Non-Negativity Preserving Numerical Algorithms for Problems in Mathematical Finance

We give a study result to analyze a rather different, semi-analytical numerical algorithms based on splitting-step methods with their applications to mathematical finance. As certain subsistent numerical schemes may fail due to producing negative values for financial variables which require non-negativity preserving. These algorithms which we are analyzing preserve not only the non-negativity, but also the character of boundaries (natural, reflecting, absorbing, etc.). The derivatives of the CIR process and the Heston model are being extensively studied. Beyond plain vanilla European options, we creatively apply our splitting-step methods to a path-dependent option valuation. We compare our algorithms to a class of numerical schemes based on Euler discretization which are prevalent currently. The comparisons are given with respect to both accuracy and computational time for the European call option under the CIR model whereas with respect to convergence rate for the path-dependent option under the CIR model and the European call option under the Heston model.

MAXIMAL FUNCTION CHARACTERIZATIONS OF HARDY SPACES ASSOCIATED WITH BOTH NON-NEGATIVE SELF-ADJOINT OPERATORS SATISFYING GAUSSIAN ESTIMATES AND BALL QUASI-BANACH FUNCTION SPACES

Assume that L is a non-negative self-adjoint operator on L^(2)(ℝ^(n))with its heat kernels satisfying the so-called Gaussian upper bound estimate and that X is a ball quasi-Banach function space onℝ^(n) satisfying some mild assumptions.Let HX,L(ℝ^(n))be the Hardy space associated with both X and L,which is defined by the Lusin area function related to the semigroup generated by L.In this article,the authors establish various maximal function characterizations of the Hardy space HX,L(ℝ^(n))and then apply these characterizations to obtain the solvability of the related Cauchy problem.These results have a wide range of generality and,in particular,the specific spaces X to which these results can be applied include the weighted space,the variable space,the mixed-norm space,the Orlicz space,the Orlicz-slice space,and the Morrey space.Moreover,the obtained maximal function characterizations of the mixed-norm Hardy space,the Orlicz-slice Hardy space,and the Morrey-Hardy space associated with L are completely new.

Prognostic model for prostate cancer based on glycolysis-related genes and non-negative matrix factorization analysis

Background:Establishing an appropriate prognostic model for PCa is essential for its effective treatment.Glycolysis is a vital energy-harvesting mechanism for tumors.Developing a prognostic model for PCa based on glycolysis-related genes is novel and has great potential.Methods:First,gene expression and clinical data of PCa patients were downloaded from The Cancer Genome Atlas(TCGA)and Gene Expression Omnibus(GEO),and glycolysis-related genes were obtained from the Molecular Signatures Database(MSigDB).Gene enrichment analysis was performed to verify that glycolysis functions were enriched in the genes we obtained,which were used in nonnegative matrix factorization(NMF)to identify clusters.The correlation between clusters and clinical features was discussed,and the differentially expressed genes(DEGs)between the two clusters were investigated.Based on the DEGs,we investigated the biological differences between clusters,including immune cell infiltration,mutation,tumor immune dysfunction and exclusion,immune function,and checkpoint genes.To establish the prognostic model,the genes were filtered based on univariable Cox regression,LASSO,and multivariable Cox regression.Kaplan–Meier analysis and receiver operating characteristic analysis validated the prognostic value of the model.A nomogram of the risk score calculated by the prognostic model and clinical characteristics was constructed to quantitatively estimate the survival probability for PCa patients in the clinical setting.Result:The genes obtained from MSigDB were enriched in glycolysis functions.Two clusters were identified by NMF analysis based on 272 glycolysis-related genes,and a prognostic model based on DEGs between the two clusters was finally established.The prognostic model consisted of LAMPS,SPRN,ATOH1,TANC1,ETV1,TDRD1,KLK14,MESP2,POSTN,CRIP2,NAT1,AKR7A3,PODXL,CARTPT,and PCDHGB2.All sample,training,and test cohorts from The Cancer Genome Atlas(TCGA)and the external validation cohort from GEO showed significant differences between the high-risk and low-risk groups.The area under the ROC curve showed great performance of this prognostic model.Conclusion:A prognostic model based on glycolysis-related genes was established,with great performance and potential significance to the clinical application.

