The prime aim of the research is to forecast the future value of bitcoin that is commonly known as pioneer of the Cryptocurrency market by constructing hybrid structure over the time series. In this perspective, two separate hybrid structures were created by using Artificial Neural Network (ANN) together with Genetic Algorithm (GA) and Particle Swarm Optimization Algorithm (PSO). By using the hybrid structures created, both the network model and the hyper parameters in the network structure, together with the time intervals of the daily closing prices and how many data should be taken retrospectively, were optimized. Employing the created GA-ANN (DCP1) and PSO-ANN (DCP2) hybrid structures and the 721-day Bitcoin series, the goal of accurately predicting the values that Bitcoin will receive has been achieved. According to the comparative results obtained in line with the stated objectives and targets, it has been determined that the structure obtained with the DCP1 hybrid model has a success rate of 99% and 97.54% in training and validation, respectively. It should also, be underlined that the DCP1 model showed 47% better results than the DCP2 hybrid model. With the proposed hybrid structure, the network parameters and network model that should be used in the ANN network structure are optimized in order to obtain more efficient results in cryptocurrency price forecasting, while optimizing which input data should be used in terms of frequency and closing price to be chosen.
Eduardo Augusto de Medeiros Silva, Ivan da Silva Sendin
Selfish Mining is an attack on the proof-of-work-based cryptocurrency consensus mechanism, enabling attackers to gain more than their fair share of rewards. Its existence indicates that the Nakamoto consensus is not incentive compatible and could jeopardize blockchain security. Recently, a method employing the Z-Score to detect selfish mining was proposed. This paper introduces a non-parametric statistical technique to identify traces of selfish miners on the blockchain without assuming any specific statistical distribution for the analyzed data. Additionally, the applicability of this type of analysis is discussed.
Consumers and brands are at serious risk due to the growth of counterfeit goods, especially in regions like Nigeria. Conventional techniques, such border inspections and market raids by the Standards Organization of Nigeria (SON), are inadequate for detecting counterfeit goods. To ensure traceability, transparency, and immutability in the supply chain, this article suggests utilizing blockchain technology. The decentralized and encrypted characteristics of blockchain, when bolstered by smart contracts, enable efficient product tracking from producers to end users, hence impeding the infiltration of fake goods. Using a permissioned blockchain network, this system attempts to confirm the legitimacy of products at every point along the supply chain—manufacturers, distributors, retailers, and end users. The Remix IDE is used to deploy and test Ethereum-based smart contracts that were created in Solidity for the proposed system. This blockchain-based strategy aims to decrease the spread of counterfeit goods, protect consumer confidence, and preserve brand reputation. To offer a user-friendly interface for wider accessibility, future advancements will link this system with decentralized apps (DApps).
Multimodal generative AI and generative design empower architects to create better-performing, sustainable, and efficient design solutions and explore diverse design possibilities. Blockchain technology ensures secure data management and traceability. This study aims to design and evaluate a framework that integrates blockchain into generative AI-driven design drawing processes in architectural design to enhance authenticity and traceability. We employed a scenario as an example to integrate generative AI and blockchain into architectural designs by using a generative AI tool and leveraging multimodal generative AI to enhance design creativity by combining textual and visual inputs. These images were stored on blockchain systems, where metadata were attached to each image before being converted into NFT format, which ensured secure data ownership and management. This research exemplifies the pragmatic fusion of generative AI and blockchain technology applied in architectural design for more transparent, secure, and effective results in the early stages of the architectural design process.
In the dynamic and rapidly evolving landscape of blockchain technology, traditional fraud detection methods, which often rely on labeled data, face limitations due to the diverse and adaptive nature of fraud. This study introduces a novel framework that employs the K-Means clustering algorithm, a technique celebrated for its unsupervised learning capabilities, to detect anomalous transaction patterns indicative of potential fraud, such as unusually high transaction volumes or rapid transfers between wallets. By circumventing the need for pre-labeled examples of fraudulent activity, our approach significantly enhances adaptability and applicability across various blockchain contexts. We apply this framework to a comprehensive dataset encompassing multiple cryptocurrencies, including Bitcoin, Ethereum, Doge Coins, and Tether, analyzing attributes such as closing prices, volatility, and market volume. The results demonstrate the framework’s effectiveness in isolating outliers and identifying transactions that bear hallmarks of suspicious activity, thereby contributing a powerful tool for proactive fraud detection. This research not only paves the way for future advancements in blockchain security but also reinforces the trustworthiness and integrity of blockchain systems by providing a robust mechanism for identifying and mitigating fraudulent activities without the constraints of traditional, supervised methods.
