Laor Boongasame
King Mongkut’s Institute of Technology

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Cryptocurrency price forecasting method using long short-term memory with time-varying parameters Laor Boongasame; Panida Songram
Indonesian Journal of Electrical Engineering and Computer Science Vol 30, No 1: April 2023
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijeecs.v30.i1.pp435-443

Abstract

Numerous research have been done to predict cryptocurrency prices since cryptocurrency prices affect global economic and monetary systems. However, investigations using linear connection approaches and technical analysis indicators frequently fall short of providing an explanation for changes in the pattern of BitCoin pricing. This paper is proposed to study time-varying parameters with long short-term memory (LSTM). The study is investigated on a dataset retrieved from Binance from March 2022 to April 2022. The proposed LSTM used a variety of hyperparameter settings, particularly time parameters, to predict the cryptocurrency price (BTC/USDT) on the dataset. Additionally, it is evaluated in terms of mean absolute percentage error (MAPE) in comparison to smooth moving average (SMA), weighted moving average (WMA), and exponential moving averages (EMA). From the investigation, using the previous 3 days for prediction gives the lowest of the MAPE values and the proposed LSTM outperformed the other models. When considering the last three days' value of pricing, the indicated LSTM offers the best accurate prediction, with a MAPE percentage of 0.0927%.
Deep learning for classifying thai deceptive messages Panida Songram; Suchart Khummanee; Phatthanaphong Chomphuwiset; Chatklaw Jareanpon; Laor Boongasame; Khanabhorn Kawattikul
Indonesian Journal of Electrical Engineering and Computer Science Vol 30, No 2: May 2023
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijeecs.v30.i2.pp1232-1241

Abstract

Online deception has become a major problem affecting people, society, the economy, and national security. It is mostly done by spreading deceptive messages because message are quickly spread on social networks and are easily accessed by anyone. Detecting deceptive messages is challenging as the messages are unstructured, informal, and complex; this extends into Thai language messages. In this paper, various deep learning models are proposed to detect deceptive messages under two feature extraction trials. A balanced two-class dataset of deceptive and truthful Thai messages (n=2378) is collected from Facebook pages. Instance features are encoded using word embeddings (Thai2Fit) and one-hot encoding techniques. Five classification models, convolutional neural network (CNN), bidirectional long short-term memory (BiLSTM), bidirectional gated recurrent units (BiGRU), CNN-BiLSTM, and CNN-BiGRU, are proposed and evaluated upon the dataset with each feature extraction technique. The experimental results show that all the proposed models had excellent accuracy (95.59% to 98.74%) and BiLSTM with one-hot encoding gave the best performance, achieving 98.74% accuracy.