Non-Negative Adaptive Mechanism-Based Sliding Mode Control for Parallel Manipulators with Uncertainties

In this paper,a non-negative adaptive mechanism based on an adaptive nonsingular fast terminal sliding mode control strategy is proposed to have finite time and high-speed trajectory tracking for parallel manipulators with the existence of unknown bounded complex uncertainties and external disturbances.The proposed approach is a hybrid scheme of the online non-negative adaptive mechanism,tracking differentiator,and nonsingular fast terminal sliding mode control(NFTSMC).Based on the online non-negative adaptive mechanism,the proposed control can remove the assumption that the uncertainties and disturbances must be bounded for the NFTSMC controllers.The proposed controller has several advantages such as simple structure,easy implementation,rapid response,chattering-free,high precision,robustness,singularity avoidance,and finite-time convergence.Since all control parameters are online updated via tracking differentiator and non-negative adaptive law,the tracking control performance at high-speed motions can be better in real-time requirement and disturbance rejection ability.Finally,simulation results validate the effectiveness of the proposed method.

Evaluating Partitioning Based Clustering Methods for Extended Non-negative Matrix Factorization (NMF)

Data is humongous today because of the extensive use of World WideWeb, Social Media and Intelligent Systems. This data can be very important anduseful if it is harnessed carefully and correctly. Useful information can beextracted from this massive data using the Data Mining process. The informationextracted can be used to make vital decisions in various industries. Clustering is avery popular Data Mining method which divides the data points into differentgroups such that all similar data points form a part of the same group. Clusteringmethods are of various types. Many parameters and indexes exist for the evaluationand comparison of these methods. In this paper, we have compared partitioningbased methods K-Means, Fuzzy C-Means (FCM), Partitioning AroundMedoids (PAM) and Clustering Large Application (CLARA) on secure perturbeddata. Comparison and identification has been done for the method which performsbetter for analyzing the data perturbed using Extended NMF on the basis of thevalues of various indexes like Dunn Index, Silhouette Index, Xie-Beni Indexand Davies-Bouldin Index.

Sparseness-controlled non-negative tensor factorization and its application in machinery fault diagnosis

Aiming at the problems of bispectral analysis when applied to machinery fault diagnosis, a machinery fault feature extraction method based on sparseness-controlled non-negative tensor factorization （SNTF） is proposed. First, a non-negative tensor factorization（NTF） algorithm is improved by imposing sparseness constraints on it. Secondly, the bispectral images of mechanical signals are obtained and stacked to form a third-order tensor. Thirdly, the improved algorithm is used to extract features, which are represented by a series of basis images from this tensor. Finally, coefficients indicating these basis images＇ weights in constituting original bispectral images are calculated for fault classification. Experiments on fault diagnosis of gearboxes show that the extracted features can not only reveal some nonlinear characteristics of the system, but also have intuitive meanings with regard to fault characteristic frequencies. These features provide great convenience for the interpretation of the relationships between machinery faults and corresponding bispectra.

Local hierarchical non-negative tensor factorization and its application in machinery fault diagnosis

Aiming at the slow convergence and low accuracy problems of the traditional non-negative tensor factorization, a local hierarchical non-negative tensor factorization method is proposed by applying the local objective function theory to non- negative tensor factorization and combining the three semi-non- negative matrix factorization（NMF） model. The effectiveness of the method is verified by the facial feature extraction experiment. Through the decomposition of a series of an air compressor＇s vibration signals composed in the form of a bispectrum by this new method, the basis images representing the fault features and corresponding weight matrices are obtained. Then the relationships between characteristics and faults are analyzed and the fault types are classified by importing the weight matrices into the BP neural network. Experimental results show that the accuracy of fault diagnosis is improved by this new method compared with other feature extraction methods.

