Forecasting of fast fluctuated and high-frequency financial data is always a challenging problem in the field of economics and modelling. In this study, a novel hybrid model with the strength of fractional order derivative is presented with their dynamical features of deep learning, long-short term memory (LSTM) networks, to predict the abrupt stochastic variation of the financial market. Stock market prices are dynamic, highly sensitive, nonlinear and chaotic. There are different techniques for forecast prices in the time-variant domain and due to variability and uncertain behavior in stock prices, traditional methods, such as data mining, statistical approaches, and non-deep neural networks models are not suited for prediction and generalized forecasting stock prices. While autoregressive fractional integrated moving average (ARFIMA) model provides a flexible tool for classes of long-memory models. The advancement of machine learningbased deep non-linear modelling confirms that the hybrid model efficiently extracts profound features and model non-linear functions. LSTM networks are a special kind of recurrent neural network (RNN) that map sequences of input observations to output observations with capabilities of long-term dependencies. A novel ARFIMA-LSTM hybrid recurrent network is presented in which ARFIMA model-based filters having the linear tendencies better than ARIMA model in the data and passes the residual to the LSTM model that captures nonlinearity in the residual values with the help of exogenous dependent variables. The model not only minimizes the volatility problem but also overcome the over fitting problem of neural networks. The model is evaluated using PSX company data of the stock market based on RMSE, MSE and MAPE along with a comparison of ARIMA, LSTM model and generalized regression radial basis neural network (GRNN) ensemble method independently. The forecasting performance indicates the effectiveness of the proposed AFRIMA-LSTM hybrid model to improve around 80% accuracy on RMSE as compared to traditional forecasting counterparts.

Background: Mathematical modeling of vector-borne diseases and forecasting of epidemics outbreak are global challenges and big point of concern worldwide. The outbreaks depend on different social and demographic factors based on human mobility structured with the help of mathematical models for vector-borne disease transmission. In Dec 2019, an infectious disease is known as “coronavirus” (officially declared as COVID-19 by WHO) emerged in Wuhan (Capital city of Hubei, China) and spread quickly to all over the china with over 50,000 cases including more than 1000 death within a short period of one month. Multimodal modeling of robust dynamics system is a complex, challenging and fast growing area of the research. Objectives: The main objective of this proposed hybrid computing technique are as follows: The innovative design of the NAR-RBFs neural network paradigm is designed to construct the SITR epidemic differential equation (DE) model to ascertain the different features of the spread of COVID-19. The new set of transformations is introduced for nonlinear input to achieve with a higher level of accuracy, stability, and convergence analysis. Methods: Multimodal modeling of robust dynamics system is a complex, challenging and fast growing area of the research. In this research bimodal spread of COVID-19 is investigated with hybrid model based on nonlinear autoregressive with radial base function (NAR-RBFs) neural network for SITR model. Chaotic and stochastic data of the pandemic. A new class of transformation is presented for the system of ordinary differential equation (ODE) for fast convergence and improvement of desired accuracy level. The proposed transformations convert local optimum values to global values before implementation of bimodal paradigm. Results: This suggested NAR-RBFs model is investigated for the bi-module nature of SITR model with additional feature of fragility in modeling of stochastic variation ability for different cases and scenarios with constraints variation. Best agreement of the proposed bimodal paradigm with outstanding numerical solver is confirmed based on statistical results calculated from MSE, RMSE and MAPE with accuracy level based on mean square error up to 1E-25, which further validates the stability and consistence of bimodal proposed model. Conclusions: This computational technique is shown extraordinary results in terms of accuracy and convergence. The outcomes of this study will be useful in forecasting the progression of COVID-19, the influence of several deciding parameters overspread of COVID-19 and can help for planning, monitoring as well as preventing the spread of COVID-19.

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