Data clustering is a process of arranging similar data in different groups based on certain characteristics and properties, and each group is considered as a cluster. In the last decades, several nature-inspired optimization algorithms proved to be efficient for several computing problems. Firefly algorithm is one of the nature-inspired metaheuristic optimization algorithms regarded as an optimization tool for many optimization issues in many different areas such as clustering. To overcome the issues of velocity, the firefly algorithm can be integrated with the popular particle swarm optimization algorithm. In this paper, two modified firefly algorithms, namely the crazy firefly algorithm and variable step size firefly algorithm, are hybridized individually with a standard particle swarm optimization algorithm and applied in the domain of clustering. The results obtained by the two planned hybrid algorithms have been compared with the existing hybridized firefly particle swarm optimization algorithm utilizing ten UCI Machine Learning Repository datasets and eight Shape sets for performance evaluation. In addition to this, two clustering validity measures, Compact-separated and David–Bouldin, have been used for analyzing the efficiency of these algorithms. The experimental results show that the two proposed hybrid algorithms outperform the existing hybrid firefly particle swarm optimization algorithm.

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.

Computer-aided diagnosis permits biopsy specimen analysis by creating quantitative images of brain diseases which enable the pathologists to examine the data properly. It has been observed from other image classification algorithms that the Extreme Learning Machine (ELM) demonstrates superior performance in terms of computational efforts. In this study, to classify the brain Magnetic Resonance Images as either normal or diseased, a hybridized Salp Swarm Algorithm-based ELM (ELM-SSA) is proposed. The SSA is employed to optimize the parameters associated with ELM model, whereas the Discrete Wavelet Transformation and Principal Component Analysis have been used for the feature extraction and reduction, respectively. The performance of the proposed “ELM-SSA” is evaluated through simulation study and compared with the standard classifiers such as Back-Propagation Neural Network, Functional Link Artificial Neural Network, and Radial Basis Function Network. All experimental validations have been carried out using two different brain disease datasets: Alzheimer’s and Hemorrhage. The simulation results demonstrate that the “ELM-SSA” is potentially superior to other hybrid methods in terms of ROC, AUC, and accuracy. To achieve better performance, reduce randomness, and overfitting, each algorithm has been run multiple times and a k-fold stratified cross-validation strategy has been used.

Bitcoin has drawn a lot of interest recently as a possible high-earning investment. There are significant financial risks associated with its erratic price volatility. Therefore, investors and decision-makers place great significance on being able to precisely foresee and capture shifting patterns in the Bitcoin market. However, empirical studies on the systems that support Bitcoin trading and forecasting are still in their infancy. The suggested method will predict the prices of all key cryptocurrencies with accuracy. A number of factors are going to be taken into account in order to precisely predict the pricing. By leveraging encryption technology, cryptocurrencies may serve as an online accounting framework and a medium of exchange. The main goal of this work is to predict Bitcoin price. To address the drawbacks of traditional forecasting techniques, we use a variety of machine learning, deep learning, and ensemble learning algorithms. We conduct a performance analysis of Auto-Regressive Integrated Moving Averages (ARIMA), Long-Short-Term Memory (LSTM), FB-Prophet, XGBoost, and a pair of hybrid formulations, LSTM-GRU and LSTM-1D_CNN. Utilizing historical Bitcoin data from 2012 to 2020, we compared the models with their Mean Absolute Error (MAE) and Root Mean Squared Error (RMSE). The hybrid LSTM-GRU model outperforms the rest with a Mean Absolute Error (MAE) of 0.464 and a Root Mean Squared Error (RMSE) of 0.323. The finding has significant ramifications for market analysts and investors in digital currencies.