Information Centric Networking Based Cooperative Caching Framework for 5G Communication Systems

The demands on conventional communication networks are increasing rapidly because of the exponential expansion of connected multimedia content.In light of the data-centric aspect of contemporary communication,the information-centric network(ICN)paradigm offers hope for a solution by emphasizing content retrieval by name instead of location.If 5G networks are to meet the expected data demand surge from expanded connectivity and Internet of Things(IoT)devices,then effective caching solutions will be required tomaximize network throughput andminimize the use of resources.Hence,an ICN-based Cooperative Caching(ICN-CoC)technique has been used to select a cache by considering cache position,content attractiveness,and rate prediction.The findings show that utilizing our suggested approach improves caching regarding the Cache Hit Ratio(CHR)of 84.3%,Average Hop Minimization Ratio(AHMR)of 89.5%,and Mean Access Latency(MAL)of 0.4 s.Within a framework,it suggests improved caching strategies to handle the difficulty of effectively controlling data consumption in 5G networks.These improvements aim to make the network run more smoothly by enhancing content delivery,decreasing latency,and relieving congestion.By improving 5G communication systems’capacity tomanage the demands faced by modern data-centric applications,the research ultimately aids in advancement.

A Novel CCA-NMF Whitening Method for Practical Machine Learning Based Underwater Direction of Arrival Estimation

Underwater direction of arrival(DOA)estimation has always been a very challenging theoretical and practical problem.Due to the serious non-stationary,non-linear,and non-Gaussian characteristics,machine learning based DOA estimation methods trained on simulated Gaussian noised array data cannot be directly applied to actual underwater DOA estimation tasks.In order to deal with this problem,environmental data with no target echoes can be employed to analyze the non-Gaussian components.Then,the obtained information about non-Gaussian components can be used to whiten the array data.Based on these considerations,a novel practical sonar array whitening method was proposed.Specifically,based on a weak assumption that the non-Gaussian components in adjacent patches with and without target echoes are almost the same,canonical cor-relation analysis(CCA)and non-negative matrix factorization(NMF)techniques are employed for whitening the array data.With the whitened array data,machine learning based DOA estimation models trained on simulated Gaussian noised datasets can be used to perform underwater DOA estimation tasks.Experimental results illustrated that,using actual underwater datasets for testing with known machine learning based DOA estimation models,accurate and robust DOA estimation performance can be achieved by using the proposed whitening method in different underwater con-ditions.

Feature Extraction and Recognition for Rolling Element Bearing Fault Utilizing Short-Time Fourier Transform and Non-negative Matrix Factorization

Due to the non-stationary characteristics of vibration signals acquired from rolling element bearing fault, thc time-frequency analysis is often applied to describe the local information of these unstable signals smartly. However, it is difficult to classitythe high dimensional feature matrix directly because of too large dimensions for many classifiers. This paper combines the concepts of time-frequency distribution（TFD） with non-negative matrix factorization（NMF）, and proposes a novel TFD matrix factorization method to enhance representation and identification of bearing fault. Throughout this method, the TFD of a vibration signal is firstly accomplished to describe the localized faults with short-time Fourier transform（STFT）. Then, the supervised NMF mapping is adopted to extract the fault features from TFD. Meanwhile, the fault samples can be clustered and recognized automatically by using the clustering property of NMF. The proposed method takes advantages of the NMF in the parts-based representation and the adaptive clustering. The localized fault features of interest can be extracted as well. To evaluate the performance of the proposed method, the 9 kinds of the bearing fault on a test bench is performed. The proposed method can effectively identify the fault severity and different fault types. Moreover, in comparison with the artificial neural network（ANN）, NMF yields 99.3% mean accuracy which is much superior to ANN. This research presents a simple and practical resolution for the fault diagnosis problem of rolling element bearing in high dimensional feature space.

