Burning fossil fuels results in emissions of carbon dioxide (CO₂), which significantly contributes to atmospheric changes and climate disturbances. Consequently, people are becoming concerned about the state of the environment, and governments are required to produce precise projections to develop efficient preventive measures. This study makes a significant contribution to the area by modeling and predicting the CO₂ emissions of vehicles using advanced artificial intelligence. The model was constructed using the CO₂ emission by vehicles dataset from Kaggle, which includes different parameters, namely, vehicle class, engine size (L), cylinder transmission, fuel type, fuel consumption city (L/100 km), fuel consumption hwy (L/100 km), fuel consumption comb (L/100 km), fuel consumption comb (mpg), and CO₂ emissions (g/km). To forecast the CO₂ emissions produced by vehicles, a deep learning long short-term memory network (LSTM) model and a bidirectional LSTM (BiLSTM) model were developed. Both models are efficient. Throughout the course of the investigation, the researchers employed four statistical assessment metrics: the mean square error (MSE), the root MSE (RMSE), Pearson’s correlation coefficient (R%), and the determination coefficient (R2). Based on the datasets of experiments carried out by Kaggle, the LSTM and BiLSTM models were created and implemented. The data were arbitrarily split into two phases: training, which included 80% of the total data, and testing, which comprised 20% of the total data. The BiLSTM model performed best in terms of accuracy and achieved high prediction values for MSE and RMSE. The BiLSTM model has the greatest attainable (R² = 93.78). In addition, R% was used to locate a connection between the dataset’s characteristics to ascertain which characteristics had the highest level of association with CO₂ emissions. An original strategy for the accurate forecasting of carbon emissions was developed as a result of this work. Consequently, policymakers may use this work as a potentially beneficial decision-support tool to create and execute successful environmental policies.

The forecasting of stock prices is an important area of research because of the benefits it provides for individuals, corporations, and governments. The purpose of this study is to investigate the application of a key of study to the prediction of the adjusted closing price of a particular firm. Estimating a stock’s volatility is one of the more difficult tasks that traders must undertake. Investors are able to mitigate the risks associated with their portfolios and investments to a greater extent when stock prices can be accurately predicted. Prices of stocks do not move in a linear fashion. We propose artificial intelligence (AI) for multilayer perceptron (MLP) and long short-term memory (LSTM) models to predict fluctuations on the Saudi Stock Exchange (Tadawul). This paper focuses on the future forecasting of the stock exchange in the communication, energy, financial, and industrial sectors. The historical records from Tadawul were used as a basis for data collection for these sectors, in time periods from 2018 to 2020. For the purpose of predicting the future values of various stock market sectors, the AI algorithms were applied over a period of 60 days. They demonstrated highly effective performance when simulated using input data, which was carried out to validate the proposed model. In addition, the correlation coefficient (R) of the LSTM and MLP models for predicting the stock market in four sectors in the Saudi Stock Exchange (Tadawul) was >0.9950, which indicates that the outcomes were in good agreement with the predicted values. The outcomes of the forecasts were provided for each method based on four different measures. Among all the algorithms utilized in this work, LSTM demonstrated the most accurate findings and had the best capacity for model fitting.

The current work focuses on ranked set sampling and a simple random sample as sampling approaches for determining stress–strength reliability from the inverted Topp–Leone distribution. Asymptotic confidence intervals are established, along with a maximum likelihood estimator of the parameters and stress–strength reliability. The reliability of such a system is assessed using the Bayesian approach under symmetric and asymmetric loss functions. The highest posterior density credible interval is constructed successively. The results are extracted using Monte Carlo simulation to compare the proposed estimators performance with different sample sizes. Finally, by looking at waiting time data and failure times of insulating fluid, the usefulness of the suggested technique is demonstrated.

A new two-parameter model is proposed using the Kavya–Manoharan (KM) transformation family and Burr X (B_X) distribution. The new model is called the Kavya–Manoharan–Burr X (KMB_X) model. The statistical properties are obtained, involving the quantile (Q_U) function, moment (M_Os), incomplete M_Os, conditional M_Os, M_O-generating function, and entropy. Based on simple random sampling (S_iR_S) and ranked set sampling (R_aS_S), the model parameters are estimated via the maximum likelihood (ML_L) method. A simulation experiment is used to compare these estimators based on the bias (B_I), mean square error (M_SE_R), and efficiency. The estimates conducted using R_aS_S tend to be more efficient than the estimates based on S_iR_S. The importance and applicability of the KMB_X model are demonstrated using three different data sets. Some of the useful actuarial risk measures, such as the value at risk and conditional value at risk, are discussed.

Currently, the most popular cryptocurrency is bitcoin. Predicting the future value of bitcoin can help investors to make more educated decisions and to provide authorities with a point of reference for evaluating cryptocurrency. The novelty of the proposed prediction models lies in the use of artificial intelligence to identify movement cryptocurrency prices, particularly bitcoin prices. A forecasting model that can accurately and reliably predict the market’s volatility and price variations is necessary for portfolio management and optimization in this continually expanding financial market. In this paper, we investigate a time series analysis that makes use of deep learning to investigate volatility and provide an explanation for this behavior. Our findings have managerial ramifications, such as the potential for developing a product for investors. This can help to expand upon our model by adjusting various hyperparameters to produce a more accurate model for predicting the price of cryptocurrencies. Another possible managerial implication of our findings is the potential for developing a product for investors, as it can predict the price of cryptocurrencies more accurately. The proposed models were evaluated by collecting historical bitcoin prices from 1 January 2021 to 16 June 2022. The results analysis of the GRU and MLP models revealed that the MLP model achieved highly efficient regression, at R = 99.15% during the training phase and R = 98.90% during the testing phase. These findings have the potential to significantly influence the appropriateness of asset pricing, considering the uncertainties caused by digital currencies. In addition, these findings provide instruments that contribute to establishing stability in cryptocurrency markets. By assisting asset assessments of cryptocurrencies, such as bitcoin, our models deliver high and steady success outcomes over a future prediction horizon. In general, the models described in this article offer approximately accurate estimations of the real value of the bitcoin market. Because the models enable users to assess the timing of bitcoin sales and purchases more accurately, they have the potential to influence the economy significantly when put to use by investors and traders.

In this paper, we present a new exponential accelerated failure time model. Some of its properties and characterization results are derived. Different estimation methods are considered for assessing the finite sample behaviour of the estimators. Simulation studies for comparing the estimation methods are performed. Finally, we present a novel modified chi-square test for the novel exponential accelerated failure time model in both complete and right censored data cases. The validity of the new model is checked by using the theoretical global of the Nikulin-Rao-Robson. The maximum likelihood method is considered for this purpose. Two simulation studies are performed to assess the exponential accelerated failure time model and the efficiency of the Nikulin-Rao-Robson test statistic, respectively. Three real data sets are considered for illustrating the efficiency of the test statistic in validation.