This paper enhances option pricing accuracy by incorporating financial expertise into a neural network (NN) design and optimizing data sample quality through cleaning and synthesis. Instead of directly estimating option values (OVs) with NNs, we leverage the concept of control variate by decomposing OVs as time values (TVs) estimated by NNs, plus the analytically solvable intrinsic values (IVs). TV surface can be decomposed into two scenarios with very different properties, and we design two NNs according to our derived no-arbitrage constraints for these two scenarios. To alleviate learning inaccuracy due to the kink of the TV surface along the scenario boundary, we synthesize training samples based on our derived constraints to smoothly extend the surface for each scenario. On the other hand, irrational option quotes commonly found in illiquid markets incur uneven surfaces, significantly deteriorating NN predictability. We develop a learnable data-cleaning method to remove potentially irrational quotes spotted by no-arbitrage constraints properly. Besides, unnecessary data syntheses proposed in previous literature can also be removed by incorporating corresponding constraints into our NN to enhance training efficiency. Comprehensive experiments on liquid S&P 500 and illiquid TAIEX option markets examine the superiority of our approach.

Data privacy preservation has drawn much attention in emerging machine learning applications. Decentralized learning is thus developed to guarantee data security and get rid of the involvement of parameter server to avoid transmission bottleneck. However, the previous research focuses on data compression and exchange rules of model parameters among smart devices but neglects the interplay between link cardinality and transmission power consumption. To jointly optimize these issues, in this paper, we first formulate a new optimization problem, named GreenDL, prove its hardness, and then propose an approximation algorithm termed CoTRAIN. Experiment and simulation results manifest that CoTRAIN reduces more than 20% power compared with traditional methods without sacrificing the convergence rate.

The prevalence of Android platform has attracted adversaries to craft malicious payloads for illegal profit. Such malicious artifacts are frequently reused and embedded in benign, paid apps to lure victims that the apps have been cracked for free. To discover these fraudulent apps, administrators of app markets desire an automated scanning process to maintain the health of app ecosystem. However, conventional approaches cannot be efficiently applied due to the lack of a scalable, effective approach to malware characteristics aggregation. On the other hand, the vast number of apps significantly increases the analysis complexity. In this paper, we propose Petridish which generates discriminative models against the repacked malicious apps. These representative models of malicious semantics can be progressively distilled with malign and benign samples. These models can further detect repacked malicious apps. Our experiment shows that, after two retraining rounds, Petridish achieved an average of 28 percent progressive detection improvement from 63 to 91.2 percent for the large families, exceeding 38 test samples in size. With noise reduction, it accomplished 88 percent detection rate and 1.7 percent false alarm rate. The characteristics aggregation approach will become critical in the age of app explosion.

BACKGROUND: Non-small cell lung cancer (NSCLC) is one of the leading causes of death globally, and research into NSCLC has been accumulating steadily over several years. Drug repositioning is the current trend in the pharmaceutical industry for identifying potential new uses for existing drugs and accelerating the development process of drugs, as well as reducing side effects. RESULTS: This work integrates two approaches--machine learning algorithms and topological parameter-based classification--to develop a novel pipeline of drug repositioning to analyze four lung cancer microarray datasets, enriched biological processes, potential therapeutic drugs and targeted genes for NSCLC treatments. A total of 7 (8) and 11 (12) promising drugs (targeted genes) were discovered for treating early- and late-stage NSCLC, respectively. The effectiveness of these drugs is supported by the literature, experimentally determined in-vitro IC50 and clinical trials. This work provides better drug prediction accuracy than competitive research according to IC50 measurements. CONCLUSIONS: With the novel pipeline of drug repositioning, the discovery of enriched pathways and potential drugs related to NSCLC can provide insight into the key regulators of tumorigenesis and the treatment of NSCLC. Based on the verified effectiveness of the targeted drugs predicted by this pipeline, we suggest that our drug-finding pipeline is effective for repositioning drugs.

MPEG‐2 and H.264/AVC use variable length coding (VLC) to remove statistical redundancy. Representing the codeword table efficiently is thus an important issue to reduce hardware complexity, especially for multi‐standard applications. In this study, the VLC tree is decomposed using sub‐tree classification. The proposed algorithm reduces the amount of storage required for codewords. The proposed MPEG‐2/H.264 VLC decoder has 11.9 K gates when synthesised to operate at 180 MHz. The gate count is 20% lower than the sum of gate count of individual H.264 and MPEG‐2 VLC decoders.

A parametric linear feature extraction method is proposed for multiclass classification. The skeleton of the proposed method consists of two types of schemes that are complementary to each other with regard to the discriminant information used. The approximate pairwise accuracy criterion (aPAC) and the common-mean feature extraction (CMFE) are chosen to exploit the discriminant information about class mean and about class covariance, respectively. Choosing aPAC rather than the linear discriminant analysis (LDA) can also resolve the problem of overemphasized large distances introduced by LDA, while maintaining other decent properties of LDA. To alleviate the suboptimum problem caused by a direct cascading of the two different types of schemes, there should be a mechanism for sorting and merging features based on their effectiveness. Usage of a sample-based classification error estimation for evaluation of effectiveness of features usually costs a lot of computational time. Therefore, we develop a fast spanning-tree-based parametric classification accuracy estimator as an intermediary for the aPAC and CMFE combination. The entire framework is parametric-based. This avoids paying a costly price in computation, which normally happens to the sample-based approach. Our experiments have shown that the proposed method can achieve a satisfactory performance on real data as well as simulated data.