Graph Regularized L_p Smooth Non-negative Matrix Factorization for Data Representation

This paper proposes a Graph regularized Lpsmooth non-negative matrix factorization(GSNMF) method by incorporating graph regularization and L_p smoothing constraint, which considers the intrinsic geometric information of a data set and produces smooth and stable solutions. The main contributions are as follows: first, graph regularization is added into NMF to discover the hidden semantics and simultaneously respect the intrinsic geometric structure information of a data set. Second,the Lpsmoothing constraint is incorporated into NMF to combine the merits of isotropic(L_2-norm) and anisotropic(L_1-norm)diffusion smoothing, and produces a smooth and more accurate solution to the optimization problem. Finally, the update rules and proof of convergence of GSNMF are given. Experiments on several data sets show that the proposed method outperforms related state-of-the-art methods.

Total Variation Constrained Non-Negative Matrix Factorization for Medical Image Registration

This paper presents a novel medical image registration algorithm named total variation constrained graphregularization for non-negative matrix factorization(TV-GNMF).The method utilizes non-negative matrix factorization by total variation constraint and graph regularization.The main contributions of our work are the following.First,total variation is incorporated into NMF to control the diffusion speed.The purpose is to denoise in smooth regions and preserve features or details of the data in edge regions by using a diffusion coefficient based on gradient information.Second,we add graph regularization into NMF to reveal intrinsic geometry and structure information of features to enhance the discrimination power.Third,the multiplicative update rules and proof of convergence of the TV-GNMF algorithm are given.Experiments conducted on datasets show that the proposed TV-GNMF method outperforms other state-of-the-art algorithms.

Isolation of Whole-plant Multiple Oscillations via Non-negative Spectral Decompositio

Constrained spectral non-negative matrix factorization(NMF)analysis of perturbed oscillatory process control loop variable data is performed for the isolation of multiple plant-wide oscillatory sources.The technique is described and demonstrated by analyzing data from both simulated and real plant data of a chemical process plant. Results show that the proposed approach can map multiple oscillatory sources onto the most appropriate control loops,and has superior performance in terms of reconstruction accuracy and intuitive understanding compared with spectral independent component analysis(ICA).

Obtaining Profiles Based on Localized Non-negative Matrix Factorization

Nonnegative matrix factorization (NMF) is a method to get parts-based features of information and form the typical profiles. But the basis vectors NMF gets are not orthogonal so that parts-based features of information are usually redundancy. In this paper, we propose two different approaches based on localized non-negative matrix factorization (LNMF) to obtain the typical user session profiles and typical semantic profiles of junk mails. The LNMF get basis vectors as orthogonal as possible so that it can get accurate profiles. The experiments show that the approach based on LNMF can obtain better profiles than the approach based on NMF. Key words localized non-negative matrix factorization - profile - log mining - mail filtering CLC number TP 391 Foundation item: Supported by the National Natural Science Foundation of China (60373066, 60303024), National Grand Fundamental Research 973 Program of China (2002CB312000), National Research Foundation for the Doctoral Program of Higher Education of China (20020286004).Biography: Jiang Ji-xiang (1980-), male, Master candidate, research direction: data mining, knowledge representation on the Web.

High Quality Audio Object Coding Framework Based on Non-Negative Matrix Factorization

Object-based audio coding is the main technique of audio scene coding. It can effectively reconstruct each object trajectory, besides provide sufficient flexibility for personalized audio scene reconstruction. So more and more attentions have been paid to the object-based audio coding. However, existing object-based techniques have poor sound quality because of low parameter frequency domain resolution. In order to achieve high quality audio object coding, we propose a new coding framework with introducing the non-negative matrix factorization(NMF) method. We extract object parameters with high resolution to improve sound quality, and apply NMF method to parameter coding to reduce the high bitrate caused by high resolution. And the experimental results have shown that the proposed framework can improve the coding quality by 25%, so it can provide a better solution to encode audio scene in a more flexible and higher quality way.

