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A Two-Stage Realized Volatility Approach To The Estimation For Diffusion Processes From Discrete Observations, Peter C. B. Phillips, Jun Yu Jun 2005

A Two-Stage Realized Volatility Approach To The Estimation For Diffusion Processes From Discrete Observations, Peter C. B. Phillips, Jun Yu

Research Collection School Of Economics

This paper motivates and introduces a two-stage method for estimating diffusion processes based on discretely sampled observations. In the first stage we make use of the feasible central limit theory for realized volatility, as recently developed in Barndorff-Nielsen and Shephard (2002), to provide a regression model for estimating the parameters in the diffusion function. In the second stage the in-fill likelihood function is derived by means of the Girsanov theorem and then used to estimate the parameters in the drift function. Consistency and asymptotic distribution theory for these estimates are established in various contexts. The finite sample performance of the …

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Learning Outcomes Oriented Assessment Methods In An Active Learning Environment, Arcot Desai Narasimhalu Jun 2005

Learning Outcomes Oriented Assessment Methods In An Active Learning Environment, Arcot Desai Narasimhalu

Research Collection School Of Computing and Information Systems

Singapore Management University uses interactive seminar style teaching in class rooms. Most of its students hail from Singapore and are generally new to active learning and constructive participation in the seminar style classes. This paper reports findings from a freshmen first term course titled IS 101: Seminar for ISM Majors.

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Mapping The Irish Policy Space: Voter And Party Spaces In Preferential Elections, Kenneth Benoit, Michael Laver Jun 2005

Mapping The Irish Policy Space: Voter And Party Spaces In Preferential Elections, Kenneth Benoit, Michael Laver

Research Collection School of Social Sciences

In this note we map the Irish policy space, locating both voters and parties on the most salient policy dimensions in Ireland. Estimates of the voter locations are based on the Irish National Election Survey (INES), conducted in 2002. Estimates of the party positions are based on an expert survey of party positions conducted by the authors in late 2002. We show that respondent self-placements on a priori policy scales are highly biased and difficult to interpret, and we rely instead on building scale positions for respondents from their answers to relevant attitude questions in the INES. The results provide …

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Conceptual Partitioning: An Efficient Method For Continuous Nearest Neighbor Monitoring, Kyriakos Mouratidis, Marios Hadjieleftheriou, Dimitris Papadias Jun 2005

Conceptual Partitioning: An Efficient Method For Continuous Nearest Neighbor Monitoring, Kyriakos Mouratidis, Marios Hadjieleftheriou, Dimitris Papadias

Research Collection School Of Computing and Information Systems

Given a set of objects P and a query point q, a k nearest neighbor (k-NN) query retrieves the k objects in P that lie closest to q. Even though the problem is well-studied for static datasets, the traditional methods do not extend to highly dynamic environments where multiple continuous queries require real-time results, and both objects and queries receive frequent location updates. In this paper we propose conceptual partitioning (CPM), a comprehensive technique for the efficient monitoring of continuous NN queries. CPM achieves low running time by handling location updates only from objects that fall in the vicinity of …

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Efficient Anonymous Roaming And Its Security Analysis, Guomin Yang, Duncan S. Wong, Xiaotie Deng Jun 2005

Efficient Anonymous Roaming And Its Security Analysis, Guomin Yang, Duncan S. Wong, Xiaotie Deng

Research Collection School Of Computing and Information Systems

The Canetti-Krawczyk (CK) model uses resuable modular components to construct indistinguishability-based key exchange protocols. The reusability of modular protocol components makes it easier to construct and prove new protocols when compared with other provably secure approaches. In this paper, we build an efficient anonymous and authenticated key exchange protocol for roaming by using the modular approach under the CK-model. Our protocol requires only four message flows and uses only standard cryptographic primitives. We also propose a one-pass counter based MT-authenticator and show its security under the assumption that there exists a MAC which is secure against chosen message attack.