Blockchain technology has revolutionised how data is stored, managed, and secured. Its decentralised, transparent, and immutable nature presents unique advantages for data security. This paper delves into the application of blockchain technology in enhancing data security, exploring its fundamental principles, mechanisms, real-world applications, benefits, and challenges. By examining case studies across various industries, this paper aims to demonstrate the transformative potential of blockchain technology in securing data and protecting against cyber threats.
The evolution of authentication mechanisms in ensuring secure access to systems has been crucial for mitigating vulnerabilities and enhancing system security. However, despite advancements in two-factor authentication (2FA) and multi-factor authentication (MFA), authentication mechanisms remain weak in system security, particularly when individuals accessing critical systems are involved. In response to this challenge, we propose a novel blockchain-based multi-factor dynamic authentication mechanism (BMFA) that integrates honeytoken technology to enhance security. Our proposed mechanism leverages Ethereum blockchain technology and smart contracts to provide a decentralized and robust authentication framework. By incorporating honeytokens into smart contracts, we introduce a dynamic layer of security that continuously adapts to prevent potential attacks. Our evaluation demonstrates that our BMFA mechanism effectively addresses various security challenges, including brute force attacks, man-in-the-middle attacks, and smart contract vulnerabilities, while providing robust protection against unauthorized access. Our findings emphasise the efficacy of the BMFA mechanism in enhancing system security and mitigating evolving threats in authentication processes for next-generation critical industrial control systems.
Open access
Blockchain Technology Applications and Security
Currency Recognition and Detection
Advanced Steganography and Watermarking Techniques
Melvin M. Vopson, Serban Lepadatu, Anna Vopson, Szymon Łukaszyk
The storage, transmission, and processing of data become significant problems when large digital data files or databases are involved, as in the case of decentralized online global databases such as blockchain. Here, we propose a novel method that allows for the scalability of digital assets, including blockchain databases in the download, validation, and confidentiality processes, by developing a lightweight blockchain technology called Entropic Blockchain. This is a computer-implemented mathematical method by which to generate an information-entropic numerical barcode representation of a digital asset. Using this technique, a 1–2 Mb block of digital data can be represented by a few bytes, significantly reducing the size of a blockchain. The entropic barcode file can be utilized on its own or as an optically machine-readable entropic barcode for secure data transmission, processing, labeling, identification, and one-way encryption, as well as for compression, validation, and digital tamper-proof checks. The mathematics of this process and all the steps involved in its implementation are discussed in detail in this article.
Abdelatif Hafid, Maad Ebrahim, Ali Alfatemi, Mohamed Rahouti · 5 authors
The rapid growth of the stock market has attracted many investors due to its potential for significant profits. However, predicting stock prices accurately is difficult because financial markets are complex and constantly changing. This is especially true for the cryptocurrency market, which is known for its extreme volatility, making it challenging for traders and investors to make wise and profitable decisions. This study introduces a machine learning approach to predict cryptocurrency prices. Specifically, we make use of important technical indicators such as Exponential Moving Average (EMA) and Moving Average Convergence Divergence (MACD) to train and feed the XGBoost regressor model. We demonstrate our approach through an analysis focusing on the closing prices of Bitcoin cryptocurrency. We evaluate the model's performance through various simulations, showing promising results that suggest its usefulness in aiding/guiding cryptocurrency traders and investors in dynamic market conditions.
