Autism spectrum disorder (ASD) is a range of neurodevelopmental disorders with behavioral and cognitive impairment and brings huge burdens to the patients’ families and the society. To accurately identify patients with ASD from typical controls is important for early detection and early intervention. However, almost all the current existing classification methods for ASD based on structural MRI (sMRI) mainly utilize the independent local morphological features and do not consider the covariance patterns of these features between regions. In this study, by combining the convolutional neural network (CNN) and individual structural covariance network, we proposed a new framework to classify ASD patients with sMRI data from the ABIDE consortium. Moreover, gradient-weighted class activation mapping (Grad-CAM) was applied to characterize the weight of features contributing to the classification. The experimental results showed that our proposed method outperforms the currently used methods for classifying ASD patients with the ABIDE data and achieves a high classification accuracy of 71.8% across different sites. Furthermore, the discriminative features were found to be mainly located in the prefrontal cortex and cerebellum, which may be the early biomarkers for the diagnosis of ASD. Our study demonstrated that CNN is an effective tool to build the framework for the diagnosis of ASD with individual structural covariance brain network.
The static topology properties of financial networks have been widely investigated since the work done by Mantegna, yet their dynamic evolution with time is little considered. In this paper, we comprehensively study the dynamic evolution of financial network by a sliding window technique. The vertices and edges of financial network are represented by the stocks from S&P500 components and correlations between pairs of daily returns of price fluctuation, respectively. Furthermore, the duration of stock price fluctuation, spanning from January 4, 1985 to September 14, 2009, makes us to carefully observe the relation between the dynamic topological properties and big financial crashes. The empirical results suggest that the financial network has the robust small-world property when the time evolves, and the topological structure drastically changes when the big financial crashes occur. This correspondence between the dynamic evolution of financial network and big financial crashes may provide a novel view to understand the origin of economic crisis.
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