Abstract

High-frequency crypto forecasting requires systems that are accurate, explainable, and designed for human decision-making. Bitcoin presents a unique challenge for Human-Centred AI (HCAI) due to its volatility and sensitivity to heterogeneous technical, fundamental, and sentiment signals. This paper presents an explainable multimodal framework for Bitcoin forecasting at 15-minute resolution. We align five modalities - market data, on-chain metrics, the Fear & Greed Index (FGI), news, and Reddit - onto a unified, leakage-safe 15-minute grid. We evaluate tree-based, sequential, and Multimodal Fusion Block (MFB) models for next-interval log-return prediction using chronological splits. Results show that while short-horizon prediction remains challenging, multimodal features consistently improve over structured baselines, particularly during event-driven periods. To ensure transparency, the framework integrates a dual-layer explanation system: SHapley Additive exPlanations (SHAP) attributions combined with large language model (LLM) narratives, ensuring outputs are both technically faithful and human-accessible. This work unlocks the "black box"of complex predictive architectures, transforming opaque multimodal signals into transparent, actionable decision support for high-frequency trading.

Keywords

Bitcoin Forecasting, Deep Learning, Explainable AI, Machine Learning, Multimodal Data, SHAP

Publication Date

2026-02-16

Event

3rd International Conference on Human-Centred AI - Education and Practice, HCAI-ep 2026

Publication Title

HCAI-ep 2026 - Proceedings of the 2026 Conference on Human Centered Artificial Intelligence - Education and Practice

Publisher

Association for Computing Machinery (ACM)

ISBN

9798400721533

First Page

100

Last Page

106

Deposit Date

2026-05-11

Creative Commons License

Creative Commons Attribution 4.0 International License
This work is licensed under a Creative Commons Attribution 4.0 International License.


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