The most popular cryptocurrency used worldwide is bitcoin. Many everyday folks and investors are now investing in bitcoin. However, it becomes quite difficult to evaluate or foresee the price of bitcoin. The price of bitcoin is extremely difficult to forecast due to its swings. By this point, machine learning has developed a number of models to examine the price behaviour of bitcoin using time series data. The digital money, a different type of payment developed utilising encryption methods, is difficult to forecast. By utilising encryption technology, cryptocurrencies may act as both a medium of exchange and a virtual accounting system. To estimate the values of a future time sequence, this work introduces a deep learning-based technique for time series forecasting that treats the current data as time series and extracts the key traits of the past. To overcome the shortcomings of conventional production forecasting, three algorithms-auto-regressive integrated moving averages (ARIMA), long-short-term memory (LSTM) network, and FB-prophet-were investigated and contrasted. We compared the models using historical bitcoin data of past eight years, from 2012 to 2020. The “FB-prophet” model, which is significant, catches variation that might draw attention and avert possible problems.

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The stock price index prediction is a very challenging task that's 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.

Throughout the past few decades, there has been a dramatic surge in the currency market. The changes play an important role in balancing the market’s characteristics. As a result, accurate change price forecasting is essential to improve the success rate of many businesses and fund managers. Despite the fact that the market is renowned for its erratic behavior and volatility, there are organizations like agencies, banks, and others. In order to estimate the extraneous interchange rate of the dollar against the rupee with a high degree of accuracy, we used three distinct types of methodologies in this article. This research uses three different types of neural network models: ANNs (Artificial Neural Networks), LSTMs (Long Short-Term Memory Networks), and GRUs (Gated Recurring Units). The results depict that GRU’s model is outperforming the other two models.

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's culture are credit card scams. This kind of fraud typically happens when someone uses someone else's 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' 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.