Currently, Internet of medical things-based technologies provide a foundation for remote data collection and medical assistance for various diseases. Along with developments in computer vision, the application of Artificial Intelligence and Deep Learning in IOMT devices aids in the design of effective CAD systems for various diseases such as melanoma cancer even in the absence of experts. However, accurate segmentation of melanoma skin lesions from images by CAD systems is necessary to carry out an effective diagnosis. Nevertheless, the visual similarity between normal and melanoma lesions is very high, which leads to less accuracy of various traditional, parametric, and deep learning-based methods. Hence, as a solution to the challenge of accurate segmentation, we propose an advanced generative deep learning model called the Conditional Generative Adversarial Network (cGAN) for lesion segmentation. In the suggested technique, the generation of segmented images is conditional on dermoscopic images of skin lesions to generate accurate segmentation. We assessed the proposed model using three distinct datasets including DermQuest, DermIS, and ISCI2016, and attained optimal segmentation results of 99%, 97%, and 95% performance accuracy, respectively.

Presently, the volatile and dynamic aspects of stock prices are significant research challenges for stock markets or any other financial sector to design accurate and profitable trading strategies in all market situations. To meet such challenges, the usage of computer-aided stock trading techniques has grown in prominence in recent decades owing to their ability to rapidly and accurately analyze stock market situations. In the recent past, deep reinforcement learning (DRL) methods and trading bots are commonly utilized for algorithmic trading. However, in the existing literature, the trading agents employ the historical and present trends of stock prices as an observing state to make trading decisions without taking into account the long-term market future pattern of stock prices. Therefore, in this study, we proposed a novel decision support system for automated stock trading based on deep reinforcement learning that observes both past and future trends of stock prices whether single and multi-step ahead as an observing state to make the optimal trading decisions of buying, selling, and holding the stocks. More specifically, at every time step, future trends are monitored concurrently using a forecasting network whose output is concatenated with past trends of stock prices. The concatenated vectors are subsequently supplied to the DRL agent as an observation state. In addition, the suggested forecasting network is built on a Gated Recurrent Unit (GRU). The GRUbased agent captures more informative and inherent aspects of time-series financial data. Furthermore, the suggested decision support system has been tested on several stock markets such as Tesla, IBM, Amazon, CSCO, and Chinese Stocks as well as equity markets i-e SSE Composite Index, NIFTY 50 Index, US Commodity Index Fund, and has achieved encouraging profit values while trading.