---
title: Cryptocurrency Liquidity Forecasting
url: https://www.ml-quant.com/papers/ssrn/4595672/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4595672
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4595672
featured: 2023-10-12
citations: 0
topic: Crypto & DeFi
---


# Cryptocurrency Liquidity Forecasting

The article introduces an algorithm that uses past transaction data to predict liquidity over a four-hour period, with the LSTM-based algorithm performing better than SARIMAX and TBATS algorithms in unusual situations.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4595672
- Identifier: SSRN 4595672
- Released: 2023-10-08
- First featured: Quant Letter No. 20 (2023-10-12): https://www.ml-quant.com/issues/2023-10-12/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Crypto & DeFi

## Related

- [Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero](https://www.ml-quant.com/papers/arxiv/2511.22782/): The study examines the price factors influencing five major cryptocurrencies from 2010-2018, highlighting the roles of market conditions, long-term appeal, and the SP500 index.
- [Economics unchained: Investigating the role of cryptocurrency, blockchain and intricacies of Bitcoin price fluctuations](https://www.ml-quant.com/papers/arxiv/2310.09745/): The research conducts an economic analysis of Bitcoin, examining its impact, transaction volume, market capitalization, mining activities, and effects on traditional finance.
- [Legal NLP Meets MiCAR: Advancing the Analysis of Crypto White Papers](https://www.ml-quant.com/papers/arxiv/2310.10333/): The paper explores the use of Natural Language Processing in analyzing crypto-asset white papers for regulatory compliance under the EU's crypto-asset regulation, discussing the potential and challenges of this integration.
- [Assessing the solvency of virtual asset service providers: are current standards sufficient?](https://www.ml-quant.com/papers/arxiv/2309.16408/): Insights and Strategies: The article suggests a method to evaluate the financial stability of virtual asset service providers using data from crypto wallets, balance sheets, and regulatory bodies, emphasizing the importance of regular audits for crypto assets.
- [Valuation and hedging of cryptocurrency inverse options: with backtest simulations using Deribit options data](https://www.ml-quant.com/papers/ssrn/4606748/): Inverse options, highly traded in the crypto market, perform equally well in USD and Coin units, and don't require fiat cash accounts.
- [Is Ethereum Proof of Stake Sustainable? - Considering from the Perspective of Competition Among Smart Contract Platforms -](https://www.ml-quant.com/papers/arxiv/2309.11394/): Doubts are raised about the sustainability and security of Ethereum's shift to Proof of Stake, with concerns about how competition with other smart contract platforms could affect Ether's price.