Melike Bildirici, Yasemen Uçan, Ramazan Tekercioğlu
This paper introduces hybrid models designed to analyze daily and weekly bitcoin return spanning the periods from 18 July 2010 to 28 December 2023 for daily data, and from 18 July 2010 to 24 December 2023 for weekly data. Firstly, the fractal and chaotic structure of the selected variables was explored. Asymmetric Cantor set, Boundary of the Dragon curve, Julia set z2 −1, Boundary of the Lévy C curve, von Koch curve, and Brownian function (Wiener process) tests were applied. The R/S and Mandelbrot–Wallis tests confirmed long-term dependence and fractionality. The largest Lyapunov test, the Rosenstein, Collins and DeLuca, and Kantz methods of Lyapunov exponents, and the HCT and Shannon entropy tests tracked by the Kolmogorov–Sinai (KS) complexity test determined the evidence of chaos, entropy, and complexity. The BDS test of independence test approved nonlinearity, and the TeraesvirtaNW and WhiteNW tests, the Tsay test for nonlinearity, the LR test for threshold nonlinearity, and White’s test and Engle test confirmed nonlinearity and heteroskedasticity, in addition to fractionality and chaos. In the second stage, the standard ARFIMA method was applied, and its results were compared to the LieNLS and LieOLS methods. The results showed that, under conditions of chaos, entropy, and complexity, the ARFIMA method did not yield successful results. Both baseline models, LieNLS and LieOLS, are enhanced by integrating them with deep learning methods. The models, LieLSTMOLS and LieLSTMNLS, leverage manifold-based approaches, opting for matrix representations over traditional differential operator representations of Lie algebras were employed. The parameters and coefficients obtained from LieNLS and LieOLS, and the LieLSTMOLS and LieLSTMNLS methods were compared. And the forecasting capabilities of these hybrid models, particularly LieLSTMOLS and LieLSTMNLS, were compared with those of the main models. The in-sample and out-of-sample analyses demonstrated that the LieLSTMOLS and LieLSTMNLS methods outperform the others in terms of MAE and RMSE, thereby offering a more reliable means of assessing the selected data. Our study underscores the importance of employing the LieLSTM method for analyzing the dynamics of bitcoin. Our findings have significant implications for investors, traders, and policymakers.
Neural networks (NNs) are well established and widely used in time series forecasting due to their frequent dominance over other linear and nonlinear models. Thus, this paper does not question their appropriateness in forecasting cryptocurrency prices; rather, it compares the most commonly used NNs, i.e. feedforward neural networks (FFNNs), long short-term memory (LSTM) and convolutional neural networks (CNNs). This paper contributes to the existing literature by defining the appropriate NN structure comparable across different NN architectures, which yields the optimal NN model for Bitcoin return forecasting. Moreover, by incorporating turbulent events such as COVID and war, this paper emerges as a stress test for NNs. Finally, inputs are carefully selected, mostly covering macroeconomic and market variables, as well as different attractiveness measures, the importance of which in cryptocurrency forecasting is tested. The main results indicate that all NNs perform the best in an environment of bullish market, where CNNs stand out as the optimal models for continuous dataset, and LSTMs emerge as optimal in direction forecasting. In the downturn periods, CNNs stand out as the best models. Additionally, Tweets, as an attractiveness measure, enabled the models to attain superior performance.
Mamun Ahmed, Sayma Alam Suha, Fahamida Hossain Mahi, Forhad Uddin Ahmed
Since entering the market in 2009, Bitcoin has had a price that is extremely erratic. Its price is influenced by factors such as adoption rates, regulatory changes, geopolitical occurrences, and macroeconomic developments. Experts believe that Bitcoin's price will rise in the long run due to limited supply and rising demand. Therefore, the aim of this study is to propose an ensemble feature selection and machine learning-based approach to predict bitcoin price. For this research purpose, the cryptocurrency-based dataset has been used, visualized, and preprocessed. Five different feature selection approaches (Pearson, RFE, Embedded Random Forest, Tree-based and Light GBM) are followed by ensemble methodology, with the maximum voting approach to extract the most significant features and generate a dataset with reduced attributes. Then the dataset with or without feature selection is used for bitcoin price prediction by applying ten different machine learning regressing models, which includes six traditional, four bagging and boosting ensemble techniques. The comparative result analysis through multiple performance parameters reveals that the decreased number of features improves the performance for each of the models and the ensemble models outperform other types of models. Therefore, Random Forest regression ensemble ML model can get the best prediction accuracy with 0.036018 RMSE, 0.029470 MAE and 0.934512 R2 employing the dataset with reduced features for estimating the value of bitcoin.
The recurring neural network is a deep learning algorithm that is commonly used to develop prediction systems. There are many variants of RNN such as RNN itself, long-short-term memory (LSTM), and gated recurring unit, so it is frequently debatable which algorithm from the RNN family has the most optimal efficiency and computation time. When developing a prediction system, sequential or time series data is required so that an accurate prediction can be made. Sequential or time series data involve data arranged in a time sequence, such as weather data, financial data, carbon emission data, and traffic data recorded over time. This research will be carried out by predicting the three RNN models against historical Bitcoin value data. The research method used is Experimental Design by comparing the performance between the three models on bitcoin value time series data, testing is done by involving hyperparameters such as Tanh, Sigmoid, and ReLU activation functions, batch size, and epochs. The aim of this research is to find out which RNN model can produce the most optimal performance and find out what performance measures can be used to evaluate and compare the performance between the three models. The results of the study show that LSTM is the most effective model with RMSE 0.012441 and MSE 0.000155 but inefficient because it takes 3 minutes 24 seconds to run the computation; in the meantime, the Tanh activation function gives the most optimal prediction than Sigmoid and RelU and therefore should be the main candidate to be used with RNN models when predicting Bitcoin prices.
