses on implicit time-dependent topological information along multiple geometric dimensions. In particular, we propose a new approach, named \textit{Temporal MultiPersistence} (TMP), which produces multidimensional topological fingerprints of the data by using the existing single parameter topological summaries. The main idea behind TMP is to merge the two newest directions in topological representation learning, that is, multi-persistence which simultaneously describes data shape evolution along multiple key parameters, and zigzag persistence to enable us to extract the most salient data shape information over time. We derive theoretical guarantees of TMP vectorizations and show its utility, in application to forecasting on benchmark traffic flow, Ethereum blockchain, and electrocardiogram datasets, demonstrating the competitive performance, especially, in scenarios of limited data records. In addition, our TMP method improves the computational efficiency of the state-of-the-art multipersistence summaries up to 59.5 times.

Open access
2 source records
cs.LG
cs.AI
Data Visualization and Analytics
Original source
Jan 16, 2024·RePEc: Research Papers in Economics
0 cites
Forecasting Cryptocurrency Staking Rewards

S. Gupta, Apoorva Hathi Katharaki, Yifan Xu, Bhaskar Krishnamachari · 5 authors

This research explores a relatively unexplored area of predicting cryptocurrency staking rewards, offering potential insights to researchers and investors. We investigate two predictive methodologies: a) a straightforward sliding-window average, and b) linear regression models predicated on historical data. The findings reveal that ETH staking rewards can be forecasted with an RMSE within 0.7% and 1.1% of the mean value for 1-day and 7-day look-aheads respectively, using a 7-day sliding-window average approach. Additionally, we discern diverse prediction accuracies across various cryptocurrencies, including SOL, XTZ, ATOM, and MATIC. Linear regression is identified as superior to the moving-window average for perdicting in the short term for XTZ and ATOM. The results underscore the generally stable and predictable nature of staking rewards for most assets, with MATIC presenting a noteworthy exception.

Open access
2 source records
q-fin.ST
cs.CR
cs.LG
Original source
Jan 16, 2024·arXiv (Cornell University)
1 cites
Transformer-based approach for Ethereum Price Prediction Using Crosscurrency correlation and Sentiment Analysis

Shubham Singh, Mayur Bhat

The research delves into the capabilities of a transformer-based neural network for Ethereum cryptocurrency price forecasting. The experiment runs around the hypothesis that cryptocurrency prices are strongly correlated with other cryptocurrencies and the sentiments around the cryptocurrency. The model employs a transformer architecture for several setups from single-feature scenarios to complex configurations incorporating volume, sentiment, and correlated cryptocurrency prices. Despite a smaller dataset and less complex architecture, the transformer model surpasses ANN and MLP counterparts on some parameters. The conclusion presents a hypothesis on the illusion of causality in cryptocurrency price movements driven by sentiments.

Open access
2 source records
Stock Market Forecasting Methods
Blockchain Technology Applications and Security
cs.LG
Original source
Jan 7, 2024·Blockchain: Research and Applications
57 cites
Detecting anomalies in blockchain transactions using machine learning classifiers and explainability analysis

Mohammad H. Hasan, Mohammad Shahriar Rahman, Helge Janicke, Iqbal H. Sarker

As the use of Blockchain for digital payments continues to rise in popularity, it also becomes susceptible to various malicious attacks. Successfully detecting anomalies within Blockchain transactions is essential for bolstering trust in digital payments. However, the task of anomaly detection in Blockchain transaction data is challenging due to the infrequent occurrence of illicit transactions. Although several studies have been conducted in the field, a limitation persists: the lack of explanations for the model's predictions. This study seeks to overcome this limitation by integrating eXplainable Artificial Intelligence (XAI) techniques and anomaly rules into tree-based ensemble classifiers for detecting anomalous Bitcoin transactions. The Shapley Additive exPlanation (SHAP) method is employed to measure the contribution of each feature, and it is compatible with ensemble models. Moreover, we present rules for interpreting whether a Bitcoin transaction is anomalous or not. Additionally, we have introduced an under-sampling algorithm named XGBCLUS, designed to balance anomalous and non-anomalous transaction data. This algorithm is compared against other commonly used under-sampling and over-sampling techniques. Finally, the outcomes of various tree-based single classifiers are compared with those of stacking and voting ensemble classifiers. Our experimental results demonstrate that: (i) XGBCLUS enhances TPR and ROC-AUC scores compared to state-of-the-art under-sampling and over-sampling techniques, and (ii) our proposed ensemble classifiers outperform traditional single tree-based machine learning classifiers in terms of accuracy, TPR, and FPR scores.

