DOI: 10.29132/ijpas.1906671 ISSN: 2149-0910

Deep learning-based short-term cryptocurrency price forecasting using LSTM models enhanced with technical indicators

Yusuf Çelik, İrem Sevda İnce
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This study investigates short-term cryptocurrency price forecasting using deep learning methods. Minute-level price and volume data for BTC/USDT and ETH/USDT trading pairs were obtained through the Binance API and analyzed under different temporal resolutions, including hourly and 15-minute forecasting scenarios. Recurrent neural network architectures, including LSTM, GRU, and BiLSTM, were evaluated using different loss functions to identify effective configurations for short-term forecasting. Experimental results show that deep learning models can achieve high forecasting accuracy for high-frequency cryptocurrency data. In particular, the LSTM model trained with a weighted loss function demonstrated strong and stable prediction performance. In addition, incorporating technical indicators as auxiliary features enriched the feature space and improved forecasting capability. The results also suggest that aligning the temporal resolution of technical indicators with the prediction frequency can further enhance model performance. Overall, the proposed framework provides an effective deep learning–based approach for short-term cryptocurrency price forecasting in high-frequency financial markets.

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