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On Assigning Place Names To Geography Related Web Pages, Wenbo Zong, Dan Wu, Aixin Sun, Ee Peng Lim, Dion Hoe-Lian Goh Jun 2005

On Assigning Place Names To Geography Related Web Pages, Wenbo Zong, Dan Wu, Aixin Sun, Ee Peng Lim, Dion Hoe-Lian Goh

Research Collection School Of Computing and Information Systems

In this paper, we attempt to give spatial semantics to web pages by assigning them place names. The entire assignment task is divided into three sub-problems, namely place name extraction, place name disambiguation and place name assignment. We propose our approaches to address these sub-problems. In particular, we have modified GATE, a well-known named entity extraction software, to perform place name extraction using a US Census gazetteer. A rule-based place name disambiguation method and a place name assignment method capable of assigning place names to web page segments have also been proposed. We have evaluated our proposed disambiguation and assignment …

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Optimal Sequential Decision Architectures And The Robustness Of Hierarchies And Polyarchies, Winston T. H. Koh Jun 2005

Optimal Sequential Decision Architectures And The Robustness Of Hierarchies And Polyarchies, Winston T. H. Koh

Research Collection School Of Economics

This paper studies collective decision making in the context of a project selection model. We derive the optimal decision architecture in the presence of marginal decision costs, and investigate the circumstances under which the hierarchy and polyarchy emerge as optimal sequential architectures. Our analysis extends previous results on optimal organizational decision-making to a sequential setting, and further demonstrates the fragility of the hierarchy and polyarchy as optimal architectures.

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Jackknifing Bond Option Prices, Peter C. B. Phillips, Jun Yu Jun 2005

Jackknifing Bond Option Prices, Peter C. B. Phillips, Jun Yu

Research Collection School Of Economics

Prices of interest rate derivative securities depend crucially on the mean reversion parameters of the underlying diffusions. These parameters are subject to estimation bias when standard methods are used. The estimation bias can be substantial even in very large samples and much more serious than the discretization bias, and it translates into a bias in pricing bond options and other derivative securities that is important in practical work. This article proposes a very general and computationally inexpensive method of bias reduction that is based on Quenouille's (1956; Biometrika, 43, 353-360) jackknife. We show how the method can be applied directly …

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Verifying Completeness Of Relational Query Results In Data Publishing, Hwee Hwa Pang, Arpit Jain, Krithi Ramamritham, Kian-Lee Tan Jun 2005

Verifying Completeness Of Relational Query Results In Data Publishing, Hwee Hwa Pang, Arpit Jain, Krithi Ramamritham, Kian-Lee Tan

Research Collection School Of Computing and Information Systems

In data publishing, the owner delegates the role of satisfying user queries to a third-party publisher. As the publisher may be untrusted or susceptible to attacks, it could produce incorrect query results. In this paper, we introduce a scheme for users to verify that their query results are complete (i.e., no qualifying tuples are omitted) and authentic (i.e., all the result values originated from the owner). The scheme supports range selection on key and non-key attributes, project as well as join queries on relational databases. Moreover, the proposed scheme complies with access control policies, is computationally secure, and can be …

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Breaking Public Key Cryptosystems On Tamper Resistant Devices In The Presence Of Transient Faults, Feng Bao, Robert H. Deng, Y. Han, A. Jeng, Arcot Desai Narasimhalu, T. Ngair Jun 2005

Breaking Public Key Cryptosystems On Tamper Resistant Devices In The Presence Of Transient Faults, Feng Bao, Robert H. Deng, Y. Han, A. Jeng, Arcot Desai Narasimhalu, T. Ngair

Research Collection School Of Computing and Information Systems

In this paper we present a method of attacking public-key cryptosystems (PKCs) on tamper resistant devices. The attack makes use of transient faults and seems applicable to many types of PKCs. In particular, we show how to attack the RSA, the E1Gamal signature scheme, the Schnorr signature scheme, and the DSA. We also present some possible methods to counter the attack.