This paper examines the correlation between three prospective investing options: the Bitcoin cryptocurrency price, gold, and the Dow Jones stock index. The main research question is whether there is a causal effect of gold and the DWJ on Bitcoin and how this effect varies on time. The study begins with a background analysis that explains the definitions and operation of cryptocurrencies, followed by a brief overview of gold and its derivatives. In addition, a historical review of stock markets is provided, with a focus on the Dow Jones index. Then, a literature review follows. Daily data from three separate periods are used, each spanning four years. The first period, running from October 2014 to September 2018, provides an overview of the introduction of official cryptocurrency price data. The second period, running from Oct 2018 to Sept 2022, captures more recent trends preceding COVID-19. The third period, from January 2020 to December 2023, is the whole COVID-19 period with the initiation, embedded, and terminal phases. Classical inductive statistical methods (descriptive, correlations, multiple linear regression) as well as time series analysis methods (autocorrelation, cross-correlation, Granger causality tests, and ARIMA modeling) are used to analyze the data. Rigorous testing for autocorrelation, multicollinearity, and homoskedasticity is performed on the estimated models. The results show a correlation of Bitcoin with gold and the DWJ. This correlation varies over time, as in the first period the correlation mainly concerns the DWJ and in the second it mainly concerns gold. By using ARIMA models, it was possible to make a forecast in a time horizon of a few days. In addition, the structure of the forecasting mechanism of gold and DWJ on Bitcoin seems to have changed during the COVID-19 crisis. The findings suggest that future research should encompass a broader dataset, facilitating comprehensive comparisons and enhancing the reliability of the conclusions drawn.
Cryptocurrencies are digital assets that have attracted a lot of investment and attention. It is challenging and essential for investors and traders to predict their stock price movements. Making accurate predictions about cryptocurrency prices is crucial for avoiding losses and gaining profits. Our research proposes a novel method for predicting the stock closed prices of three popular cryptocurrencies: Bitcoin, Ethereum and Polkadot. The SVR (Support vector regression) machine learning method can provide robust and accurate predictions for nonlinear and nonstationary data. This paper compares SVR radial basis functions (RBFs) and hybrid kernels based on cryptocurrency data characteristics. SVR parameters such as regularization, gamma, and epsilon can also be tuned using grid search. Our approach is tested on real-world cryptocurrency stock prices collected from Yahoo Finance. Prediction performance is measured using regression metrics like MAPE (Mean absolute percentage error) and R2 score. In our work, a MAPE value of 0.07772 and an R2 score of 0.9999 have been obtained. The results of our experiments indicate that our approach is significantly more accurate and reliable than existing methods.
Non-fungible tokens (NFTs) are a type of digital asset based on blockchain that contain unique codes verifying the authenticity and ownership of different assets such as art pieces, music, gaming items, collections, and so on. This phenomenon and its markets have grown significantly since the beginning of 2021. This study, using daily data between November 2017 and November 2022, predicts the volume of NFT sales by utilising Random Forest (RF), GBM, XGBoost, and LightGBM methods from the community machine learning methods. In the predictions, several financial variables, including Gold, Bitcoin/USD, Ethereum/USD, S&P 500 index, Nasdaq 100, Oil/USD, Euro/USD, and CDS data, are treated as independent variables. According to the results, XGBoost is found to be the best prediction method for NFT market volume estimation concerning several statistical criteria, e.g., MAE, MAPE, and RMSE, and the most significant influential feature in determining prices is the Ethereum/USD exchange rate.