Open access
3 source records
cs.LG
cs.CR
Imbalanced Data Classification Techniques
Original source
Jan 7, 2024·Computer Communications
70 cites
Privacy-preserving in Blockchain-based Federated Learning systems

Sameera K.M., Serena Nicolazzo, Marco Arazzi, Antonino Nocera · 7 authors

Federated Learning (FL) has recently arisen as a revolutionary approach to collaborative training Machine Learning models. According to this novel framework, multiple participants train a global model collaboratively, coordinating with a central aggregator without sharing their local data. As FL gains popularity in diverse domains, security, and privacy concerns arise due to the distributed nature of this solution. Therefore, integrating this strategy with Blockchain technology has been consolidated as a preferred choice to ensure the privacy and security of participants. This paper explores the research efforts carried out by the scientific community to define privacy solutions in scenarios adopting Blockchain-Enabled FL. It comprehensively summarizes the background related to FL and Blockchain, evaluates existing architectures for their integration, and the primary attacks and possible countermeasures to guarantee privacy in this setting. Finally, it reviews the main application scenarios where Blockchain-Enabled FL approaches have been proficiently applied. This survey can help academia and industry practitioners understand which theories and techniques exist to improve the performance of FL through Blockchain to preserve privacy and which are the main challenges and future directions in this novel and still under-explored context. We believe this work provides a novel contribution respect to the previous surveys and is a valuable tool to explore the current landscape, understand perspectives, and pave the way for advancements or improvements in this amalgamation of Blockchain and Federated Learning.

Open access
3 source records
Privacy-Preserving Technologies in Data
Blockchain Technology Applications and Security
Mobile Crowdsensing and Crowdsourcing
Original source
Jan 5, 2024·arXiv
0 cites
A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting

Riaz Ud Din, Salman Ahmed, Saddam Hussain Khan

Forecasting speculative stock prices is essential for effective investment risk management that drives the need for the development of innovative algorithms. However, the speculative nature, volatility, and complex sequential dependencies within financial markets present inherent challenges which necessitate advanced techniques. This paper proposes a novel framework, CAB-XDE (customized attention BiLSTM-XGB decision ensemble), for predicting the daily closing price of speculative stock Bitcoin-USD (BTC-USD). CAB-XDE framework integrates a customized bi-directional long short-term memory (BiLSTM) with the attention mechanism and the XGBoost algorithm. The customized BiLSTM leverages its learning capabilities to capture the complex sequential dependencies and speculative market trends. Additionally, the new attention mechanism dynamically assigns weights to influential features, thereby enhancing interpretability, and optimizing effective cost measures and volatility forecasting. Moreover, XGBoost handles nonlinear relationships and contributes to the proposed CAB-XDE framework robustness. Additionally, the weight determination theory-error reciprocal method further refines predictions. This refinement is achieved by iteratively adjusting model weights. It is based on discrepancies between theoretical expectations and actual errors in individual customized attention BiLSTM and XGBoost models to enhance performance. Finally, the predictions from both XGBoost and customized attention BiLSTM models are concatenated to achieve diverse prediction space and are provided to the ensemble classifier to enhance the generalization capabilities of CAB-XDE. The proposed CAB-XDE framework is empirically validated on volatile Bitcoin market, sourced from Yahoo Finance and outperforms state-of-the-art models with a MAPE of 0.0037, MAE of 84.40, and RMSE of 106.14.

