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Cardiovascular disease (CVD) is a leading cause of death across the globe. Approximately 17.9 million of people die globally each year due to CVD, which comprises 31% of all death. Coronary Artery Disease (CAD) is a common type of CVD and is considered fatal. Predictive models that use machine learning algorithms may assist health workers in timely detection of CAD which ultimately reduces the mortality. The main purpose of this study is to build a predictive model that provides doctors and health care providers with personalized information to implement better and more personalized treatments for their patients. In this study, we use the publicly available Z-Alizadeh Sani dataset which contains random samples of 216 cases with CAD and 87 normal controls with 56 different features. The binary variable "Cath" which represents case-control status, is used the target variable. We study its relationship with other predictors and develop classification models using the five different supervised classification machine learning algorithms: Logistic Regression (LR), Classification Tree with Bagging (Bagging CART), Random Forest (RF), Support Vector Machine (SVM), and K-Nearest Neighbors (KNN). These five classification models are used to investigate the detection of CAD. Finally, the performance of the machine learning algorithms is compared, and the best model is selected. Our results indicate that the SVM model is able to predict the presence of CAD more effectively and accurately than other models with an accuracy of 0.8947, sensitivity of 0.9434, specificity of 0.7826, and AUC of 0.8868.

The accelerated progress in artificial intelligence encourages sophisticated deep learning methods in predicting stock prices. In the meantime, easy accessibility of the stock market in the palm of one’s hand has made its behavior more fuzzy, volatile, and complex than ever. The world is looking at an accurate and reliable model that uses text and numerical data which better represents the market’s highly volatile and non-linear behavior in a broader spectrum. A research gap exists in accurately predicting a target stock’s closing price utilizing the combined numerical and text data. This study uses long short-term memory (LSTM) and gated recurrent unit (GRU) to predict the stock price using stock features alone and incorporating financial news data in conjunction with stock features. The comparative study carried out under identical conditions dispassionately evaluates the importance of incorporating financial news in stock price prediction. Our experiment concludes that incorporating financial news data produces better prediction accuracy than using the stock fundamental features alone. The performances of the model architecture are compared using the standard assessment metrics —Root Mean Square Error (RMSE), Mean Absolute Percentage Error (MAPE), and Correlation Coefficient (R). Furthermore, statistical tests are conducted to further verify the models’ robustness and reliability.