Sign inGet started
Paper · arXiv

PRICE: A Systematic Study of LLM Adaptation Choices for Bitcoin Price Forecasting

Cryptocurrency markets exhibit extreme volatility and non-stationary dynamics that challenge conventional forecasting methods. Although Large Language Models (LLMs) have shown promise for time series forecasting, the combined effects of adaptation choices remain largely unexplored in financial settings. This study introduces PRICE, a structured approach for adapting LLMs to short-term Bitcoin price forecasting. Built on a 4-bit quantized LLaMA-3 8B model, PRICE investigates how fine-tuning, numerical representation, prompting, inference, and decoding jointly influence forecasting performance. PRICE integrates Parameter-efficient fine-tuning with Low-Rank Adaptation (LoRA), Recursive multi...

AuthorsMaryam Fakhari, Mehran Safayani
Primary categorycs.LG
Published4 September 2026
Last updated at source4 September 2026
cs.LGcs.AImath.NA
Embed this entry
<iframe src="https://silytics.si/embed/item/cd6ad5da-82a2-450f-99f6-b6cb46d15f46" width="420" height="190" style="border:0" loading="lazy" title="Silytics entry"></iframe>

Free, no tracking. More about feeds and embeds.

Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.