arXiv:2608.17342cs.LGcs.AI2026-08

用傅里叶神经算子构建专家系统,提升比特币短期预测精度与稳定性。

MoFE: A Novel Mixture-of-Experts Framework with Fourier Neural Operators for Cryptocurrency Forecasting

论文配图:MoFE: A Novel Mixture-of-Experts Framework with Fourier Neural Operators for Cryptocurrency Forecasting
图 1 · 摘自论文原文
  • 融合傅里叶神经算子的专家混合框架,分层建模多频段市场动态。
  • 在2020–2025年比特币数据上实现T+1和T+5的最优方向准确率与信息系数。
  • 有效消除滞后预测,适合量化交易与高频策略开发人员参考。

加密货币价格预测因固有的非平稳性、突发的市场状态切换及多尺度随机依赖而极具挑战。传统深度学习模型常难以捕捉复杂动态,导致持续的相位滞后预测。为此,我们提出MoFE,一种将傅里叶神经算子(FNO)嵌入专家混合(MoE)架构的新框架。基于随机微分方程理论,MoFE将波动性视为多频成分叠加:包括用户网络基础增长、挖矿成本与减半机制引发的季节性波动,以及市场情绪驱动的混沌。具体地,自适应傅里叶神经算子(AFNO)与卷积双域专家学习连续函数到函数映射,分别捕捉全局频谱趋势、周期调整与微观结构;动态门控机制实现跨市场状态的自适应策略切换。在2020年1月至2025年12月的比特币数据集上,实验表明MoFE在T+1和T+5预测窗口均达到当前最优性能。模型显著缓解相位滞后问题,方向准确率(DA)与信息系数(IC)表现优异。在高保真模拟交易环境中,预测优势转化为显著超额收益与稳健的风险调整表现,体现高夏普比率。

原文摘要 · Abstract (English)

Forecasting cryptocurrency prices remains a formidable challenge due to inherent non-stationarity, abrupt regime shifts, and multi-scale stochastic dependencies. Conventional deep learning models often struggle to capture complex underlying dynamics, frequently resulting in persistent phase-lagged predictions. To address these limitations, we propose MoFE, a novel deep learning framework that integrates Fourier Neural Operators (FNOs) within a Mixture-of-Experts (MoE) architecture. Rooted in the theoretical framework of stochastic differential equations, MoFE conceptualizes cryptocurrency volatility as a superposition of multi-frequency components, which includes user network based fundamental growth, mining costs and halving mechanism caused seasonal volatility, and market sentiment-induced chaos. Specifically, specialized adaptive FNO (AFNO) and Convolution dual-domain experts learn continuous function-to-function mappings to encapsulate global spectral trends, cyclical adjustments and microstructures, while a dynamic gating based MoE mechanism enables adaptive strategy switching across diverse market regimes. Extensive experiments on Bitcoin datasets spanning January 2020 to December 2025 demonstrate that MoFE achieves state-of-the-art (SOTA) performance in both T+1 and T+5 forecasting horizons. Notably, the model effectively mitigates the phase-lag effect, delivering superior Directional Accuracy (DA) and Information Coefficient (IC). In high-fidelity simulated trading environments, these predictive gains transfer into significant excess returns and robust risk-adjusted performance, characterized by a high Sharpe ratio.

加密货币预测专家混合傅里叶神经算子时序建模

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