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A Semi-Supervised Active Learning Framework For Image Retrieval, Steven Hoi, Michael R. Lyu Jun 2005

A Semi-Supervised Active Learning Framework For Image Retrieval, Steven Hoi, Michael R. Lyu

Research Collection School Of Computing and Information Systems

Although recent studies have shown that unlabeled data are beneficial to boosting the image retrieval performance, very few approaches for image retrieval can learn with labeled and unlabeled data effectively. This paper proposes a novel semi-supervised active learning framework comprising a fusion of semi-supervised learning and support vector machines. We provide theoretical analysis of the active learning framework and present a simple yet effective active learning algorithm for image retrieval. Experiments are conducted on real-world color images to compare with traditional methods. The promising experimental results show that our proposed scheme significantly outperforms the previous approaches.

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It's All Right To Be Wrong, Sometimes, Seow Hon Tan May 2005

It's All Right To Be Wrong, Sometimes, Seow Hon Tan

Research Collection Yong Pung How School Of Law

Racist comments made by some youths have spawned many reactions from Singaporeans. This presents another interesting issue: Do these reactions themselves evince the kind of intolerance of a diversity of opinions which they are attacking? When and how can we differ without being intolerant and disrespectful?

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Dynamically Optimized Context In Recommender Systems, Ghim-Eng Yap, Ah-Hwee Tan, Hwee Hwa Pang May 2005

Dynamically Optimized Context In Recommender Systems, Ghim-Eng Yap, Ah-Hwee Tan, Hwee Hwa Pang

Research Collection School Of Computing and Information Systems

Traditional approaches to recommender systems have not taken into account situational information when making recommendations, and this seriously limits the relevance of the results. This paper advocates context-awareness as a promising approach to enhance the performance of recommenders, and introduces a mechanism to realize this approach. We present a framework that separates the contextual concerns from the actual recommendation module, so that contexts can be readily shared across applications. More importantly, we devise a learning algorithm to dynamically identify the optimal set of contexts for a specific recommendation task and user. An extensive series of experiments has validated that our …

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The Operational Validity Of A Video-Based Situational Judgment Test For Medical College Admissions: Illustrating The Importance Of Matching Predictor And Criterion Construct Domains, Filip Lievens, Tine Buyse, Paul R. Sackett May 2005

The Operational Validity Of A Video-Based Situational Judgment Test For Medical College Admissions: Illustrating The Importance Of Matching Predictor And Criterion Construct Domains, Filip Lievens, Tine Buyse, Paul R. Sackett

Research Collection Lee Kong Chian School Of Business

This study is part of a trend of examining noncognitive predictors, for example, a situational judgment test (SJT), as supplements to cognitive predictors for making college admission decisions. The authors examined criterion data over multiple academic years and universities. The criterion domain was broadly conceptualized, including both cognitive and interpersonal domains. The sample consisted of 7,197 candidates of the Medical and Dental Studies Admission Exam in Belgium. Results confirmed the importance of cognitive predictors. A video-based SJT was differentially valid for predicting overall grade point average for different curricula. The SJT showed incremental validity over cognitively oriented measures for curricula …

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What Makes Knowledge Sharing In Organizations Tick? An Empirical Study, Yue Wah Chay, Thomas Menkhoff, Benjamin Loh, Hans-Dieter Evers May 2005

What Makes Knowledge Sharing In Organizations Tick? An Empirical Study, Yue Wah Chay, Thomas Menkhoff, Benjamin Loh, Hans-Dieter Evers

Research Collection Lee Kong Chian School Of Business

No abstract provided.

