A Multi-Source Approach for Bug Triage

Bug triaging refers to the process of assigning a bug to the most appropriate fixer. As the scale and complexity of software increases, bug triaging becomes a tedious and time-consuming work. Existing bug triaging approaches typically treat it as a problem of optimizing recommendation accuracy. However, the time that different fixers may spend also varies. Thus, we take time cost as another optimizing objective aside from accuracy and use modern portfolio theory to strike a balance between them. In addition, for fixers with little fixing records, we need more data to build profiles about their expertise. To address these problems, we propose a bug triaging approach with awareness of accuracy and time cost, and we use bug reports from other projects to enrich the bug fixing history of fixers. We evaluate our approach with experiments on data collected from Bugzilla. The experiment results validate the effectiveness of our approach.

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Improving the performance of equity portfolios

Journal of the Institute of Actuaries ◽

10.1017/s0020268100042888 ◽

1988 ◽

Vol 115 (4) ◽

pp. 631-691 ◽

Cited By ~ 2

Author(s):

R. S. Clarkson ◽

J. Plymen

Keyword(s):

Portfolio Theory ◽

Investment Analysis ◽

Modern Portfolio Theory ◽

Research Attention ◽

Investment Manager ◽

History Of ◽

Equity Portfolios ◽

Data Banks

This paper has the strictly practical objective of devising procedures for managing Equity portfolios to the best advantage.First, Modern Portfolio Theory, (MPT) which has been developed over the last 35 years with just this objective, is critically examined; from a study of the history of MPT and of its philosophy, principles and practices, the authors conclude that this discipline makes no contribution whatever to improving the performance.The Index Fund step-up is a sterile concept. Surely a professional investment manager, using modern techniques of data banks, investment analysis, etc. should improve on the Index performance. This objective is in conflict with the Perfect Market Principle. For the less erudite investors, who are, of course, in the majority, the Perfect Market Principle may well apply, at any rate, to the well researched leading shares. However, the Perfect Market Principle should not apply to the erudite, professional investor, well equipped and well advised, who should be able to find many opportunities for situations with undervalued and overvalued shares, both among the leading issues and particularly within the smaller companies that get less research attention.

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THE BEGINNINGS OF A ‘COMMON-SENSE’ APPROACH TO PORTFOLIO THEORY BY NINETEENTH-CENTURY FRENCH FINANCIAL ANALYSTS PAUL LEROY-BEAULIEU AND ALFRED NEYMARCK

Journal of the History of Economic Thought ◽

10.1017/s1053837214000017 ◽

2014 ◽

Vol 36 (1) ◽

pp. 23-44 ◽

Cited By ~ 4

Author(s):

Cécile Edlinger ◽

Antoine Parent

Keyword(s):

Risk Aversion ◽

Common Sense ◽

Risk Premium ◽

Financial Analysts ◽

Portfolio Theory ◽

Turn Of The Century ◽

Modern Portfolio Theory ◽

Founding Fathers ◽

Systematic Risks ◽

History Of

This article is an addition to the revisited history of financial economics. While Markowitz (1952, 1959), Roy (1952), and Tobin (1958) are recognized as the founding fathers of Modern Portfolio Theory, we recall that its origins should be traced prior to 1914. We consider two, turn-of-the-century, French, financial analysts and suggest that notions such as risk aversion and risk premium, international diversification and correlation, specific and systematic risks and arbitrage were common sense for Leroy-Beaulieu (1906) and Neymarck (1913). The contribution of these authors to the development of Modern Portfolio Theory—long before the 1950s—should not be underestimated.

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Classical Ergodicity and Modern Portfolio Theory

Chinese Journal of Mathematics ◽

10.1155/2015/737905 ◽

2015 ◽

Vol 2015 ◽

pp. 1-17 ◽

Cited By ~ 4

Author(s):

Geoffrey Poitras ◽

John Heaney

Keyword(s):

Financial Economics ◽

Portfolio Theory ◽

Modern Portfolio Theory ◽

Theoretical Methods ◽

Ex Post ◽

Ex Ante ◽

History Of ◽

The Relationship ◽

Mathematics And Physics

What role have theoretical methods initially developed in mathematics and physics played in the progress of financial economics? What is the relationship between financial economics and econophysics? What is the relevance of the “classical ergodicity hypothesis” to modern portfolio theory? This paper addresses these questions by reviewing the etymology and history of the classical ergodicity hypothesis in 19th century statistical mechanics. An explanation of classical ergodicity is provided that establishes a connection to the fundamental empirical problem of using nonexperimental data to verify theoretical propositions in modern portfolio theory. The role of the ergodicity assumption in the ex post/ex ante quandary confronting modern portfolio theory is also examined.

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