This study investigates the efficacy of ARIMA and LSTM models in predicting Bitcoin prices, emphasizing the importance of accurate price prediction for trading, risk management, and investment strategies in the volatile cryptocurrency market. The objectives are to analyze Bitcoin prices to identify underlying patterns and trends, compare the predictive performance of ARIMA and LSTM models, and provide insights into their practical applications for Bitcoin price prediction. A comprehensive dataset of Bitcoin prices from January 1, 2011, to December 31, 2023, sourced from CoinMarketCap, was used. Data preprocessing included handling missing values, removing duplicates, achieving stationarity through differencing, and normalizing data using MinMaxScaler. The ARIMA model's best-fitting parameters were identified using ACF and PACF plots, and it was trained with the statsmodels library. The LSTM model involved data preparation through windowing and train-test splitting, constructing a neural network with LSTM layers, and training using TensorFlow/Keras. Evaluation metrics included Mean Absolute Error (MAE) and Root Mean Squared Error (RMSE), with comparisons based on accuracy and computational efficiency. The ARIMA model demonstrated impressive performance with an MAE of 2.308392356829177e-215 and an RMSE of 0.0, indicating a near-perfect fit to the training data. The LSTM model achieved an MAE of 0.00021804577826689423 and an RMSE of 0.00021916977109865863, showing robust performance in handling nonlinear and long-term dependencies. The ARIMA model excelled in computational efficiency with a training time of 2.548070192337036 seconds and a prediction time of 0.0009970664978027344 seconds, while the LSTM model required 378.69622468948364 seconds for training and 0.6859967708587646 seconds for prediction. The results highlight ARIMA's effectiveness in capturing linear trends and its suitability for short-term trading strategies, while LSTM is better for long-term investment strategies due to its ability to model complex patterns. Despite potential overfitting in ARIMA and high computational demands for LSTM, the study suggests exploring hybrid models, incorporating additional data sources, and developing advanced techniques to enhance predictive accuracy in future research.
Matthew I. Swindall, Kritagya Upadhyay, James H. Brusuelas, G West · 5 authors
The study and preservation of ancient texts presents unique challenges due to the degradation and damage these manuscripts often exhibit. Papyrology, specifically, relies on meticulous study and reconstruction of fragmented texts by experts. Current digital platforms for editing and publishing papyrological texts lack the ability to manage the complex components of critical editions while facilitating peer review. In our work we propose a novel framework utilizing blockchain and smart contracts to automate the storage and retrieval of multiple related editions of a text while ensuring contributions by multiple authors are recorded. The system architecture consists of a user interface for submitting editions, a smart contract that manages storage, the blockchain ledger which stores data locations, and the use of the decentralized storage platform, the Interplanetary Files System (IPFS). Experiments demonstrated the feasibility of the framework by storing 501 synthetic editions on IPFS and recording metrics for encoding, transmission time, blockchain transaction time, and transaction costs. We believe this novel framework could enable the advancement of digital papyrology through distributed peer review and allow for the integration of AI agents into papyrology. Future development of the proposed platform could significantly modernize digital edition management for papyrology and the humanities in general.
These days, there is a lot of demand for cryptocurrencies, and investors are essentially investing in them. The fact that there are already over 6,000 cryptocurrencies in use worldwide because of this, investors with regular incomes put money into promising cryptocurrencies that have low market values. Accurate pricing forecasting is necessary to build profitable trading strategies because of the unique characteristics and volatility of cryptocurrencies. For consistent forecasting accuracy in an unknown price range, a variation point detection technique is employed. Due to its bidirectional nature, a Bi-LSTM appropriate for recording long-term dependencies in data that is sequential. Accurate forecasting in the cryptocurrency space depends on identifying these connections, since values are subject to change over time due to a variety of causes. In this work, we employ four deep learning-based models that are LSTM, FB-Prophet, LSTM-GRU and Bidirectional-LSTM(Bi-LSTM) and these four models are compared with Silverkite. Silverkite is the main algorithm of the Python library Graykite by LinkedIn. Using historical bitcoin data from 2012 to 2021, we utilized to analyse the models’ mean absolute error (MAE) and root mean square error (RMSE). The Bi-LSTM model performs better than others, with a mean absolute error (MAE) of 0.633 and a root mean square error (RMSE) of 0.815. The conclusion has significant ramifications for bitcoin investors and industry experts.
