This chapter demonstrates some of the advanced machine learningMachine Learning (ML) algorithmsAlgorithms, namely, Convolutional Neural Networks, Recurrent NeuralRecurrent Neural Networks (RNN) NetworksNetwork, Long Short-TermMemory MemoryLong Short-Term Memory (LSTM), Bi-directional-Long Short-Term MemoryMemory, Gated Recurrent UnitGated Recurrent Units (GRU), and possible hybridizationsHybridizations of these algorithms. These were beneficial in forecastingForecasting purposes when dataData is complexComplex. Also, boostingBoosting algorithms are part of the chapter. A detailed comparison of boosting algorithmsAlgorithms is also made to analyse the various governing principles behind them. The reader is anticipated to acquire a thorough knowledgeKnowledge of mathematical philosophy and the applicability of these algorithms. The chapter also facilitates a platform for developing more advanced algorithmsAlgorithms. Numerical problems and references will be an added advantage for getting more intricacies about the algorithms.