Cancer-related diseases are some of the major health hazards affecting individuals globally, especially breast cancer. Cases of breast cancer among women persist, and the early indicators of the diseases go unnoticed in many cases. Breast cancer can therefore be treated effectively if the detection is correctly conducted, and the cancer is classified at the preliminary stages. Yet, direct mammogram and ultrasound image diagnosis is a very intricate, time-consuming process, which can be best accomplished with the help of a professional. Manual diagnosis based on mammogram images can be cumbersome, and this often requires the input of professionals. Despite various AI-based strategies in the literature, similarity in cancer and non-cancer regions, irrelevant feature extraction, and poorly trained models are persistent problems. This paper presents a new Multi-Feature Attention Network (MFAN) for breast cancer classification that works well for small lesions and similar contexts. MFAN has two important modules: the McSCAM and the GLAM for Feature Fusion. During channel fusion, McSCAM can preserve the spatial characteristics and extract high-order statistical information, while the GLAM helps reduce the scale differences among the fused features. The global and local attention branches also help the network to effectively identify small lesion regions by obtaining global and local information. Based on the experimental results, the proposed MFAN is a powerful classification model that can classify breast cancer subtypes while providing a solution to the current problems in breast cancer diagnosis on two public datasets.

Skin cancer is a major global health concern and one of the deadliest forms of cancer. Early and accurate detection significantly increases the chances of survival. However, traditional visual inspection methods are time-consuming and prone to errors due to artifacts and noise in dermoscopic images. To address these challenges, this paper proposes an innovative deep learning-based framework that integrates an ensemble of two pre-trained convolutional neural networks (CNNs), SqueezeNet and InceptionResNet-V2, combined with an improved Whale Optimization Algorithm (WOA) for feature selection. The deep features extracted from both models are fused to create a comprehensive feature set, which is then optimized using the proposed enhanced WOA that employs a quadratic decay function for dynamic parameter tuning and an advanced mutation mechanism to prevent premature convergence. The optimized features are fed into machine learning classifiers to achieve robust classification performance. The effectiveness of the framework is evaluated on two benchmark datasets, PH2 and Med-Node, achieving state-of-the-art classification accuracies of 95.48% and 98.59%, respectively. Comparative analysis with existing optimization algorithms and skin cancer classification approaches demonstrates the superiority of the proposed method in terms of accuracy, robustness, and computational efficiency. Our method outperforms the genetic algorithm (GA), Particle Swarm Optimization (PSO), and the slime mould algorithm (SMA), as well as deep learning-based skin cancer classification models, which have reported accuracies of 87% to 94% in previous studies. A more effective feature selection methodology improves accuracy and reduces computational overhead while maintaining robust performance. Our enhanced deep learning ensemble and feature selection technique can improve early-stage skin cancer diagnosis, as shown by these data.

The convenience and efficiency of credit cards for online transactions have led to their widespread adoption. However, this increased usage has also heightened the risk of credit card misuse and fraud. Such fraudulent activities result in substantial financial losses for both cardholders and financial institutions. The primary objective of this research study is to detect fraudulent activities using machine learning techniques, which offer promising avenues for accurate identification. However, the challenge lies in developing robust models capable of effectively distinguishing between genuine and fraudulent transactions. This study addresses this gap by proposing a systematic methodology for fraudulent transaction detection using machine learning (ML) algorithms. Three datasets are used, including two balanced datasets and one unbalanced dataset, as fraudulent transactions are typically far less frequent than genuine ones, ensuring the model’s generalizability. Through preprocessing techniques such as handling missing values and reducing dimensionality, combined with the implementation of machine learning models (Support Vector Machine (SVM), Decision Tree (DT)), ensemble learning (EL) models (Random Forest (RF)), Extreme Gradient Boosting (XGBoost), and Adaptive Boosting (Adaboost), and deep learning models (Multilayer Perceptron (MLP), Artificial Neural Network (ANN), the study explores various models’ effectiveness in capturing complex relationships within transactional data. The results demonstrate significant success, DT and RF, and MLP models achieving high accuracy of 0.99 underscoring their potential for accurate fraud detection in financial transactions. In the case of the unbalanced dataset, the RF model also performed effectively, achieving an accuracy of 0.97, with improved precision and recall for fraud detection.

