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Akouaouch, Issam
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Electrical & Electronics Engineering

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A new deep learning approach for predicting high-frequency short-term cryptocurrency price Akouaouch, Issam; Bouayad, Anas
Bulletin of Electrical Engineering and Informatics Vol 14, No 1: February 2025
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/eei.v14i1.7377

Abstract

Cryptocurrencies are known for their volatility and instability, making them an attractive but risky investment for traders, analysts, and researchers. As the allure of Bitcoin (BTC) and other cryptocurrencies continues to grow, so does the interest in predicting their prices. To forecast the market rate and sustainability of cryptocurrencies, this study uses machine learning-based time series analysis. The study employs forecast periods ranging from 1 to 10-minutes to categorize the consistency of the market. High-frequency pricing of cryptocurrencies is anticipated with a timestep of up to 10 seconds using various deep learning (DL) models. A hybrid model combining long short-term memory (LSTM) and gated recurrent unit (GRU) is created and compared with standard LSTM and GRU models. Mean squared error (MSE) is the benchmark for estimating the models' performance. The study achieves better results than benchmark models, with MSE values for BTC, Cardano (ADA), and Cosmos (ATOM) in a 5-minute window size being 0.000192, 0.000414, and 0.000451, respectively, and for a 10-minute window size being 0.000212, 0.000197, and 0.000746. Compared to existing models, the suggested model offers a high price predicting accuracy. This study on crypto price prediction using machine learning applications is a preliminary investigation into the topic.
An innovative approach to identifying triangular arbitrage opportunities in financial markets using the Bellman-Ford algorithm Akouaouch, Issam; Bouayad, Anas
Bulletin of Electrical Engineering and Informatics Vol 15, No 3: June 2026
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/eei.v15i3.10817

Abstract

Existing arbitrage detection techniques rely on exhaustive search or linear programming, which are computationally expensive and often miss profitable cycles in dynamic markets. Triangular arbitrage is a profitable trading strategy that exploits discrepancies in currency exchange rates, but common algorithms detect only a limited number of loops and cannot find non-loop opportunities. To address these gaps, this study presents a realtime, graph-based framework for identifying triangular arbitrage opportunities in cryptocurrency markets using an optimized implementation of the Bellman–Ford algorithm. By modeling currency exchange rates as a directed graph and detecting negative-weight cycles, the framework efficiently identifies profitable arbitrage opportunities under realistic trading conditions. The proposed framework achieves an average detection latency of 0.002 milliseconds, providing empirical performance benchmarks for single-exchange cryptocurrency trading systems. Experiments on a six-month historical dataset yielded a detection accuracy of 92%, while additional validation on live cryptocurrency market data streams confirmed the framework’s real-time performance and low latency. This high-speed detection is crucial in high-frequency trading (HFT), where brief pricing inefficiencies can yield significant profits before being corrected. The experimental pipeline is designed to support reproducibility and comparative evaluation in applied FinTech research.
Co-Authors Bouayad, Anas