Before revision:  In this paper we propose a novel decision function and study the network (S_t/K, \tau) V_t/K where V_t is the time value. Empirical experiments will be carried out to demonstrate that this new decision function significantly improves  Hutchinson-Lo-Poggio 's model by faster learning and better generalization performance.
After revision:  In this paper we propose a novel decision function and study the network (S_t/K, \tau) We propose a time value related decision function to treat a classical option pricing problem raised by Hutchinson-Lo-Poggio. In numerical experiments, the new decision function significantly improves Hutchinson-Lo-Poggio 's model by faster learning and better generalization performance.