In today’s society, investment wealth management has become a mainstream of the contemporary era. Investment wealth management refers to the use of funds by investors to arrange funds reasonably, for example, savings, bank financial products, bonds, stocks, commodity spots, real estate, gold, art, and many others. Wealth management tools manage and assign families, individuals, enterprises, and institutions to achieve the purpose of increasing and maintaining value to accelerate asset growth. Among them, in investment and financial management, people’s favorite product of investment often stocks, because the stock market has great advantages and charm, especially compared with other investment methods. More and more scholars have developed methods of prediction from multiple angles for the stock market. According to the feature of financial time series and the task of price prediction, this article proposes a new framework structure to achieve a more accurate prediction of the stock price, which combines Convolution Neural Network (CNN) and Long–Short-Term Memory Neural Network (LSTM). This new method is aptly named stock sequence array convolutional LSTM (SACLSTM). It constructs a sequence array of historical data and its leading indicators (options and futures), and uses the array as the input image of the CNN framework, and extracts certain feature vectors through the convolutional layer and the layer of pooling, and as the input vector of LSTM, and takes ten stocks in U.S.A and Taiwan as the experimental data. Compared with previous methods, the prediction performance of the proposed algorithm in this article leads to better results when compared directly.

The electric energy consumption prediction (EECP) is an essential and complex task in intelligent power management system. EECP plays a significant role in drawing up a national energy development policy. Therefore, this study proposes an Electric Energy Consumption Prediction model utilizing the combination of Convolutional Neural Network (CNN) and Bi-directional Long Short-Term Memory (Bi-LSTM) that is named EECP-CBL model to predict electric energy consumption. In this framework, two CNNs in the first module extract the important information from several variables in the individual household electric power consumption (IHEPC) dataset. Then, Bi-LSTM module with two Bi-LSTM layers uses the above information as well as the trends of time series in two directions including the forward and backward states to make predictions. The obtained values in the Bi-LSTM module will be passed to the last module that consists of two fully connected layers for finally predicting the electric energy consumption in the future. The experiments were conducted to compare the prediction performances of the proposed model and the state-of-the-art models for the IHEPC dataset with several variants. The experimental results indicate that EECP-CBL framework outperforms the state-of-the-art approaches in terms of several performance metrics for electric energy consumption prediction on several variations of IHEPC dataset in real-time, short-term, medium-term and long-term timespans.

The diagnosis of bankruptcy companies becomes extremely important for business owners, banks, governments, securities investors, and economic stakeholders to optimize the profitability as well as to minimize risks of investments. Many studies have been developed for bankruptcy prediction utilizing different machine learning approaches on various datasets around the world. Due to the class imbalance problem occurring in the bankruptcy datasets, several special techniques would be used to improve the prediction performance. Oversampling technique and cost‐sensitive learning framework are two common methods for dealing with class imbalance problem. Using oversampling techniques and cost‐sensitive learning framework independently also improves predictability. However, for datasets with very small balancing ratios, combining two above techniques will produce the better results. Therefore, this study develops a hybrid approach using oversampling technique and cost‐sensitive learning, namely, HAOC for bankruptcy prediction on the Korean Bankruptcy dataset. The first module of HAOC is oversampling module with an optimal balancing ratio found in the first experiment that will give the best overall performance for the validation set. Then, the second module uses the cost‐sensitive learning model, namely, CBoost algorithm to bankruptcy prediction. The experimental results show that HAOC will give the best performance value for bankruptcy prediction compared with the existing approaches.