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We propose a random walk model of asset returns where the parameters depend on market stress. Stress is measured by, e.g., the value of an implied volatility index. We show that model parameters including standard deviations and…

General Finance · Quantitative Finance 2016-05-11 Martin Gremm

Collaborative activities among knowledge workers such as software developers underlie the development of modern society, but the in-depth understanding of their behavioral patterns in open online communities is very challenging. The…

Software Engineering · Computer Science 2017-02-28 Hongrui Wu , Xiaowan Shi , Yutao Ma

Distributed storage systems often employ erasure codes to achieve high data reliability while attaining space efficiency. Such storage systems are known to be susceptible to long tails in response time. It has been shown that in modern…

Information Theory · Computer Science 2017-08-04 Vaneet Aggarwal , Tian Lan

Context: Free and Open Source Software (FOSS) communities' ability to stay viable and productive over time is pivotal for society as they maintain the building blocks that digital infrastructure, products, and services depend on.…

Software Engineering · Computer Science 2024-02-13 Adam Alami , Raúl Pardo , Johan Linåker

In nature ecosystems, animal life-spans are determined by genes and some other biological characteristics. Similarly, the software project life-spans are related to some internal or external characteristics. Analyzing the relations between…

Software Engineering · Computer Science 2017-11-01 Zhifang Liao , Benhong Zhao , Shengzong Liu , Haozhi Jin , Dayu He , Liu Yang , Jinsong Wu , Yan Zhang

We present a model for growing information networks where the ageing of a node depends on the time at which it entered the network and on the last time it was cited. The model is shown to undergo a transition from a small-world to…

Physics and Society · Physics 2007-05-23 R. Lambiotte

Several results in previous works, strongly depend on the exponential tail of the linkages' distribution in our adhesive models. The purpose of this paper is to weaken this hypothesis and to allow more fat tails for large ages. From the…

Analysis of PDEs · Mathematics 2024-07-09 Samar Allouch , Vuk Milisic

In this paper we apply mutation testing in an in-time fashion, i.e., across multiple project releases. Thus, we investigate how the mutants of the current version behave in the future versions of the programs. We study the characteristics…

Software Engineering · Computer Science 2025-01-06 Jeongju Sohn , Ezekiel Soremekun , Michail Papadakis

Refactoring is an essential activity during software evolution. Frequently, practitioners rely on such transformations to improve source code maintainability and quality. As a consequence, this process may produce new source code entities…

Software Engineering · Computer Science 2020-03-11 Aline Brito , Andre Hora , Marco Tulio Valente

Digital transformation forces companies to rethink their processes to meet current customer needs. Business Process Management (BPM) can provide the means to structure and tackle this change. However, most approaches to BPM face…

Software Engineering · Computer Science 2020-12-02 Marcus Fischer , Adrian Hofmann , Florian Imgrund , Christian Janiesch , Axel Winkelmann

We propose a stochastic process driven by the memory effect with novel distributions which include both exponential and leptokurtic heavy-tailed distributions. A class of the distributions is analytically derived from the continuum limit of…

Statistics Theory · Mathematics 2012-03-27 Jongwook Kim , Teppei Okumura

We study the temporal evolution of the holding-time distribution of bitcoins and find that the average distribution of holding-time is a heavy-tailed power law extending from one day to over at least $200$ weeks with an exponent…

Trading and Market Microstructure · Quantitative Finance 2024-01-10 Didier Sornette , Yu Zhang

A number of human activities exhibit a bursty pattern, namely periods of very high activity that are followed by rest periods. Records of these processes generate time series of events whose inter-event times follow a probability…

Software libraries are the elementary building blocks of open source software ecosystems, extending the capabilities of programming languages beyond their standard libraries. Although ecosystem health is often quantified using data on…

Software Engineering · Computer Science 2024-11-25 Gábor Mészáros , Johannes Wachs

Our study is focused on an evaluation of the maintainability characteristic in the context of the long-term evolution of open-source software. According to well established software quality models such as the ISO 9126 and the more recent…

Software Engineering · Computer Science 2020-09-03 Arthur-Jozsef Molnar , Simona Motogna

While technical debt grows in absolute numbers as software systems evolve over time, the density of technical debt (technical debt divided by lines of code) is reduced in some cases. This can be explained by either the application of…

Software Engineering · Computer Science 2020-10-20 George Digkas , Alexander Chatzigeorgiou , Apostolos Ampatzoglou , Paris Avgeriou

Tail averaging consists in averaging the last examples in a stream. Common techniques either have a memory requirement which grows with the number of samples to average, are not available at every timestep or do not accomodate growing…

Machine Learning · Computer Science 2019-02-21 Nicolas Le Roux

Modern software systems have transitioned from purely code-based architectures to AI-integrated systems where pre-trained models (PTMs) serve as permanent dependencies. However, while the evolution of traditional software libraries is…

Software Engineering · Computer Science 2026-04-21 Peerachai Banyongrakkul , Mansooreh Zahedi , Christoph Treude , Haoyu Gao , Patanamon Thongtanunam

We present a dynamical theory of complex cooperative projects such as large engineering design or software development efforts, comprised of concurrent and interrelated tasks. The model accounts for temporal fluctuations both in task…

Other Condensed Matter · Physics 2007-05-23 Bernardo A. Huberman , Dennis M. Wilkinson

Nowadays, software has become a complex piece of work that may be beyond our control. Understanding how software evolves over time plays an important role in controlling software development processes. Recently, a few researchers found the…

Software Engineering · Computer Science 2008-08-26 Yutao Ma , Keqing He , Jing Liu