Application and Effect of Intelligent Disinfection Robot in Non-Negative Pressure Isolation Ward of Novel Coronavirus Pneumonia Designated Hospital

The application of intelligent disinfection robot in designated non-negative pressure isolation ward during the outbreak in novel coronavirus pneumonia. The construction and competition, disinfection mode of intelligent disinfection robot, the setting of disinfection point built on area and number of isolation ward, can be introduced below. Frequency can realize remote control when staff uses a table to give instruction and set disinfection mode, and then the intelligent disinfection robot returns automatically to the charging pile to charge when the instruction is completed. It can also autonomously move to sterilize without human participation, which makes man-machine separation and accurate disinfection come true. The chance of contact infection and exposure is decreased when an intelligent disinfection robot is used to sterilize the environment and object surface in an isolation ward, which can also reduce occupational exposure, achieve occupational protection of medical workers and ensure there is no hospital infection.

A novel trilinear decomposition algorithm:Three-dimension non-negative matrix factorization

Non-negative matrix factorization （NMF） is a technique for dimensionality reduction by placing non-negativity constraints on the matrix. Based on the PARAFAC model, NMF was extended for three-dimension data decomposition. The three-dimension nonnegative matrix factorization （NMF3） algorithm, which was concise and easy to implement, was given in this paper. The NMF3 algorithm implementation was based on elements but not on vectors. It could decompose a data array directly without unfolding, which was not similar to that the traditional algorithms do, It has been applied to the simulated data array decomposition and obtained reasonable results. It showed that NMF3 could be introduced for curve resolution in chemometrics.

Alzheimer’s disease classification based on sparse functional connectivity and non-negative matrix factorization

A novel framework is proposed to obtain physiologically meaningful features for Alzheimer's disease(AD)classification based on sparse functional connectivity and non-negative matrix factorization.Specifically,the non-negative adaptive sparse representation(NASR)method is applied to compute the sparse functional connectivity among brain regions based on functional magnetic resonance imaging(fMRI)data for feature extraction.Afterwards,the sparse non-negative matrix factorization(sNMF)method is adopted for dimensionality reduction to obtain low-dimensional features with straightforward physical meaning.The experimental results show that the proposed framework outperforms the competing frameworks in terms of classification accuracy,sensitivity and specificity.Furthermore,three sub-networks,including the default mode network,the basal ganglia-thalamus-limbic network and the temporal-insular network,are found to have notable differences between the AD patients and the healthy subjects.The proposed framework can effectively identify AD patients and has potentials for extending the understanding of the pathological changes of AD.

ISAR target recognition based on non-negative sparse coding

Aiming at technical difficulties in feature extraction for the inverse synthetic aperture radar （ISAR） target recognition, this paper imports the concept of visual perception and presents a novel method, which is based on the combination of non-negative sparse coding （NNSC） and linear discrimination optimization, to recognize targets in ISAR images. This method implements NNSC on the matrix constituted by the intensities of pixels in ISAR images for training, to obtain non-negative sparse bases which characterize sparse distribution of strong scattering centers. Then this paper chooses sparse bases via optimization criteria and calculates the corresponding non-negative sparse codes of both training and test images as the feature vectors, which are input into k neighbors classifier to realize recognition finally. The feasibility and robustness of the proposed method are proved by comparing with the template matching, principle component analysis （PCA） and non-negative matrix factorization （NMF） via simulations.

The Smoothness of Weak Solutions to the System of Second Order Differential Equations with Non-negative Characteristics

In this paper,we will discuss smoothness of weak solutions for the system of second order differential equations eith non-negative characteristies.First of all,we establish boundary,and interior estimates and then we prove that solutions of regularization problem satisfy Lipschitz condition.