Open access
q-fin.ST
cs.CE
cs.LG
Original source
Jan 5, 2024·ACM Transactions on Knowledge Discovery from Data (TKDD), 19(7), 136 (2025)
0 cites
Framework for Variable-lag Motif Following Relation Inference In Time Series using Matrix Profile analysis

Naaek Chinpattanakarn, Chainarong Amornbunchornvej

Knowing who follows whom and what patterns they are following are crucial steps to understand collective behaviors (e.g. a group of human, a school of fish, or a stock market). Time series is one of resources that can be used to get insight regarding following relations. However, the concept of following patterns or motifs and the solution to find them in time series are not obvious. In this work, we formalize a concept of following motifs between two time series and present a framework to infer following patterns between two time series. The framework utilizes one of efficient and scalable methods to retrieve motifs from time series called the Matrix Profile Method. We compare our proposed framework with several baselines. The framework performs better than baselines in the simulation datasets. In the dataset of sound recording, the framework is able to retrieve the following motifs within a pair of time series that two singers sing following each other. In the cryptocurrency dataset, the framework is capable of capturing the following motifs within a pair of time series from two digital currencies, which implies that the values of one currency follow the values of another currency patterns. Our framework can be utilized in any field of time series to get insight regarding following patterns between time series.

Open access
cs.LG
cs.AI
Original source
Jan 1, 2024·SSRN Electronic Journal
8 cites
The Role of Transformer Models in Advancing Blockchain Technology: A Systematic Survey

Yanbin Wang, Tianxu Liu, Jianguo Sun, Ye Tian · 7 authors

As blockchain technology rapidly evolves, the demand for enhanced efficiency, security, and scalability grows.Transformer models, as powerful deep learning architectures,have shown unprecedented potential in addressing various blockchain challenges. However, a systematic review of Transformer applications in blockchain is lacking. This paper aims to fill this research gap by surveying over 200 relevant papers, comprehensively reviewing practical cases and research progress of Transformers in blockchain applications. Our survey covers key areas including anomaly detection, smart contract security analysis, cryptocurrency prediction and trend analysis, and code summary generation. To clearly articulate the advancements of Transformers across various blockchain domains, we adopt a domain-oriented classification system, organizing and introducing representative methods based on major challenges in current blockchain research. For each research domain,we first introduce its background and objectives, then review previous representative methods and analyze their limitations,and finally introduce the advancements brought by Transformer models. Furthermore, we explore the challenges of utilizing Transformer, such as data privacy, model complexity, and real-time processing requirements. Finally, this article proposes future research directions, emphasizing the importance of exploring the Transformer architecture in depth to adapt it to specific blockchain applications, and discusses its potential role in promoting the development of blockchain technology. This review aims to provide new perspectives and a research foundation for the integrated development of blockchain technology and machine learning, supporting further innovation and application expansion of blockchain technology.

Open access
2 source records
cs.LG
cs.AI
cs.CR
Original source
Jan 1, 2024·arXiv (Cornell University)
0 cites
On-chain Validation of Tracking Data Messages (TDM) Using Distributed Deep Learning on a Proof of Stake (PoS) Blockchain

Yasir Latif, Anirban Chowdhury, Samya Bagchi

Trustless tracking of Resident Space Objects (RSOs) is crucial for Space Situational Awareness (SSA), especially during adverse situations. The importance of transparent SSA cannot be overstated, as it is vital for ensuring space safety and security. In an era where RSO location information can be easily manipulated, the risk of RSOs being used as weapons is a growing concern. The Tracking Data Message (TDM) is a standardized format for broadcasting RSO observations. However, the varying quality of observations from diverse sensors poses challenges to SSA reliability. While many countries operate space assets, relatively few have SSA capabilities, making it crucial to ensure the accuracy and reliability of the data. Current practices assume complete trust in the transmitting party, leaving SSA capabilities vulnerable to adversarial actions such as spoofing TDMs. This work introduces a trustless mechanism for TDM validation and verification using deep learning over blockchain. By leveraging the trustless nature of blockchain, our approach eliminates the need for a central authority, establishing consensus-based truth. We propose a state-of-the-art, transformer-based orbit propagator that outperforms traditional methods like SGP4, enabling cross-validation of multiple observations for a single RSO. This deep learning-based transformer model can be distributed over a blockchain, allowing interested parties to host a node that contains a part of the distributed deep learning model. Our system comprises decentralised observers and validators within a Proof of Stake (PoS) blockchain. Observers contribute TDM data along with a stake to ensure honesty, while validators run the propagation and validation algorithms. The system rewards observers for contributing verified TDMs and penalizes those submitting unverifiable data.

