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All Journal International Journal of Electrical and Computer Engineering IAES International Journal of Artificial Intelligence (IJ-AI) Indonesian Journal of Electrical Engineering and Computer Science
Nayak, Subrat Kumar
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Computer Science & IT Electrical & Electronics Engineering Engineering

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Journal : International Journal of Electrical and Computer Engineering

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Cryptocurrency fraud detection through classification techniques Tripathy, Nrusingha; Kumar Balabantaray, Sidhanta; Parida, Surabi; Nayak, Subrat Kumar
International Journal of Electrical and Computer Engineering (IJECE) Vol 14, No 3: June 2024
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijece.v14i3.pp2918-2926

Abstract

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.
Bitcoin volatility forecasting: a comparative analysis of conventional econometric models with deep learning models Tripathy, Nrusingha; Mishra, Debahuti; Hota, Sarbeswara; Mishra, Sashikala; Das, Gobinda Chandra; Dalai, Sasanka Sekhar; Nayak, Subrat Kumar
International Journal of Electrical and Computer Engineering (IJECE) Vol 15, No 1: February 2025
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijece.v15i1.pp614-623

Abstract

The behavior of the Bitcoin market is dynamic and erratic, impacted by a range of elements including news developments and investor mood. One well-known aspect of bitcoin is its extreme volatility. This study uses both conventional econometric techniques and deep learning algorithms to anticipate the volatility of Bitcoin returns. The research is based on historical Bitcoin price data spanning October 2014 to February 2022, which was obtained using the Yahoo Finance API. In this work, we contrast the efficacy of generalized autoregressive conditional heteroskedasticity (GARCH) and threshold ARCH (TARCH) models with long short-term memory (LSTM), bidirectional LSTM (Bi-LSTM), and multivariate Bi-LSTM models. Model effectiveness is evaluated by means of root mean squared error (RMSE) and root mean squared percentage error (RMSPE) scores. The multivariate Bi-LSTM model emerges as mostly effective, achieving an RMSE score of 0.0425 and an RMSPE score of 0.1106. This comparative scrutiny contributes to understanding the dynamics of Bitcoin volatility prediction, offering insights that can inform investment strategies and risk management practices in this quickly changing environment of finance.
Co-Authors Chandra Das, Gobinda Dalai, Sasanka Sekhar Das, Gobinda Chandra Dash, Biswajit Ghosh, Rajesh Kumar Hota, Sarbeswara Kumar Balabantaray, Sidhanta Manchala, Yugandhar Mishra, Debahuti Mishra, Sashikala Mishra, Smitaprava Mohanty, Prithviraj Nayak, Ajit Kumar Parida, Surabi Priyadarshani Behera, Mandakini Prusty, Sashikanta Rout, Archana Sekhar Dalai, Sasanka Swain, Nirmal Keshari Tripathy, Nrusingha