We aim to detect outliers in the daily stock price indices from Saudi Arabia exchange (Tadawul) with 2026 observations October 2011 December 2019 provided by Authority for Statistics and Central Bank. apply Multi-Layer Perceptron (MLP) algorithm detecting returns. select inflation rate (Inflation), oil (Loil), repo (Repo) as input variables MLP architecture. The performance of is evaluated using standard metrics binary classification, namely false positive (FP rate), negative (FN F-measure,...

This study investigates the fractional-order Sawada–Kotera and Rosenau–Hyman equations, which significantly model non-linear wave phenomena in various scientific fields. We employ two advanced methodologies to obtain analytical solutions: q-homotopy Mohand transform method (q-HMTM) variational iteration (MVIM). The fractional derivatives equations are expressed using Caputo operator, provides a flexible framework for analyzing dynamics of systems. By leveraging these methods, we derive...

When extreme values or outliers occur in asymmetric datasets, conventional mean estimation methods suffer from low accuracy and reliability. This study introduces a novel class of robust Särndal-type estimators utilizing re-descending M-estimator coefficients. These effectively combine the benefits regression techniques integration to improve under simple random sampling. The proposed methodology leverages distinct coefficients prior studies. Performance evaluation is conducted using three...

The aim of this work is to obtain novel and interesting results for mild solutions a semilinear differential inclusion involving w-weighted, Φ-Hilfer, fractional derivative order μ∈(1,2) with non-instantaneous impulses in Banach spaces infinite dimensions when the linear term infinitesimal generator strongly continuous cosine family nonlinear multi-valued function. First, we determine formula solution function considered inclusion. Then, give sufficient conditions ensure that set not empty...

This paper introduces a novel four-parameter discrete bivariate distribution, termed the discretized Fréchet–Weibull distribution (BDFWD), with marginals derived from distribution. Several statistical and reliability properties are thoroughly examined, including joint cumulative function, probability mass survival hazard rate reversed all presented in straightforward forms. Additionally, such as moments their related concepts, stress–strength model, total positivity of order 2, positive...

<p>This article examines the space-time fractional phi-four (PF) model which is an improvement of Klein-Fock-Gordon (KFG) that relevant in quantum mechanics, transmission ultra-short pulses optical fibers, de Broglie wave duality, and compound particles spinless relativistic systems. New solitary solutions equation were found with help Riccati-Bernoulli sub-ODE method together Bäcklund transformation. The conformable derivative played role improving modeling complex dynamical obtained...

Artificial intelligence (AI) based business process optimization has a significant impact on country’s economic development. We argue that the use of artificial neural networks in processes will help optimize these ensuring necessary level functioning and compliance with foundations sustainable In this paper, we proposed mathematical model using AI to detect outliers daily return Saudi stock market (Tadawul). An outlier is defined as data point deviates too much from rest observations...

The purpose of this study is to develop new iterative oscillation criteria for second‐order half‐linear advanced dynamic equations. These findings improve and extend recently established the same equation by several authors as well encompass existing classical associated ordinary Some examples are given show that outcomes accurate, practical, adaptable.

Understanding natural processes often involves intricate nonlinear dynamics. Nonlinear evolution equations are crucial for examining the behavior and possible solutions of specific systems. The Vakhnenko equation is a typical example, considering that this demonstrates kink lump soliton solutions. These solitons waves with several intriguing features have been characterized in other naturalistic solution demands advanced analytical techniques. This work ultimately sought to find study using...

This paper investigates second-order functional dynamic equations with mixed nonlinearities on an arbitrary unbounded above-time scale, T. We will use a unified time scale approach and the well-known Riccati technique to derive oscillation criteria of Nehari-type for equations. The findings demonstrate significant improvement in literature symmetry is beneficial influential defining right style study qualitative behavior solutions include example significance our results.

This study investigates the problem of outlier detection based on discrete wavelet transform in context time series data where identification and treatment outliers constitute an important component. An is defined as a point that deviates so much from rest observations within sample. In this work we focus application traditional method suggested by Tukey (1977) for detecting closed price Saudi Arabia stock market (Tadawul) between Oct. 2011 Dec. 2019. The applied to details obtained MODWT...

The expansion of the application domains is greatly aided by generalization distributions. To achieve this, an extension two–parameter Kumaraswamy distribution to a three–parameter second order transmuted has been presented in this study utilizing cubic transmutation map. Along with statistics and parameter estimates, number statistical characteristics are shown. performance estimated parameters demonstrated through simulation study. A few applications additionally serve demonstrate...

The Kuralay-II system (K-IIS) plays a pivotal role in modeling sophisticated nonlinear wave processes, particularly the field of optics. This study introduces novel soliton solutions for K-IIS, derived using Riccati–Bernoulli sub-ODE method combined with Bäcklund transformation and conformable fractional derivatives. obtained are expressed trigonometric, hyperbolic, rational forms, highlighting adaptability efficacy proposed approach. To enhance understanding results, visualized 2D...

We introduce a new wavelet based procedure for detecting outliers in financial discrete time series. The focuses on the analysis of residuals obtained from model fit, and applied to Generalized Autoregressive Conditional Heteroskedasticity (GARCH) like model, but not limited these models. apply Maximal-Overlap Discrete Wavelet Transform (MODWT) compare their coefficients against quantile thresholds detect outliers. Our methodology has several advantages over existing methods that make use...

The aim of this paper is to address the problem variance break detection in time series wavelet domain.The maximal overlapped discrete transform (MODWT) decomposes across scales into components known as variances.We introduce all scale coefficients based test statistic that allows detecting a homogeneity through changes mean variances.The makes use traditional CUSUM (cumulative sum) designed for and constructed using cumulative sums square coefficients.Under moments mixing conditions,...