arXiv subjects

Giancarlo Lucca

Publications and source records attributed to Giancarlo Lucca.

5 recordsLinked to original sources

arXiv2026

Decoding Market Emotion from Blockchain Activity: A Data-Driven Sentiment Classifier

The growing use of Bitcoin as a decentralized digital asset and investment tool has sparked strong interest in understanding its market behavior. This study presents a new approach to analyze Bitcoin market sentiment by combining on-chain and financial data with social media posts. Unlike models that aim to predict prices, this work focuses on explaining market sentiment using blockchain transactions, historical price data of Bitcoin, and daily Twitter sentiment classifications. The method merges sentiment trends with on-chain and financial metrics, normalized into a dataset for detailed market analysis. Multiple machine learning models were tested using cross-validation, with Gradient Boosting (XGBoost) emerging as the most reliable model for classifying sentiment, achieving an average F1-score of about 0.84. SHAP (SHapley Additive exPlanations), a game theory-based method for model interpretability, was used to quantify the contribution of on-chain features to the model's predictions, improving transparency. The results indicate that this data combination yields meaningful predictive signals and insights, supporting data-driven cryptocurrency analysis and future improvements with deep learning.

cs.LG↗

arXiv2026

Improving Network Anomaly Detection via Choquet-Integral-Based Feature Aggregation

This work investigates a generalized Choquet-integral-based feature aggregation framework to improve anomaly detection in high-dimensional network traffic data. The approach combines adaptive weighting with incremental feature selection to address feature redundancy. Using Random Forest and XGBoost classifiers, we evaluate models trained with both raw and Choquet-aggregated features under varying feature subset sizes. The proposed aggregation achieves up to $7\%$ higher accuracy while reducing data volume by $77.5\%$ (from $214$~MB to $48$~MB), without degrading precision and recall. Results averaged over multiple stratified repetitions indicate that Choquet-based aggregation yields statistically significant gains ($p < 0.05$) in scenarios with limited feature availability, highlighting its suitability for real-time intrusion detection under bandwidth and feature-availability constraints.

cs.CR↗

arXiv2026

Impact of Data-Oriented and Object-Oriented Design on Performance and Cache Utilization with Artificial Intelligence Algorithms in Multi-Threaded CPUs

The growing performance gap between multi-core CPUs and main memory necessitates hardware-aware software design paradigms. This study provides a comprehensive performance analysis of Data Oriented Design (DOD) versus the traditional Object-Oriented Design (OOD), focusing on cache utilization and efficiency in multi-threaded environments. We developed and compared four distinct versions of the A* search algorithm: single-threaded OOD (ST-OOD), single-threaded DOD (ST-DOD), multi-threaded OOD (MT-OOD), and multi-threaded DOD (MT-DOD). The evaluation was based on metrics including execution time, memory usage, and CPU cache misses. In multi-threaded tests, the DOD implementation demonstrated considerable performance gains, with faster execution times and a lower number of raw system calls and cache misses. While OOD occasionally showed marginal advantages in memory usage or percentage-based cache miss rates, DOD's efficiency in data-intensive operations was more evident. Furthermore, our findings reveal that for a fine-grained task like the A* algorithm, the overhead associated with thread management led to single-threaded versions significantly outperforming their multi-threaded counterparts in both paradigms. We conclude that even when performance differences appear subtle in simple algorithms, the consistent advantages of DOD in critical metrics highlight its foundational architectural superiority, suggesting it is a more effective approach for maximizing hardware efficiency in complex, large-scale AI and parallel computing tasks.

cs.AI↗

arXiv2025

Machine Learning vs. Randomness: Challenges in Predicting Binary Options Movements

Binary options trading is often marketed as a field where predictive models can generate consistent profits. However, the inherent randomness and stochastic nature of binary options make price movements highly unpredictable, posing significant challenges for any forecasting approach. This study demonstrates that machine learning algorithms struggle to outperform a simple baseline in predicting binary options movements. Using a dataset of EUR/USD currency pairs from 2021 to 2023, we tested multiple models, including Random Forest, Logistic Regression, Gradient Boosting, and k-Nearest Neighbors (kNN), both before and after hyperparameter optimization. Furthermore, several neural network architectures, including Multi-Layer Perceptrons (MLP) and a Long Short-Term Memory (LSTM) network, were evaluated under different training conditions. Despite these exhaustive efforts, none of the models surpassed the ZeroR baseline accuracy, highlighting the inherent randomness of binary options. These findings reinforce the notion that binary options lack predictable patterns, making them unsuitable for machine learning-based forecasting.

q-fin.CP↗

arXiv2021

Neuro-inspired edge feature fusion using Choquet integrals

It is known that the human visual system performs a hierarchical information process in which early vision cues (or primitives) are fused in the visual cortex to compose complex shapes and descriptors. While different aspects of the process have been extensively studied, as the lens adaptation or the feature detection, some other,as the feature fusion, have been mostly left aside. In this work we elaborate on the fusion of early vision primitives using generalizations of the Choquet integral, and novel aggregation operators that have been extensively studied in recent years. We propose to use generalizations of the Choquet integral to sensibly fuse elementary edge cues, in an attempt to model the behaviour of neurons in the early visual cortex. Our proposal leads to a full-framed edge detection algorithm, whose performance is put to the test in state-of-the-art boundary detection datasets.

cs.CV↗