The recent worldwide outbreak of the novel coronavirus (COVID-19) has opened up new challenges to the research community. Artificial intelligence (AI) driven methods can be useful to predict the parameters, risks, and effects of such an epidemic. Such predictions can be helpful to control and prevent the spread of such diseases. The main challenges of applying AI is the small volume of data and the uncertain nature. Here, we propose a shallow long short-term memory (LSTM) based neural network to predict the risk category of a country. We have used a Bayesian optimization framework to optimize and automatically design country-specific networks. The results show that the proposed pipeline outperforms state-of-the-art methods for data of 180 countries and can be a useful tool for such risk categorization. We have also experimented with the trend data and weather data combined for the prediction. The outcome shows that the weather does not have a significant role. The tool can be used to predict long-duration outbreak of such an epidemic such that we can take preventive steps earlier.