Open access
3 source records
Brain Tumor Detection and Classification
Blockchain Technology Applications and Security
Big Data and Digital Economy
Original source
Dec 31, 2023·RePEc: Research Papers in Economics
35 cites
Financial Time-Series Forecasting: Towards Synergizing Performance And Interpretability Within a Hybrid Machine Learning Approach

Shun Liu, Kexin Wu, Chufeng Jiang, Bin Huang · 5 authors

In the realm of cryptocurrency, the prediction of Bitcoin prices has garnered substantial attention due to its potential impact on financial markets and investment strategies. This paper propose a comparative study on hybrid machine learning algorithms and leverage on enhancing model interpretability. Specifically, linear regression(OLS, LASSO), long-short term memory(LSTM), decision tree regressors are introduced. Through the grounded experiments, we observe linear regressor achieves the best performance among candidate models. For the interpretability, we carry out a systematic overview on the preprocessing techniques of time-series statistics, including decomposition, auto-correlational function, exponential triple forecasting, which aim to excavate latent relations and complex patterns appeared in the financial time-series forecasting. We believe this work may derive more attention and inspire more researches in the realm of time-series analysis and its realistic applications.

Open access
2 source records
cs.LG
q-fin.ST
Stock Market Forecasting Methods
Original source
Dec 29, 2023·International Journal of Computer Science and Information Technology (IJCSIT), 2023
3 cites
An adaptive network-based approach for advanced forecasting of cryptocurrency values

Ali Mehrban, Pegah Ahadian

This paper describes an architecture for predicting the price of cryptocurrencies for the next seven days using the Adaptive Network Based Fuzzy Inference System (ANFIS). Historical data of cryptocurrencies and indexes that are considered are Bitcoin (BTC), Ethereum (ETH), Bitcoin Dominance (BTC.D), and Ethereum Dominance (ETH.D) in a daily timeframe. The methods used to teach the data are hybrid and backpropagation algorithms, as well as grid partition, subtractive clustering, and Fuzzy C-means clustering (FCM) algorithms, which are used in data clustering. The architectural performance designed in this paper has been compared with different inputs and neural network models in terms of statistical evaluation criteria. Finally, the proposed method can predict the price of digital currencies in a short time.

Open access
2 source records
q-fin.ST
cs.CE
cs.CR
Original source
Dec 21, 2023·arXiv
0 cites
Hawkes-based cryptocurrency forecasting via Limit Order Book data

Raffaele Giuseppe Cestari, Filippo Barchi, Riccardo Busetto, Daniele Marazzina · 5 authors

Accurately forecasting the direction of financial returns poses a formidable challenge, given the inherent unpredictability of financial time series. The task becomes even more arduous when applied to cryptocurrency returns, given the chaotic and intricately complex nature of crypto markets. In this study, we present a novel prediction algorithm using limit order book (LOB) data rooted in the Hawkes model, a category of point processes. Coupled with a continuous output error (COE) model, our approach offers a precise forecast of return signs by leveraging predictions of future financial interactions. Capitalizing on the non-uniformly sampled structure of the original time series, our strategy surpasses benchmark models in both prediction accuracy and cumulative profit when implemented in a trading environment. The efficacy of our approach is validated through Monte Carlo simulations across 50 scenarios. The research draws on LOB measurements from a centralized cryptocurrency exchange where the stablecoin Tether is exchanged against the U.S. dollar.

