Each level of the coronary artery has different sizes and properties. The primary coronary arteries usually have high contrast to the background, while the secondary coronary arteries have low contrast to the background and thin structures. Furthermore, several small vessels are disconnected or broken up vascular segments. It is a challenging task to use a single model to segment all coronary artery sizes. To overcome this problem, we propose a novel segmenting method for coronary artery extraction from angiograms based on the primary and secondary coronary artery. Our method is a coarse-to-fine strategic approach for extracting coronary arteries in many different sizes. We construct the first U-net model to segment the main coronary artery extraction and build a new algorithm to determine the junctions of the main coronary artery with the secondary coronary artery. Using these junctions, we determine regions of the secondary coronary arteries (rectangular regions) for a secondary coronary artery-extracted segment with the second U-net model. The experiment result is 76.40% in terms of Dice coefficient on coronary X-ray datasets. The proposed approach presents its potential in coronary vessel segmentation.

Using time-series data analysis for stock-price forecasting (SPF) is complex and challenging because many factors can influence stock prices (e.g., inflation, seasonality, economic policy, societal behaviors). Such factors can be analyzed over time for SPF. Machine learning and deep learning have been shown to obtain better forecasts of stock prices than traditional approaches. This study, therefore, proposed a method to enhance the performance of an SPF system based on advanced machine learning and deep learning approaches. First, we applied extreme gradient boosting as a feature-selection technique to extract important features from high-dimensional time-series data and remove redundant features. Then, we fed selected features into a deep long short-term memory (LSTM) network to forecast stock prices. The deep LSTM network was used to reflect the temporal nature of the input time series and fully exploit future contextual information. The complex structure enables this network to capture more stochasticity within the stock price. The method does not change when applied to stock data or Forex data. Experimental results based on a Forex dataset covering 2008-2018 showed that our approach outperformed the baseline autoregressive integrated moving average approach with regard to mean absolute error, mean squared error, and root-mean-square error.

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A new modification of multi-CNN ensemble training is investigated by combining multiloss functions from state-of-the-art deep CNN architectures for leaf image recognition. We first apply the U-Net model to segment leaf images from the background to improve the performance of the recognition system. Then, we introduce a multimodel approach based on a combination of loss functions from the EfficientNet and MobileNet (called as multimodel CNN (MMCNN)) to generalize a multiloss function. The joint learning multiloss model designed for leaf recognition allows each network to perform its task and cooperate with the others simultaneously, where knowledge from various trained deep networks is shared. This cooperation-proposed multimodel is forced to deal with more complicated problems rather than a simple classification. Therefore, the network can learn much rich information and improve its generalization capability. Furthermore, a multiloss trade-off strategy between two deep learning models can reduce the effect of redundancy problems in ensemble classifiers. The performance of our approach is evaluated by our custom Vietnamese herbal leaf species dataset, and public datasets such as Flavia, Leafsnap, and Folio are used to build test cases. The results confirm that our approach enhances the leaf recognition performance and outperforms the current standard single networks while having less low computation cost.

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