The world prevalence of the two types of authorized and fraudulent transactions makes it difficult to distinguish between the two operations. The small percentage of fraudulent transactions, in turn, gives rise to the class imbalance problem. Hence, an adequately robust fraud detection mechanism must exist for tax systems to avoid their collapse. It has become significantly difficult to obtain any dataset, specifically a tax return dataset, because of the rising importance of privacy in a society where people generally feel squeamish about sharing personal information. Because of this, we arrive at the decision to synthesize our dataset by employing publicly available data, as well as enhance them through Correlational Generative Adversarial Networks (CGANs) and the Synthetic Minority Oversampling Technique (SMOTE). The proposed method includes a preprocessing stage to denoise the data and identify anomalies, outliers, and dimensionality reduction. Then the data have undergone enhancement using the SMOTE and the proposed CGAN techniques. A unique encoder design has been proposed, which serves the purpose of exposing the hidden patterns among legitimate and fraudulent records. This research found anomalous deductions, income inconsistencies, recurrent transaction manipulations, and irregular filing practices that distinguish fraudulent from valid tax records. These patterns are identified by encoder-based feature extraction and synthetic data augmentation. Several machine learning classifiers, along with a voting ensemble technique, have been used both with and without data augmentation. Experimental results have shown that the proposed Soft-Voting technique outperformed the original without an ensemble method.

In the last decade, the size and complexity of datasets have expanded significantly, necessitating more sophisticated predictive methods. Despite this growth, limited research has been conducted on the effects of autocorrelation within widely used regression methods. This study addresses this gap by investigating how autocorrelation impacts the predictive accuracy and efficiency of six regression approaches: Artificial Neural Network (ANN), Ordinary Least Squares (OLS), Cochrane–Orcutt (CO), Prais–Winsten (PW), Maximum Likelihood Estimation (MLE), and Restricted Maximum Likelihood Estimation (RMLE). The study evaluates each method’s performance on three datasets characterized by autocorrelation, comparing their predictive accuracy and variability. The analysis is structured into three phases: the first phase examines predictive accuracy across methods using Mean Squared Error (MSE), Mean Absolute Error (MAE), and Mean Absolute Percentage Error (MAPE); the second phase evaluates the efficiency of parameter estimation based on standard errors across methods; and the final phase visually assesses the closeness of predicted values to actual values through scatter plots. The results indicate that the ANN consistently provides the most accurate predictions, particularly in large sample sizes with extensive training data. For GDP data, the ANN achieved an MSE of 1.05 × 10⁹, an MAE of 23,344.64, and an MAPE of 81.66%, demonstrating up to a 90% reduction in the MSE compared to OLS. These findings underscore the advantages of the ANN for predictive tasks involving autocorrelated data, highlighting its robustness and suitability for complex, large-scale datasets. This study provides practical guidance for selecting optimal prediction techniques in the presence of autocorrelation, recommending the ANN as the preferred method due to its superior performance.

This study presents a novel estimator that combines the Kibria–Lukman and ridge estimators to address the challenges of multicollinearity in Conway–Maxwell–Poisson (COMP) regression models. The Conventional COMP Maximum Likelihood Estimator (CMLE) is notably susceptible to the adverse effects of multicollinearity, underscoring the necessity for alternative estimation strategies. We comprehensively compare the proposed COMP Modified Kibria–Lukman estimator (CMKLE) against existing methodologies to mitigate multicollinearity effects. Through rigorous Monte Carlo simulations and real-world applications, our results demonstrate that the CMKLE exhibits superior resilience to multicollinearity while consistently achieving lower mean squared error (MSE) values. Additionally, our findings underscore the critical role of larger sample sizes in enhancing estimator performance, particularly in the presence of high multicollinearity and over-dispersion. Importantly, the CMKLE outperforms traditional estimators, including the CMLE, in predictive accuracy, reinforcing the imperative for judicious selection of estimation techniques in statistical modeling.