Selecting Relevant Genes with a Spectral Approach

Array technologies have made it possible to record simultaneously the expression pattern of thousands of genes. A fundamental problem in the analysis of gene expression data is the identification of highly relevant genes that either discriminate between phenotypic labels or are important with respect to the cellular process studied in the experiment: for example cell cycle or heat shock in yeast experiments, chemical or genetic perturbations of mammalian cell lines, and genes involved in class discovery for human tumors. In this paper we focus on the task of unsupervised gene selection. The problem of selecting a small subset of genes is particularly challenging as the datasets involved are typically characterized by a very small sample size ?? the order of few tens of tissue samples ??d by a very large feature space as the number of genes tend to be in the high thousands. We propose a model independent approach which scores candidate gene selections using spectral properties of the candidate affinity matrix. The algorithm is very straightforward to implement yet contains a number of remarkable properties which guarantee consistent sparse selections. To illustrate the value of our approach we applied our algorithm on five different datasets. The first consists of time course data from four well studied Hematopoietic cell lines (HL-60, Jurkat, NB4, and U937). The other four datasets include three well studied treatment outcomes (large cell lymphoma, childhood medulloblastomas, breast tumors) and one unpublished dataset (lymph status). We compared our approach both with other unsupervised methods (SOM,PCA,GS) and with supervised methods (SNR,RMB,RFE). The results clearly show that our approach considerably outperforms all the other unsupervised approaches in our study, is competitive with supervised methods and in some case even outperforms supervised approaches.

A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks

We propose a nonparametric method for estimating derivative financial asset pricing formulae using learning networks. To demonstrate feasibility, we first simulate Black-Scholes option prices and show that learning networks can recover the Black-Scholes formula from a two-year training set of daily options prices, and that the resulting network formula can be used successfully to both price and delta-hedge options out-of-sample. For comparison, we estimate models using four popular methods: ordinary least squares, radial basis functions, multilayer perceptrons, and projection pursuit. To illustrate practical relevance, we also apply our approach to S&P 500 futures options data from 1987 to 1991.

A HOLISTIC APPROACH TO MANUFACTURING SYSTEM DESIGN IN THE DEFENSE AEROSPACE INDUSTRY

Manufacturing has evolved to become a critical element of the competitive skill set of defense aerospace firms. Given the changes in the acquisition environment and culture; traditional “thrown over the wall” means of developing and manufacturing products are insufficient. Also, manufacturing systems are complex systems that need to be carefully designed in a holistic manner and there are shortcomings with available tools and methods to assist in the design of these systems. This paper outlines the generation and validation of a framework to guide this manufacturing system design process.

A Holistic Approach to Manufacturing System Design in the Defense Aerospace Industry

Manufacturing has evolved to become a critical element of the competitive skill set of defense aerospace firms. Given the changes in the acquisition environment and culture; traditional “thrown over the wall” means of developing and manufacturing products are insufficient. Also, manufacturing systems are complex systems that need to be carefully designed in a holistic manner and there are shortcomings with available tools and methods to assist in the design of these systems. This paper outlines the generation and validation of a framework to guide this manufacturing system design process.