Accurate predictions of stock markets are important for investors and other stakeholders of the equity markets to formulate profitable investment strategies. The improved accuracy of a prediction model even with a slight margin can translate into considerable monetary returns. However, the stock markets\' prediction is regarded as an intricate research problem for the noise, complexity and volatility of the stocks\' data. In recent years, the deep learning models have been successful in providing robust forecasts for sequential data. We propose a novel deep learning-based hybrid classification model by combining peephole LSTM with temporal attention layer (TAL) to accurately predict the direction of stock markets. The daily data of four world indices including those of U.S., U.K., China and India, from 2005 to 2022, are examined. We present a comprehensive evaluation with preliminary data analysis, feature extraction and hyperparameters\' optimization for the problem of stock market prediction. TAL is introduced post peephole LSTM to select the relevant information with respect to time and enhance the performance of the proposed model. The prediction performance of the proposed model is compared with that of the benchmark models CNN, LSTM, SVM and RF using evaluation metrics of accuracy, precision, recall, F1-score, AUC-ROC, PR-AUC and MCC. The experimental results show the superior performance of our proposed model achieving better scores than the benchmark models for most evaluation metrics and for all datasets. The accuracy of the proposed model is 96% and 88% for U.K. and Chinese stock markets respectively and it is 85% for both U.S. and Indian markets. Hence, the stock markets of U.K. and China are found to be more predictable than those of U.S. and India. Significant findings of our work include that the attention layer enables peephole LSTM to better identify the long-term dependencies and temporal patterns in the stock markets\' data. Profitable and timely trading strategies can be formulated based on our proposed prediction model.

Single-cell sequencing technologies are widely used to discover the evolutionary relationships and the differences in cells. Since dropout events may frustrate the analysis, many imputation approaches for single-cell RNA-seq data have appeared in previous attempts. However, previous imputation attempts usually suffer from the over-smooth problem, which may bring limited improvement or negative effect for the downstream analysis of single-cell RNA-seq data. To solve this difficulty, we propose a novel two-stage diffusion-denoising method called SCDD for large-scale single-cell RNA-seq imputation in this paper. We introduce the diffusion i.e. a direct imputation strategy using the expression of similar cells for potential dropout sites, to perform the initial imputation at first. After the diffusion, a joint model integrated with graph convolutional neural network and contractive autoencoder is developed to generate superposition states of similar cells, from which we restore the original states and remove the noise introduced by the diffusion. The final experimental results indicate that SCDD could effectively suppress the over-smooth problem and remarkably improve the effect of single-cell RNA-seq downstream analysis, including clustering and trajectory analysis.