scholarly journals Prediction of Future State Based on Up-To-Date Information of Green Development Using Algorithm of Deep Neural Network

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Liyan Sun ◽  
Li Yang ◽  
Junqi Zhu

In this study, the focus was on the development of green energy and future prediction for the consumption of current energy sources and green energy development using an improved deep learning (DL) algorithm. In addition to the analysis of the current energy consumption used for the natural gas and oil as fuel, deep neural network algorithm is used to train the system as well as to process the data obtained previously, ranging from literature from the year 2003 until the year 2019, for consumption of fuel. Also, using the proposed algorithm to predict the development of green energy consumption till 2030 is presented in terms of solar and wind generators. The resulting study also focuses on depletion of energy currently used or pollution caused because of it. The green energy controlling issue can take effect by using multiple layers of handling different features extracted from different sources and then learning the system to control it.This study aims to take advantage of carbon emissions to reduce their impact and dependence in the future on environmentally friendly renewable energies. Predicting the correct and precise amount of energy consumption and increasing the amount of environmentally friendly energy lead to a healthy ecosystem. The expected green energy consumption in the future is almost 78.25 EJ in 2030 and will be, in total energy average, 56% in 2045. The aim is to reduce dependency on costly and environmentally harmful fuels.

2019 ◽  
Vol 8 (3) ◽  
pp. 8619-8622

People, due to their complexity and volatile actions, are constantly faced with challenges in understanding the situation in the market share and the forecast for the future. For any financial investment, the stock market is a very important aspect. It is necessary to study while understanding the price fluctuations of the stock market. In this paper, the stock market prediction model using the Recurrent Digital natural Network (RDNN) is described. The model is designed using two important machine learning concepts: the recurrent neural network (RNN), multilayer perceptron (MLP) and reinforcement learning (RL). Deep learning is used to automatically extract important functions of the stock market; reinforcement learning of these functions will be useful for future prediction of the stock market, the system uses historical stock market data to understand the dynamic market behavior when you make decisions in an unknown environment. In this paper, the understanding of the dynamic stock market and the deep learning technology for predicting the price of the future stock market are described.


2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Di Qu ◽  
Dianya Deng

Currently, the development of sharing economy and interconnection also has a profound impact on community life services. This study is based on the deep neural network theory, combined with the evolution mechanism of the commercial network of the community life service industry, link prediction theory, and the latest deep neural network algorithm, referring to the evolution model of merger and stripping, and the network structure is optimized on this basis. Through simulation experiments and result analysis, the model is used to deeply study the evolution trend and dynamics of the community life service business network from the perspective of quantitative analysis. Then the business network structure is optimized and development is promoted at the same time. At the same time, it can also upgrade those old scattered industries and provide theoretical and decision-making guidance for the future transformation and upgrading of the innovative community life service industry.


2021 ◽  
Author(s):  
Liangrui Pan ◽  
boya ji ◽  
Xiaoqi wang ◽  
shaoliang peng

The use of chest X-ray images (CXI) to detect Severe Acute Respiratory Syndrome Coronavirus 2 (SARS CoV-2) caused by Coronavirus Disease 2019 (COVID-19) is life-saving important for both patients and doctors. This research proposed a multi-channel feature deep neural network algorithm to screen people infected with COVID-19. The algorithm integrates data oversampling technology and a multi-channel feature deep neural network model to carry out the training process in an end-to-end manner. In the experiment, we used a publicly available CXI database with 10,192 Normal, 6012 Lung Opacity (Non-COVID lung infection), and 1345 Viral Pneumonia images. Compared with traditional deep learning models (Densenet201, ResNet50, VGG19, GoogLeNet), the MFDNN model obtains an average test accuracy of 93.19% in all data. Furthermore, in each type of screening, the precision, recall, and F1 Score of the MFDNN model are also better than traditional deep learning networks. Secondly, compared with the latest CoroDet model, the MFDNN algorithm is 1.91% higher than the CoroDet model in the experiment of detecting the four categories of COVID19 infected persons. Finally, our experimental code will be placed at https://github.com/panliangrui/covid19.


2020 ◽  
Vol 131 ◽  
pp. 109980 ◽  
Author(s):  
X.J. Luo ◽  
Lukumon O. Oyedele ◽  
Anuoluwapo O. Ajayi ◽  
Olugbenga O. Akinade ◽  
Hakeem A. Owolabi ◽  
...  

Risks ◽  
2020 ◽  
Vol 8 (4) ◽  
pp. 136
Author(s):  
Stefan Kremsner ◽  
Alexander Steinicke ◽  
Michaela Szölgyenyi

In insurance mathematics, optimal control problems over an infinite time horizon arise when computing risk measures. An example of such a risk measure is the expected discounted future dividend payments. In models which take multiple economic factors into account, this problem is high-dimensional. The solutions to such control problems correspond to solutions of deterministic semilinear (degenerate) elliptic partial differential equations. In the present paper we propose a novel deep neural network algorithm for solving such partial differential equations in high dimensions in order to be able to compute the proposed risk measure in a complex high-dimensional economic environment. The method is based on the correspondence of elliptic partial differential equations to backward stochastic differential equations with unbounded random terminal time. In particular, backward stochastic differential equations—which can be identified with solutions of elliptic partial differential equations—are approximated by means of deep neural networks.


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