Madhu B K, D Sowmya, N Spoorthi, Umme Kulsum · 5 authors
In this technology counterfeiting is very common and dangerous, also another consequence of counterfeiting is that a company’s reputation suffers. There are several methods such as RFID tags artificial intelligence blockchain and QR based systems etc. In our survey paper we are focusing mainly on blockchain techonlogy. Blockchain typically managed by peer-to-peer computer network for use as a public distributed ledger. The blockchain technology ensures identification and traceability of original product through the supply chain
Abstract Nowadays, the prediction of cryptocurrency side effects on the critical aspects of the exchange rates in intelligent business is one of the main challenges in the financial market. Cryptocurrency is defined as a set of digital information concerning internal financial protocols of digital marketing, such as blockchain, which operates according to a decentralized architecture. On the other hand, fraud activities in Ethereum transfer and management of cryptocurrency now increase and affect safe transactional processes. This article presents a new machine‐learning approach to Ethereum fraud Detection based on Bayesian Optimizable Ensemble Bagged Trees (BOEBT) algorithm. Moreover, the main goal of this study is to derive the accuracy of the cryptocurrency prediction model using different machine‐learning algorithms and compare their evaluation parameters together. The performance of the proposed prediction model using the machine learning algorithms was evaluated by the MATLAB tool. The experimental results show that the proposed BOEBT algorithm merits achieving 99.21% accuracy and 99.14% F1‐Score to other machine learning algorithms for cryptocurrency fraud prediction.
This paper presents a Deep Reinforcement Learning (DRL) based Internet of Things (IoT)-enabled Prism blockchain. The recent advancements in the field of IoT motivate the development of a secure infrastructure for storing and sharing vast amounts of data. Blockchain, a distributed and immutable ledger, is best known as a potential solution to data security and privacy for the IoT. The scalability of blockchain, which should optimize the throughput and handle the dynamics of the IoT environment, becomes a challenge due to the enormous amount of IoT data. The critical challenge in scaling blockchain is to guarantee decentralization, latency, and security of the system while optimizing the transaction throughput. This paper presents a DRL-based performance optimization for blockchain-enabled IoT. We consider one of the recent promising blockchains, Prism, as the underlying blockchain system because of its good performance guarantees. We integrate the IoT data into Prism blockchain and optimize the performance of the system by leveraging the Proximal Policy Optimization (PPO) method. The DRL method helps to optimize the blockchain parameters like mining rate and mined blocks to adapt to the environment dynamics of the IoT system. Our results show that the proposed method can improve the throughput of Prism blockchain-based IoT systems while preserving Prism performance guarantees. Our scheme can achieve 1.5 times more system rewards than IoT-integrated Prism. In our experimental setup, the proposed scheme could improve the average throughput of the system by about 6,000 transactions per second compared to Prism.
Peter T. Yamak, Yujian Li, Ting Zhang, Pius Kwao Gadosey
In this paper, we introduce Wide-TSNet, a novel hybrid approach for predicting Bitcoin prices using time-series data transformed into images. The method involves converting time-series data into Markov transition fields (MTFs), enhancing them using histogram equalization, and classifying them using Wide ResNets, a type of convolutional neural network (CNN). We propose a tripartite classification system to accurately represent Bitcoin price trends. In addition, we demonstrate the effectiveness of Wide-TSNet through various experiments, in which it achieves an Accuracy of approximately 94% and an F1 score of 90%. It is also shown that lightweight CNN models, such as SqueezeNet and EfficientNet, can be as effective as complex models under certain conditions. Furthermore, we investigate the efficacy of other image transformation methods, such as Gramian angular fields, in capturing the trends and volatility of Bitcoin prices and revealing patterns that are not visible in the raw data. Moreover, we assess the effect of image resolution on model performance, emphasizing the importance of this factor in image-based time-series classification. Our findings explore the intersection between finance, image processing, and deep learning, providing a robust methodology for financial time-series classification.
Currently bitcoin is considered an investment tools, the value of bitcoin itself is unstable so it is difficult to predict which can cause losses for bitcoin traders. Some previous research shows that Long Short-Term Memory (LSTM) which is a deep learning approach as an improvement of RNN has the best performance in predicting stocks and cryptocurrencies compared to Support Vector Machine (SVM), Exponential Moving Average (EMA), and Moving Average (MA), and Seasonal Autoregressive Integrated Moving Average (SARIMA). LSTM has the disadvantage that it is difficult to understand in determining the best parameters and to obtain good results it needs strict hyperparameter adjustment. This study aims to find the best parameters in LSTM by selecting the amount of data, training data composition, batch size, epoch and the amount of prediction time and analyzing prediction performance. In this study, data collection was carried out in real time and was able to provide predictions for the next few days. The test results of the LSTM algorithm have a performance with an average accuracy of 93.69% with the parameters of the amount of bitcoin price data used is 3 years, with a percentage of train data of 85%, using 10 batch sizes, with a number of epochs 125, and the highest average accuracy rate for 7 days of prediction.