Forecasting Stock Market Indices Using Gated Recurrent Unit (GRU) Based Ensemble Models: LSTM-GRU

A time sequence analysis is a particular method for looking at a group of data points gathered over a long period of time. Instead of merely randomly or infrequently, time series analyzers gather information from data points over a predetermined length of time at scheduled times. But this kind of research requires more than just accumulating data over time. Data in time series may be analyzed to illustrate how variables change over time, which makes them different from other types of data. To put it another way, time is a crucial element since it demonstrates how the data changes over the period of the information and the outcomes. It offers a predetermined architecture of data dependencies as well as an extra data source. Time Series forecasting is a crucial field in deep learning because many forecasting issues have a temporal component. A time series is a collection of observations that are made sequentially across time. In this study, we examine distinct machine learning, deep learning and ensemble model algorithms to predict Nike stock price. We are going to use the Nike stock price data from January 2006 to January 2018 and make predictions accordingly. The outcome demonstrates that the hybrid LSTM-GRU model outperformed the other models in terms of performance

Empirical Forecasting Analysis of Bitcoin Prices: A Comparison of Machine learning, Deep learning, and Ensemble learning Models

Bitcoin has drawn a lot of interest recently as a possible high-earning investment. There are significant financial risks associated with its erratic price volatility. Therefore, investors and decision-makers place great significance on being able to precisely foresee and capture shifting patterns in the Bitcoin market. However, empirical studies on the systems that support Bitcoin trading and forecasting are still in their infancy. The suggested method will predict the prices of all key cryptocurrencies with accuracy. A number of factors are going to be taken into account in order to precisely predict the pricing. By leveraging encryption technology, cryptocurrencies may serve as an online accounting framework and a medium of exchange. The main goal of this work is to predict Bitcoin price. To address the drawbacks of traditional forecasting techniques, we use a variety of machine learning, deep learning, and ensemble learning algorithms. We conduct a performance analysis of Auto-Regressive Integrated Moving Averages (ARIMA), Long-Short-Term Memory (LSTM), FB-Prophet, XGBoost, and a pair of hybrid formulations, LSTM-GRU and LSTM-1D_CNN. Utilizing historical Bitcoin data from 2012 to 2020, we compared the models with their Mean Absolute Error (MAE) and Root Mean Squared Error (RMSE). The hybrid LSTM-GRU model outperforms the rest with a Mean Absolute Error (MAE) of 0.464 and a Root Mean Squared Error (RMSE) of 0.323. The finding has significant ramifications for market analysts and investors in digital currencies

Credit Card Fraud Detection Using Logistic Regression and Synthetic Minority Oversampling Technique (SMOTE) Approach

Financial fraud is a serious threat that is expanding effects on the financial sector. The use of credit cards is growing as digitization and internet transactions advance daily. The most common issues in today\u27s culture are credit card scams. This kind of fraud typically happens when someone uses someone else\u27s credit card details. Credit card fraud detection uses transaction data attributes to identify credit card fraud, which can save significant financial losses and affluence the burden on the police. The detection of credit card fraud has three difficulties: uneven data, an abundance of unseen variables, and the selection of an appropriate threshold to improve the models\u27 reliability. This study employs a modified Logistic Regression (LR) model to detect credit card fraud in order to get over the preceding difficulties. The dataset sampling strategy, variable choice, and detection methods employed all have a significant impact on the effectiveness of fraud detection in credit card transactions. The effectiveness of naive bayes, k-nearest neighbour, and logistic regression on highly skewed credit card fraud data is examined in this research. The accuracy of the logistic regression technique will be closer to 0.98%; with this accuracy, frauds may be easily detected. The fact that LR receives the highest classifier score illustrates how well LR predicts credit card theft

Deep Learning-based Gated Recurrent Unit Approach to Stock Market Forecasting: An Analysis of Intel\u27s Stock Data

The stock price index prediction is a very challenging task that\u27s because the market has a very complicated nonlinear movement system. This fluctuation is influenced by many different factors. Multiple examples demonstrate the suitability of Machine Learning (ML) models like Neural Network algorithms (NN) and Long Short-Term Memory (LSTM) for such time series predictions, as well as how frequently they produce satisfactory outcomes. However, relatively few studies have employed robust feature engineering sequence models to forecast future prices. In this paper, we propose a cutting-edge stock price prediction model based on a Deep Learning (DL) technique. We chose the stock data for Intel, the firm with one of the quickest growths in the past ten years. The experimental results demonstrate that, for predicting this particular stock time series, our suggested model outperforms the current Gated Recurrent Unit (GRU) model. Our prediction approach reduces inaccuracy by taking into account the random nature of data on a big scale

Cryptocurrency fraud detection through classification techniques

Ethereum and its native cryptocurrency, Ether, have played a worthy attention in the development of the blockchain and cryptocurrency space. Its programmability and smart contract capabilities have made it a foundational platform for decentralized applications and innovations across various industries. Because of its anonymous and decentralized structure, the hotheaded expansion of cryptocurrencies in the payment space has created both enormous potential and concerns related to cybercrime, including money laundering, financing terrorism, illegal and dangerous services. As more financial institutions attempt to integrate cryptocurrencies into their networks, there is an increasing need to create a more transparent network that can withstand these kinds of attacks. In this work, we are using different classification techniques, such as logistic regression (LR), random forest (RF), k-nearest neighbors (KNN), adaptive boosting (AdaBoost), and extreme gradient boosting (XGBoost) for Ethereum fraud detection. The dataset we are using includes rows of legitimate transactions done using the cryptocurrency Ethereum as well as known fraudulent transactions. The “XGBoost” model, which is noteworthy, detects variations that might attract notice and prevent potential issues in this chore