Open access
q-fin.ST
cs.CE
cs.LG
Original source
Dec 12, 2023·arXiv
0 cites
AI in Supply Chain Risk Assessment: A Systematic Literature Review and Bibliometric Analysis

Md Abrar Jahin, Saleh Akram Naife, Anik Kumar Saha, M. F. Mridha

Supply chain risk assessment (SCRA) is pivotal for ensuring resilience in increasingly complex global supply networks. While existing reviews have explored traditional methodologies, they often neglect emerging artificial intelligence (AI) and machine learning (ML) applications and mostly lack combined systematic and bibliometric analyses. This study addresses these gaps by integrating a systematic literature review with bibliometric analysis, examining 1,903 articles (2015-2025) from Google Scholar and Web of Science, with 54 studies selected through PRISMA guidelines. Our findings reveal that ML models, including Random Forest, XGBoost, and hybrid approaches, significantly enhance risk prediction accuracy and adaptability in post-pandemic contexts. The bibliometric analysis identifies key trends, influential authors, and institutional contributions, highlighting China and the United States as leading research hubs. Practical insights emphasize the integration of explainable AI (XAI) for transparent decision-making, real-time data utilization, and blockchain for traceability. The study underscores the necessity of dynamic strategies, interdisciplinary collaboration, and continuous model evaluation to address challenges such as data quality and interpretability. By synthesizing AI-driven methodologies with resilience frameworks, this review provides actionable guidance for optimizing supply chain risk management, fostering adaptability, and informing future research in evolving risk landscapes.

Open access
cs.LG
cs.CE
Original source
Nov 28, 2023·IEEE Transactions on Communications
23 cites
Secure Deep Reinforcement Learning for Dynamic Resource Allocation in Wireless MEC Networks

Xin Hao, Phee Lep Yeoh, Changyang She, Branka Vucetic · 5 authors

This paper proposes a blockchain-secured deep reinforcement learning (BC-DRL) optimization framework for {data management and} resource allocation in decentralized {wireless mobile edge computing (MEC)} networks. In our framework, {we design a low-latency reputation-based proof-of-stake (RPoS) consensus protocol to select highly reliable blockchain-enabled BSs to securely store MEC user requests and prevent data tampering attacks.} {We formulate the MEC resource allocation optimization as a constrained Markov decision process that balances minimum processing latency and denial-of-service (DoS) probability}. {We use the MEC aggregated features as the DRL input to significantly reduce the high-dimensionality input of the remaining service processing time for individual MEC requests. Our designed constrained DRL effectively attains the optimal resource allocations that are adapted to the dynamic DoS requirements. We provide extensive simulation results and analysis to} validate that our BC-DRL framework achieves higher security, reliability, and resource utilization efficiency than benchmark blockchain consensus protocols and {MEC} resource allocation algorithms.

Open access
2 source records
Molecular Communication and Nanonetworks
IoT and Edge/Fog Computing
Blockchain Technology Applications and Security
Original source
Nov 27, 2023·arXiv
0 cites
Tokenized Model: A Blockchain-Empowered Decentralized Model Ownership Verification Platform

Yihao Li, Yanyi Lai, Tianchi Liao, Chuan Chen · 5 authors

With the development of practical deep learning models like generative AI, their excellent performance has brought huge economic value. For instance, ChatGPT has attracted more than 100 million users in three months. Since the model training requires a lot of data and computing power, a well-performing deep learning model is behind a huge effort and cost. Facing various model attacks, unauthorized use and abuse from the network that threaten the interests of model owners, in addition to considering legal and other administrative measures, it is equally important to protect the model's copyright from the technical means. By using the model watermarking technology, we point out the possibility of building a unified platform for model ownership verification. Given the application history of blockchain in copyright verification and the drawbacks of a centralized third-party, this paper considers combining model watermarking technology and blockchain to build a unified model copyright protection platform. By a new solution we called Tokenized Model, it protects the model's copyright by reliable ownership record and verification mechanism. It also promotes the financial value of model by constructing the model's transaction process and contribution shares of a model. In the typical case study, we also study the various performance under usual scenario to verify the effectiveness of this platform.

Open access
cs.CR
cs.LG
Original source