In this paper, regression tree ensembles (bagged and boosted) have been utilized in predicting atomic coordinate of Carbone nanotubes (CNTs). The aim of this study is to use ensembles classifiers to compute the atomic coordinates of Carbone nanotubes rather than other simulation tools. The dataset we used in this paper are provided by the UCI Repository of Machine Learning and it has a total of (10721) instances with (8) attributes (five as inputs and three as outputs) and it has no missing data. Various performance measures are also calculated to evaluate the classifiers we employed. The results show that there is a slight difference in performance between bagged and boosted trees, however, they are preferable classifiers for carbon atom coordinates prediction due to their high accuracy and short computation time. Using these predicted atomic coordinates as early coordinates for the simulation tool, the actual atomic coordinates can be retrieved in minutes or seconds instead of days by minimizing the iterations in the computation process.

It is necessary to know about the quantity of urban tree canopy cover due to its role in air and noise pollution reduction, wind prevention, saving rain water, and runoff control. Being expensive and time consuming, the manual extraction of tree canopy has been replaced by remote sensing techniques conducted on the images, digitally. There are several parameters which must be optimized prior to use of object oriented classification. One of these parameters is Scale affecting the segmentation results, significantly. Scale is usually set by trial and error which is an experimental approach. One of the aims of this study is to optimize Scale parameter, automatically. In addition, after segmentation process based on a proper Scale, it is required to classify the identified segments based on the attributes which are extracted from these segments. In this stage, the selection of suitable classification method fed by the proper attributes is critical. In this research, LiDAR data and aerial image acquired on Vaihingen, Germany, were utilized for segmenting the urban area. In order to identify suitable attributes, random forest feature selection was applied on the attributes derived from the identified segments. Machine learning methods including support vector machine, random forest, and decision tree were compared for classifying the segments based on their suitable attributes into two classes including tree canopy cover and others. The results indicated that Scale of 25 is the best one to segment this area. Also, the tree canopy cover map derived from support vector machine with quality index of 79.90 showed the best performance among different classifiers used in this study.

This research work is concerned with the predictability of ensemble and singular tree-based machine learning algorithms during the recession and prosperity of the two companies listed in the Tehran Stock Exchange in the context of big data. In this regard, the main issue is that economic managers and the academic community require predicting models with more accuracy and reduced execution time; moreover, the prediction of the companies recession in the stock market is highly significant. Machine learning algorithms must be able to appropriately predict the stock return sign during the market downturn and boom days. Addressing the stated challenge will upgrade the quality of stock purchases and, subsequently, will increase profitability. In this article, the proposed solution relies on the utilization of tree-based machine learning algorithms in the context of big data. The proposed solution exploits the decision tree algorithm, which is a traditional and singular tree-based learning algorithm. Furthermore, two modern and ensemble tree-based learning algorithms, random forest and gradient boosted tree, has been utilized for predicting the stock return sign during recession and prosperity. The mentioned cases were implemented by applying the machine learning tools in python programming language and PYSPARK library that is used explicitly for the big data context. The utilized research data of the current study are the shares information of two companies of the Tehran Stock Exchange. The obtained results reveal that the applied ensemble learning algorithms have performed better than the singular learning algorithms. Additionally, adding 23 technical features to the initial data and subsequent applying of the PCA feature reduction method have demonstrated the best performance among other modes. In the meantime, it has been concluded that the initial data do not possess the proper resolution or generalizability, either during prosperity or recession.