English
Related papers

Related papers: Fat tails, long memory, maturity and ageing in ope…

200 papers

This paper presents an analysis of technical debt management through resources allocation policies in software maintenance process during its operation to demonstrate how different strategies leads to the emergence of different behaviors…

Software Engineering · Computer Science 2016-09-23 Eduardo Ferreira Franco , Joaquim Rocha , Hamilton Carvalho , Martins Marcelo , Kechi Hirama

Organizational growth processes have consistently been shown to exhibit a fatter-than-Gaussian growth-rate distribution in a variety of settings. Long periods of relatively small changes are interrupted by sudden changes in all size scales.…

Physics and Society · Physics 2014-08-13 Hernan Mondani , Petter Holme , Fredrik Liljeros

How self-organized networks develop, mature and degenerate is a key question for sociotechnical, cyberphysical and biological systems with potential applications from tackling violent extremism through to neurological diseases. So far, it…

Physics and Society · Physics 2017-06-05 M. Zheng , Z. Cao , Y. Vorobyeva , P. Manrique , C. Song , N. F. Johnson

A classic problem in physics is the origin of fat tailed distributions generated by complex systems. We study the distributions of stock returns measured over different time lags $\tau.$ We find that destroying all correlations without…

Disordered Systems and Neural Networks · Physics 2008-12-02 G. M. Viswanathan , U. L. Fulco , M. L. Lyra , M. Serva

Reliability, longevity, availability, and deadline guarantees are the four most important metrics to measure the QoS of long-running safety-critical real-time applications. Software aging is one of the major factors that impact the safety…

Software Engineering · Computer Science 2018-11-21 Chunhui Guo , Hao Wu , Xiayu Hua , Shangping Ren , Jerzy Nogiec

To explore the mechanistic relationships between ageing, frailty and mortality, we developed a computational model in which possible health attributes are represented by the nodes of a complex network. Each node can be either damaged (i.e.…

Populations and Evolution · Quantitative Biology 2017-06-30 Andrew D. Rutenberg , Arnold B. Mitnitski , Spencer Farrell , Kenneth Rockwood

Context: Mining software repositories is a popular means to gain insights into a software project's evolution, monitor project health, support decisions and derive best practices. Tools supporting the mining process are commonly applied by…

Software Engineering · Computer Science 2025-11-13 Nicole Hoess , Carlos Paradis , Rick Kazman , Wolfgang Mauerer

This review paper explores the evolution of discussions about "long-tail" scientific data in the scholarly literature. The "long-tail" concept, originally used to explain trends in digital consumer goods, was first applied to scientific…

Digital Libraries · Computer Science 2024-12-19 Gretchen R. Stahlman , Inna Kouper

Context: Software-intensive organizations' rationale for sharing Open Source Software (OSS) may be driven by both idealistic, strategic and commercial objectives, and include both monetary as well as non-monetary benefits. To gain the…

Software Engineering · Computer Science 2022-08-02 Johan Linåker , Björn Regnell

The distribution of returns in financial time series exhibits heavy tails. In empirical studies, it has been found that gaps between the orders in the order book lead to large price shifts and thereby to these heavy tails. We set up an…

Trading and Market Microstructure · Quantitative Finance 2012-12-04 Thilo A. Schmitt , Rudi Schäfer , Michael C. Münnix , Thomas Guhr

A recent line of empirical studies has demonstrated that SGD might exhibit a heavy-tailed behavior in practical settings, and the heaviness of the tails might correlate with the overall performance. In this paper, we investigate the…

Machine Learning · Computer Science 2023-10-31 Krunoslav Lehman Pavasovic , Alain Durmus , Umut Simsekli

The scaling properties of the roughness of surfaces grown by two different processes randomly alternating in time, are addressed. The duration of each application of the two primary processes is assumed to be independently drawn from given…

Statistical Mechanics · Physics 2009-11-07 Subhadip Raychaudhuri , Yonathan Shapir

One stylized feature of financial volatility impacting the modeling process is long memory. This paper examines long memory for alternative risk measures, observed absolute and squared returns for Daily REITs and compares the findings for a…

Statistical Finance · Quantitative Finance 2011-03-29 John Cotter , Simon Stevenson

Context: Branching has been widely adopted in version control to enable collaborative software development. However, the isolation caused by branches may impose challenges on the upcoming merging process. Recently, companies like Google,…

Software Engineering · Computer Science 2021-09-14 Eduardo Smil Prutchi , Heleno de Souza Campos Junior , Leonardo Gresta Paulino Murta

The rapid development of new software and algorithms, fueled by the immense amount of data available, has made the shelf life of software products a lot shorter. With a rough estimate of more than 40,000 new software projects developed…

Software Engineering · Computer Science 2022-04-11 Zena Assaad , Mina Henein

The expOU stochastic volatility model is capable of reproducing fairly well most important statistical properties of financial markets daily data. Among them, the presence of multiple time scales in the volatility autocorrelation is perhaps…

Physics and Society · Physics 2008-12-02 Josep Perello

Open source software projects evolve thanks to a group of volunteers that help in their development. Thus, the success of these projects depends on their ability to attract (and keep) developers. We believe the openness of a project, i.e.,…

Software Engineering · Computer Science 2014-09-16 Valerio Cosentino , Javier Luis Canovas Izquierdo , Jordi Cabot

Aging in complex systems is studied via the sandpile model. Relaxation of avalanches in sandpiles is observed to depend on the time elapsed since the begining of the relaxation. Levy behavior is observed in the distribution of…

Soft Condensed Matter · Physics 2007-05-23 Oscar Sotolongo-Costa , Alexei Vazquez , J. C. Antoranz

This paper introduces Diff Authoring Time (DAT), a powerful, yet conceptually simple approach to measuring software development productivity that enables rigorous experimentation. DAT is a time based metric, which assess how long engineers…

This paper describes limiting behaviour of tail empirical process associated with long memory stochastic volatility models. We show that such process has dichotomous behaviour, according to an interplay between a Hurst parameter and a tail…

Statistics Theory · Mathematics 2010-11-23 Rafal Kulik , Philippe Soulier