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A Comparative Study on Market Index Prediction: Long Short- Term Memory (LSTM) vs. Decision Tree Model |
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PP: 1603-1610 |
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Author(s) |
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Afrah Al-Bossly,
Manahill I. A. Anja,
Abdelgalal O. I. Abaker,
Hago E. M. Ali,
Salem Alkhalaf,
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Abstract |
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| The main objective of this article is to develop a linear exponential function risks in Saudi banks (LINEXLF) to estimate the shape parameter, reliability, and hazard rate functions of the Pareto distribution based on Type II Censored Data. By weighting LINEX loss function to produce a modified loss function called weighted linear exponential (WLINEXLF) loss function. We then use WLINEXLF to derive the shape parameter, reliability, and hazard rate functions of the Pareto distribution. Furthermore, to examine the performance of the proposed method WLINEXLF we conduct a Monte Carlo simulation. The comparison is between the proposed method and other methods including maximum likelihood estimation (MLE) and Bayesian estimation under the squared error loss function. The results of the simulation show that the proposed method WLINEXLF in this article has the best performance in estimating shape parameter, reliability, and hazard rate functions, according to the smallest values of mean squared error (MSE). This result means that the proposed method can be applied in real data in banking industrial sectors. This paper aims to use the modified loss function to estimate the shape parameter, reliability 𝑅(𝑡), and hazard rate functions h(𝑡) in Saudi banks of the Pareto distribution based on Type II Censored Data.
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