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This study has mainly aimed to compare and contrast two completely different image processing algorithms that are very adaptive for detecting prostate cancer using wearable Internet of Things (IoT) devices. Cancer in these modern times is still considered as one of the most dreaded disease, which is continuously pestering the mankind over a past few decades. According to Indian Council of Medical Research, India alone registers about 11.5 lakh cancer related cases every year and closely up to 8 lakh people die with cancer related issues each year. Earlier the incidence of prostate cancer was commonly seen in men aged above 60 years, but a recent study has revealed that this type of cancer has been on rise even in men between the age groups of 35 and 60 years as well. These findings make it even more necessary to prioritize the research on diagnosing the prostate cancer at an early stage, so that the patients can be cured and can lead a normal life.

The research focuses on two types of feature extraction algorithms, namely, scale invariant feature transform (SIFT) and gray level co-occurrence matrix (GLCM) that are commonly used in medical image processing, in an attempt to discover and improve the gap present in the potential detection of prostate cancer in medical IoT. Later the results obtained by these two strategies are classified separately using a machine learning based classification model called multi-class support vector machine (SVM). Owing to the advantage of better tissue discrimination and contrast resolution, magnetic resonance imaging images have been considered for this study. The classification results obtained for both the SIFT as well as GLCM methods are then compared to check, which feature extraction strategy provides the most accurate results for diagnosing the prostate cancer.

The potential of both the models has been evaluated in terms of three aspects, namely, accuracy, sensitivity and specificity. Each model’s result was checked against diversified ranges of training and test data set. It was found that the SIFT-multiclass SVM model achieved a highest performance rate of 99.9451% accuracy, 100% sensitivity and 99% specificity at 40:60 ratio of the training and testing data set.

The SIFT-multi SVM versus GLCM-multi SVM based comparison has been introduced for the first time to perceive the best model to be used for the accurate diagnosis of prostate cancer. The performance of the classification for each of the feature extraction strategies is enumerated in terms of accuracy, sensitivity and specificity.

Because the dynamic characteristics of the stock market are nonlinear, it is unclear whether stock prices can be predicted. This paper aims to explore the predictability of the stock price index from a long-memory perspective. The authors propose hybrid models to predict the next-day closing price index and explore the policy effects behind stock prices. The paper aims to discuss the aforementioned ideas.

The authors found a long memory in the stock price index series using modified R/S and GPH tests, and propose an improved bi-directional gated recurrent units (BiGRU) hybrid network framework to predict the next-day stock price index. The proposed framework integrates (1) A de-noising module—Singular Spectrum Analysis (SSA) algorithm, (2) a predictive module—BiGRU model, and (3) an optimization module—Grid Search Cross-validation (GSCV) algorithm.

Three critical findings are long memory, fit effectiveness and model optimization. There is long memory (predictability) in the stock price index series. The proposed framework yields predictions of optimum fit. Data de-noising and parameter optimization can improve the model fit.

The empirical data are obtained from the financial data of listed companies in the Wind Financial Terminal. The model can accurately predict stock price index series, guide investors to make reasonable investment decisions, and provide a basis for establishing individual industry stock investment strategies.

If the index series in the stock market exhibits long-memory characteristics, the policy implication is that fractal markets, even in the nonlinear case, allow for a corresponding distribution pattern in the value of portfolio assets. The risk of stock price volatility in various sectors has expanded due to the effects of the COVID-19 pandemic and the R-U conflict on the stock market. Predicting future trends by forecasting stock prices is critical for minimizing financial risk. The ability to mitigate the epidemic’s impact and stop losses promptly is relevant to market regulators, companies and other relevant stakeholders.

Although long memory exists, the stock price index series can be predicted. However, price fluctuations are unstable and chaotic, and traditional mathematical and statistical methods cannot provide precise predictions. The network framework proposed in this paper has robust horizontal connections between units, strong memory capability and stronger generalization ability than traditional network structures. The authors demonstrate significant performance improvements of SSA-BiGRU-GSCV over comparison models on Chinese stocks.