Authors :
D. Rahul; M. Samba Shiva; P. Kaveri; K. Laxmi
Volume/Issue :
Volume 11 - 2026, Issue 8 - August
Google Scholar :
https://tinyurl.com/5xpeu9d7
DOI :
https://doi.org/10.38124/ijisrt/26aug1359
Note : A published paper may take 4-5
working days from the publication date to appear in PlumX Metrics, Semantic Scholar, and
ResearchGate.
Abstract :
The high volatility and complexity of cryptocurrency markets create difficulties for investors and researchers who
attempt to make accurate price predictions. This project presents an intelligent and data-driven approach for
cryptocurrency analysis using Long ShortTerm Memory (LSTM) networks, a specialized type of Recurrent Neural Network
(RNN) which enables the model to learn temporal dependencies across sequential data. The system builds predictive models
through training which uses historical price data that includes opening price, closing price, high, low, and trading volume.
The proposed model follows a structured workflow that includes data collection from financial APIs, preprocessing
techniques such as normalization and time-series windowing, and model training using LSTM architecture. The LSTM
model enables accurate predictions through its ability to learn long-term dependencies and patterns which exist in
cryptocurrency price movements. The evaluation process uses Root Mean Square Error (RMSE) and Mean Absolute Error
(MAE) metrics to test prediction accuracy. The system includes a core function which displays actual versus predicted price
data through graphical visualizations to assist users in understanding market patterns and model effectiveness. The
approach provides better interpretability which helps traders and analysts to make better decisions. The system supports
scalability which allows its application to various cryptocurrencies including Bitcoin and Ethereum and other digital
currencies.
Keywords :
Cryptocurrency, LSTM, Deep Learning, Time Series Forecasting, Price Prediction, Bitcoin, Financial Analytics, Recurrent Neural Networks (RNN), Data Preprocessing, RMSE, MAE, Machine Learning, Trading Analysis, Data Visualization, Predictive Modeling, Yahoo Finance API, Sequential Data, Backpropagation Through Time (BPTT), Overfitting Prevention.
References :
- Y. Chen, M. Wang, and Q. Li, “Cryptocurrency price prediction using LSTM neural networks,” International Journal of Computer Applications, vol. 182, no. 15, pp. 20–26, 2020.
- S. McNally, J. Roche, and S. Caton, “Predicting the price of Bitcoin using machine learning,” Proc. IEEE Int. Conf. Data Science and Advanced Analytics, 2018, pp. 339–343.
- A. Patel and R. Shah, “Time series forecasting of cryptocurrency prices using deep learning techniques,” International Journal of Advanced Computer Science and Applications, vol. 11, no. 6, pp. 120–126, 2020.
- J. Brown and K. Smith, “Financial time-series prediction using recurrent neural networks,” International Journal of Information Technology, vol. 12, no. 3, pp. 45 52, 2019.
- H. Fischer and T. Krauss, “Deep learning with long short-term memory networks for financial market predictions,” European Journal of Operational Research, vol. 270, no. 2, pp. 654–669, 2018.
- L. Zhang, H. Liu, and Y. Wang, “Bitcoin price prediction using deep learning and sentiment analysis,” International Journal of Data Science and Analytics, vol. 10, no. 3, pp. 200–210, 2021.
- R. Singh, P. Kumar, and A. Verma, “Hybrid CNN-LSTM model for financial time series forecasting,” Proc. IEEE Int. Conf. Artificial Intelligence and Data Processing, 2022, pp. 150–155.
- T. Lee and A. Brown, “Cryptocurrency price prediction using machine learning and neural networks,” International Journal of Emerging Technologies in Computer Science, vol. 27, no. 4, pp. 80–87, 2023.
The high volatility and complexity of cryptocurrency markets create difficulties for investors and researchers who
attempt to make accurate price predictions. This project presents an intelligent and data-driven approach for
cryptocurrency analysis using Long ShortTerm Memory (LSTM) networks, a specialized type of Recurrent Neural Network
(RNN) which enables the model to learn temporal dependencies across sequential data. The system builds predictive models
through training which uses historical price data that includes opening price, closing price, high, low, and trading volume.
The proposed model follows a structured workflow that includes data collection from financial APIs, preprocessing
techniques such as normalization and time-series windowing, and model training using LSTM architecture. The LSTM
model enables accurate predictions through its ability to learn long-term dependencies and patterns which exist in
cryptocurrency price movements. The evaluation process uses Root Mean Square Error (RMSE) and Mean Absolute Error
(MAE) metrics to test prediction accuracy. The system includes a core function which displays actual versus predicted price
data through graphical visualizations to assist users in understanding market patterns and model effectiveness. The
approach provides better interpretability which helps traders and analysts to make better decisions. The system supports
scalability which allows its application to various cryptocurrencies including Bitcoin and Ethereum and other digital
currencies.
Keywords :
Cryptocurrency, LSTM, Deep Learning, Time Series Forecasting, Price Prediction, Bitcoin, Financial Analytics, Recurrent Neural Networks (RNN), Data Preprocessing, RMSE, MAE, Machine Learning, Trading Analysis, Data Visualization, Predictive Modeling, Yahoo Finance API, Sequential Data, Backpropagation Through Time (BPTT), Overfitting Prevention.