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Minimum Energy Reliable Paths Using Unreliable Wireless Links, Qunfeng Dong, Suman Banerjee, Micah Adler, Archan Misra May 2005

Minimum Energy Reliable Paths Using Unreliable Wireless Links, Qunfeng Dong, Suman Banerjee, Micah Adler, Archan Misra

Research Collection School Of Computing and Information Systems

We address the problem of energy-efficient reliable wireless communication in the presence of unreliable or lossy wireless link layers in multi-hop wireless networks. Prior work [1] has provided an optimal energy efficient solution to this problem for the case where link layers implement perfect reliability. However, a more common scenario --- a link layer that is not perfectly reliable, was left as an open problem. In this paper we first present two centralized algorithms, BAMER and GAMER, that optimally solve the minimum energy reliable communication problem in presence of unreliable links. Subsequently we present a distributed algorithm, DAMER, that approximates …

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Audit Quality, Legal And Disclosure Environments, And Analysts' Forecast Accuracy: Some International Evidence, Jong-Hag Choi, Tony Kang, Young Koan Kwon, Yoonseok Zang May 2005

Audit Quality, Legal And Disclosure Environments, And Analysts' Forecast Accuracy: Some International Evidence, Jong-Hag Choi, Tony Kang, Young Koan Kwon, Yoonseok Zang

Research Collection School Of Accountancy

In this study, we investigate the relation between the quality of external audit and earnings predictability of firms situated in different legal and disclosure environments around the world. In a sample of multinational firms cross-listed in the United States, we find that the association between audit quality and forecast accuracy is stronger in weak legal and disclosure environments than in strong legal and disclosure environments. We interpret these results as suggesting that audit service can serve as an alternative device to improve market participants' information environment in weak legal and disclosure environments.

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Non-Market Leadership Experience And Labor Market Success: Evidence From Military Rank, Myoung-Jae Lee, Chun Seng Yip May 2005

Non-Market Leadership Experience And Labor Market Success: Evidence From Military Rank, Myoung-Jae Lee, Chun Seng Yip

Research Collection School Of Economics

There has been much recent interest in the effects of pre and non-market skills on future labor market outcomes. This paper examines one such effect: the effect on future wages of military leadership experience among Vietnam generation American men. We study rank, not just veteran status. We argue that rank is a good measure of pre-market leadership skills because of the clear military hierarchy and the primarily youth experience of Vietnam service. Two sources of selection bias are accounted for: non-random military entry and eventual rank attained. We apply a modified 2-stage parametric sample selection method. The rank premia on …

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Dynamically-Optimized Context In Recommender Systems, Ghim-Eng Yap, Ah-Hwee Tan, Hwee-Hwa Pang May 2005

Dynamically-Optimized Context In Recommender Systems, Ghim-Eng Yap, Ah-Hwee Tan, Hwee-Hwa Pang

Research Collection School Of Computing and Information Systems

Traditional approaches to recommender systems have not taken into account situational information when making recommendations, and this seriously limits the relevance of the results. This paper advocates context-awareness as a promising approach to enhance the performance of recommenders, and introduces a mechanism to realize this approach. We present a framework that separates the contextual concerns from the actual recommendation module, so that contexts can be readily shared across applications. More importantly, we devise a learning algorithm to dynamically identify the optimal set of contexts for a specific recommendation task and user. An extensive series of experiments has validated that our …

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Leveraging Global Resources: A Distributed Process Maturity Framework For Software Product Development, Narayan Ramasubbu, M. S. Krishnan, Prasad Kompalli May 2005

Leveraging Global Resources: A Distributed Process Maturity Framework For Software Product Development, Narayan Ramasubbu, M. S. Krishnan, Prasad Kompalli

Research Collection School Of Computing and Information Systems

Distributed software development is pervasive in the software industry today as companies vie to leverage global resources. However, popular quality and process frameworks don?t specifically address the key processes needed for managing distributed software development. This practitioner-oriented, evolutionary process maturity framework for globally distributed software development features 24 new key process areas essential for managing distributed software product development and for continuously improving product management capabilities. An assessment survey helps practitioners implement the framework. In this article, the authors detail the framework and assessment survey, as well as report their experiences implementing the framework at a leading global firm. The …

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A New Architecture For User Authentication And Key Exchange Using Password For Federated Enterprises, Yanjiang Yang, Feng Bao, Robert H. Deng May 2005

