Software evolution and time series volatility: an empirical exploration.
Jukka RuohonenSami HyrynsalmiVille LeppänenPublished in: IWPSE (2015)
Keyphrases
- software evolution
- stock price
- stock market
- garch model
- turning points
- financial time series
- source code
- software maintenance
- software systems
- mining software repositories
- reverse engineering
- open source projects
- software architecture
- software engineering
- non stationary
- process automation
- stock market data
- software development
- multivariate time series
- component based software development
- agile development
- software repositories
- dynamic time warping
- financial markets
- stock data
- exchange rate
- application server
- linux kernel
- historical data
- open source
- autoregressive conditional heteroscedasticity
- financial data
- software development processes
- relational databases
- autoregressive
- residual errors