Machine learning and medical diagnostic studies often struggle with the issue of class imbalance in medical datasets, complicating accurate disease prediction and undermining diagnostic tools. Despite ongoing research efforts, specific characteristics of medical data frequently remain overlooked. This article comprehensively reviews advances in addressing imbalanced medical datasets over the past decade, offering a novel classification of approaches into preprocessing, learning levels, and combined techniques. We present a detailed evaluation of the medical datasets and metrics used, synthesizing the outcomes of previous research to reflect on the effectiveness of the methodologies despite methodological constraints. Our review identifies key research trends and offers speculative insights and research trajectories to enhance diagnostic performance. Additionally, we establish a consensus on best practices to mitigate persistent methodological issues, assisting the development of generalizable, reliable, and consistent results in medical diagnostics.

This study examines crude oil return dynamics in the context of the global energy transition, where decarbonization policies, technological innovation, and shifting energy demand increasingly influence market behavior. We propose a heavy-tailed distributional LSTM framework to jointly model the conditional mean, volatility, and tail risk of West Texas Intermediate (WTI) returns, incorporating key transition-related drivers: carbon allowance returns (ETS), artificial intelligence (AI) activity, electric vehicle (EV) market returns (SPKS), and geopolitical risk (GPR). Granger causality results show that ETS significantly predicts mean returns, reflecting the growing impact of climate policy signals, while AI and EV markets primarily affect volatility, indicating transmission through uncertainty channels. The model adopts a Student-t specification to capture heavy-tailed behavior and extreme price movements. Out-of-sample results reveal limited mean predictability but improved forecasting of return magnitude and tail risk. These findings highlight that, under energy transition dynamics, oil market predictability is increasingly concentrated in the risk dimension rather than in average returns.