Prominent advances in the field of artificial intelligence during the past decade and the breakthrough of deep learning would be useful for investigating ionospheric weather using ground and space-based ionospheric sensors data. The significance of deep learning algorithms needs to be assessed in forecasting the low latitude ionospheric disturbances (delays) for the global positioning system (GPS) signals. Total electron content (TEC) data sets prepared by taking advantage of GPS satellite radio frequency (RF) signals. This letter provides the application of deep learning models, long short-term memory (LSTM), gated recurrent unit (GRU), and a hybrid model that consists of LSTM combined with convolution neural network (CNN) to forecast the ionospheric delays for GPS signals. The deep learning models implemented using the vertical TEC (VTEC) time-series data estimated from GPS measurements over Bengaluru, Guntur, and Lucknow GPS stations. The LSTM-CNN model performs well when compared to other ionospheric deep learning forecasting algorithms with minimum root-mean-square error (RMSE) of 1.5 TEC units (TECUs) and a high degree of R² = 0.99.

Globally, organisations are focused on deriving more value from the data which has been collected from various sources. The purpose of this research is to examine the key components of machine learning in making efficient financial decisions. The business leaders are now faced with huge volume of data, which needs to be stored, analysed, and retrieved so as to make effective decisions for achieving competitive advantage. Machine learning is considered to be the subset of artificial intelligence which is mainly focused on optimizing the business process with lesser or no human interventions. The ML techniques enable analysing the pattern and recognizing from large data set and provide the necessary information to the management for effective decision making in different areas covering finance, marketing, supply chain, human resources, etc. Machine learning enables extracting the quality patterns and forecasting the data from the data base and fosters growth; the machine learning enables transition from the physical data to electronically stored data, enables enhancing the memory, and supports with financial decision making and other aspects. This study is focused on addressing the application of machine learning in making the effective financial decision making among the companies; the application of ML has emerged as a critical technology which is being applied in the current competitive market, and it has offered more opportunities to the business leaders in leveraging the large volume of data. The study is intended to collect the data from employees, managers, and business leaders in various industries to understand the influence of machine learning in financial decision making .

Social voting is becoming the new reason behind social recommendation these days. It helps in providing accurate recommendations with the help of factors like social trust etc. Here we propose Matrix factorization (MF) and nearest neighbor-based recommender systems accommodating the factors of user activities and also compared them with the peer reviewers, to provide a accurate recommendation. Through experiments we realized that the affiliation factors are very much needed for improving the accuracy of the recommender systems. This information helps us to overcome the cold start problem of the recommendation system and also y the analysis this information was much useful to cold users than to heavy users. In our experiments simple neighborhood model outperform the computerized matrix factorization models in the hot voting and non hot voting recommendation. We also proposed a hybrid recommender system producing a top-k recommendation inculcating different single approaches.