A New Architecture For User Authentication And Key Exchange Using Password For Federated Enterprises, Yanjiang Yang, Feng Bao, Robert H. Deng

Research Collection School Of Computing and Information Systems

The rapid rise of federated enterprises entails a new way of trust management by the fact that an enterprise can account for partial trust of its affiliating organizations. On the other hand, password has historically been used as a main means for user authentication because of operational simplicity. We are thus motivated to explore the use of short password for user authentication and key exchange in the context of federated enterprises. Exploiting the special structure of a federated enterprise, our proposed new architecture comprises an external server managed by each affiliating organization and a central server managed by the enterprise …

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Secure Human Communications Based On Biometrics Signals, Yongdong Wu, Feng Bao, Robert H. Deng May 2005

Secure Human Communications Based On Biometrics Signals, Yongdong Wu, Feng Bao, Robert H. Deng

Research Collection School Of Computing and Information Systems

User authentication is the first and probably the most challenging step in achieving secure person-to-person communications. Most of the existing authentication schemes require communicating parties either share a secret/password or know each other's public key. In this paper we suggest a novel user authentication scheme that is easy to use and overcomes the requirements of sharing password or public keys. Our scheme allows two human users to perform mutual authentication and have secure communications over an open channel by exchanging biometrics signals (e. g., voice or video signals). In addition to user authentication, our scheme establishes a secret session key …

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It's All Right To Be Wrong, Sometimes, Seow Hon Tan May 2005

It's All Right To Be Wrong, Sometimes, Seow Hon Tan

Research Collection Yong Pung How School Of Law

Racist comments made by some youths have spawned many reactions from Singaporeans. This presents another interesting issue: Do these reactions themselves evince the kind of intolerance of a diversity of opinions which they are attacking? When and how can we differ without being intolerant and disrespectful?

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Walverine: A Walrasian Trading Agent, Shih-Fen Cheng, Evan Leung, Kevin M. Lochner, Kevin O'Malley, Daniel M. Reeves, Julian L. Schvartzman, Michael P. Wellman Apr 2005

Walverine: A Walrasian Trading Agent, Shih-Fen Cheng, Evan Leung, Kevin M. Lochner, Kevin O'Malley, Daniel M. Reeves, Julian L. Schvartzman, Michael P. Wellman

Research Collection School Of Computing and Information Systems

TAC-02 was the third in a series of Trading Agent Competition events fostering research in automating trading strategies by showcasing alternate approaches in an open-invitation market game. TAC presents a challenging travel-shopping scenario where agents must satisfy client preferences for complementary and substitutable goods by interacting through a variety of market types. Michigan's entry, Walverine, bases its decisions on a competitive (Walrasian) analysis of the TAC travel economy. Using this Walrasian model, we construct a decision-theoretic formulation of the optimal bidding problem, which Walverine solves in each round of bidding for each good. Walverine's optimal bidding approach, as well as …

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Effects Of Bilinguals' Controlled-Attention On Working Memory And Recognition, Hwajin Yang, Sujin Yang, Stephen J. Ceci, Qi Wang Apr 2005

Effects Of Bilinguals' Controlled-Attention On Working Memory And Recognition, Hwajin Yang, Sujin Yang, Stephen J. Ceci, Qi Wang

Research Collection School of Social Sciences

The present study investigated whether bilinguals could show higher working memory (WM) capacity by controlling their attention well on an attention-impeded Stroop-span task while undergoing constant interference. Our research question sprang up from the two existing bodies of research in Cognitive Psychology as an effort to connect the two.

