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

arXiv: https://arxiv.org/abs/2608.17342 · HTML: https://mlsanity.com/paper/2608.17342/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in MoE for time series and graphs, one of 12 directions in Mixture-of-experts.
- Builds on 11 of its 34 references that are in the map.
- First posted on arXiv 18 Aug 2026.

## Placed in

- Mixture-of-experts / [MoE for time series and graphs](https://mlsanity.com/moe/moe-for-time-series-and-graphs/)

## Builds on (most cited first, 11 of 11)

- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [Fourier Neural Operator for Parametric Partial Differential Equations](https://mlsanity.com/paper/2010.08895/) (2020)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts](https://mlsanity.com/paper/2409.16040/) (2024)
- [Adaptive Fourier Neural Operators: Efficient Token Mixers for Transformers](https://mlsanity.com/paper/2111.13587/) (2021)
- [Mixture-of-Linear-Experts for Long-term Time Series Forecasting](https://mlsanity.com/paper/2312.06786/) (2023)
- [FreqMoE: Dynamic Frequency Enhancement for Neural PDE Solvers](https://mlsanity.com/paper/2505.06858/) (2025)
- [Expert Aggregation for Financial Forecasting](https://mlsanity.com/paper/2111.15365/) (2021)
- [CryptoMamba: Leveraging State Space Models for Accurate Bitcoin Price Prediction](https://mlsanity.com/paper/2501.01010/) (2025)
- [Fourier Basis Mapping: A Time-Frequency Learning Framework for Time Series Forecasting](https://mlsanity.com/paper/2507.09445/) (2025)
- [Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction](https://mlsanity.com/paper/2509.10542/) (2025)

## Abstract (arXiv)

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.