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Providing Efficient Certification Services Against Active Attacks In Ad Hoc Networks, Bo Zhu, Guilin Wang, Zhiguo Wan, Mohan S. Kankanhalli, Feng Bao, Robert H. Deng Apr 2005

Providing Efficient Certification Services Against Active Attacks In Ad Hoc Networks, Bo Zhu, Guilin Wang, Zhiguo Wan, Mohan S. Kankanhalli, Feng Bao, Robert H. Deng

Research Collection School Of Computing and Information Systems

Most of previous research work in key management can only resist passive attacks, such as dropping the certificate request, and are vulnerable under active attacks, such as returning a fake reply to the node requesting the certification service. In this paper, we propose two algorithms to address both security and efficiency issues of certification services in ad hoc networks. Both of the algorithms can resist active attacks. In addition, simulation results show that, compared to the previous works, our second algorithm is not only much faster in a friendly environment, but it also works well in a hostile environment in …

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Ownership And The Internationalization Of Small Firms, Gerard George, Johan Wiklund, Shaker A. Zahra Apr 2005

Ownership And The Internationalization Of Small Firms, Gerard George, Johan Wiklund, Shaker A. Zahra

Research Collection Lee Kong Chian School Of Business

Small and medium-sized enterprises (SMEs) play an important role in international markets. This study argues that the ownership structures of SMEs influence their proclivity to take risks and expand the scale and scope of their internationalization efforts. Data from 889 Swedish SMEs reveal that internal owners (CEOs and other senior executives) tend to be risk averse and have a lower proclivity to increase scale and scope of internationalization than external owners (venture capitalists and institutional investors). The results provide interesting insights into the behavioral change of executives regarding the scale and scope of internationalization in the presence of external ownership.

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Spatial Orientation Strategies In Morris-Type Virtual Water Task For Humans, Janos Kallai, Tamas Makany, Kazmer Karadi, William J. Jacobs Apr 2005

Spatial Orientation Strategies In Morris-Type Virtual Water Task For Humans, Janos Kallai, Tamas Makany, Kazmer Karadi, William J. Jacobs

Research Collection Lee Kong Chian School Of Business

The present study characterized frequent motion patterns (search strategies) that occurred during spatial navigation in a virtual maze. The research focused on identifying and characterizing some search strategies, the temporal progression of strategy-use, and their role in spatial performance. Participants were 112 undergraduate students (42 males and 70 females). We identified three search strategies that predicted spatial performance. Enfilading refers to an approach-withdrawal pattern of active exploration near a target location. Thigmotaxis refers to a search strategy that involves continuous contact with the circular wall of the maze. Visual scan involves active visual exploration while the subject remains in a …

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Integrating User Feedback Log Into Relevance Feedback By Coupled Svm For Content-Based Image Retrieval, Steven C. H. Hoi, Michael R. Lyu, Rong Jin Apr 2005

Integrating User Feedback Log Into Relevance Feedback By Coupled Svm For Content-Based Image Retrieval, Steven C. H. Hoi, Michael R. Lyu, Rong Jin

Research Collection School Of Computing and Information Systems

Relevance feedback has been shown as an important tool to boost the retrieval performance in content-based image retrieval. In the past decade, various algorithms have been proposed to formulate relevance feedback in contentbased image retrieval. Traditional relevance feedback techniques mainly carry out the learning tasks by focusing lowlevel visual features of image content with little consideration on log information of user feedback. However, from a long-term learning perspective, the user feedback log is one of the most important resources to bridge the semantic gap problem in image retrieval. In this paper we propose a novel technique to integrate the log …

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Predictive Neural Networks For Gene Expression Data Analysis, Ah-Hwee Tan, Hong Pan Apr 2005

Predictive Neural Networks For Gene Expression Data Analysis, Ah-Hwee Tan, Hong Pan

Research Collection School Of Computing and Information Systems

Gene expression data generated by DNA microarray experiments have provided a vast resource for medical diagnosis and disease understanding. Most prior work in analyzing gene expression data, however, focuses on predictive performance but not so much on deriving human understandable knowledge. This paper presents a systematic approach for learning and extracting rule-based knowledge from gene expression data. A class of predictive self-organizing networks known as Adaptive Resonance Associative Map (ARAM) is used for modelling gene expression data, whose learned knowledge can be transformed into a set of symbolic IF-THEN rules for interpretation. For dimensionality reduction, we illustrate how the system …

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