Quantifying requirements volatility effects

In an organization operating in the bancassurance sector we identified a low-risk IT subportfolio of 84 IT projects comprising together 16,500 function points, each project varying in size and duration, for which we were able to quantify its requirements volatility. This representative portfolio stems from a much larger portfolio of IT projects. We calculated the volatility from the function point countings that were available to us. These figures were aggregated into a requirements volatility benchmark. We found that maximum requirements volatility rates depend on size and duration, which refutes currently known industrial averages. For instance, a monthly growth rate of 5% is considered a critical failure factor, but in our low-risk portfolio we found more than 21% of successful projects with a volatility larger than 5%. We proposed a mathematical model taking size and duration into account that provides a maximum healthy volatility rate that is more in line with the reality of low-risk IT portfolios. Based on the model, we proposed a tolerance factor expressing the maximal volatility tolerance for a project or portfolio. For a low-risk portfolio its empirically found tolerance is apparently acceptable, and values exceeding this tolerance are used to trigger IT decision makers. We derived two volatility ratios from this model, the π-ratio and the ρ-ratio. These ratios express how close the volatility of a project has approached the danger zone when requirements volatility reaches a critical failure rate. The volatility data of a governmental IT portfolio were juxtaposed to our bancassurance benchmark, immediately exposing a problematic project, which was corroborated by its actual failure. When function points are less common, e.g. in the embedded industry, we used daily source code size measures and illustrated how to govern the volatility of a software product line of a hardware manufacturer. With the three real-world portfolios we illustrated that our results serve the purpose of an early warning system for projects that are bound to fail due to excessive volatility. Moreover, we developed essential requirements volatility metrics that belong on an IT governance dashboard and presented such a volatility dashboard.     

Valuing pilot projects in a learning by investing framework: An approximate dynamic programming approach

We introduce a general discrete time dynamic framework to value pilot project investments that reduce idiosyncratic uncertainty with respect to the final cost of a project. The model generalizes different settings introduced previously in the literature by incorporating both market and technical uncertainty and differentiating between the commercial phase and the pilot phase of a project. In our model, the pilot phase requires N$N$ stages of investment for completion. With this distinction we are able to frame the problem as a compound perpetual Bermudan option. We work in an incomplete markets setting where market uncertainty is spanned by tradable assets and technical uncertainty is idiosyncratic to the firm. The value of the option to invest as well as the optimal exercise policy are solved by an approximate dynamic programming algorithm that relies on the independence of the state variables increments. We prove the convergence of our algorithm and derive a theoretical bound on how the errors compound as the number of stages of the pilot phase is increased. We implement the algorithm for a simplified version of the model where revenues are fixed, providing an economic interpretation of the effects of the main parameters driving the model. In particular, we explore how the value of the investment opportunity and the optimal investment threshold are affected by changes in market volatility, technical volatility, the learning coefficient, the drift rate of costs and the time to completion of a pilot stage.     

汉语名物化复合词识别

名物化复合词的识别是汉语复合词识别中的难点.困难之处在于汉语动词和名词共现时既可以构成动词短语也可以构成名物化复合词.传统的汉语复合词识别往往只使用语料统计特征,效果往往不怎么理想.基于最大熵模型,在基准上下文特征的基础上,采用了词汇特征与Web特征对动词和名词共现时的名物化候选进行判定,取得了较好的实验结果.其中,Precision达到了86.31%,Recall达到了70.00%.     

离心铝热法制造陶瓷衬里复合管 Ⅱ.陶瓷不锈钢衬里复合管的探索

探索了离心铝热法制造陶瓷不锈钢衬里复合管的工艺,研究了复合管中陶瓷层、不锈钢层和碳钢层的金相组织特征,讨论了衬里层出现缺陷的原因,并提出相应的工艺改进措施。     

Further results of recursive evaluation for compound distribution with the severity distribution of mixed type

Yang et al. [J.P. Yang, S.H. Cheng, Q. Wu, Recursive equations for compound distribution with the severity distribution of the mixed type, Science in China Series A 48 (2005) 594-609] investigated a recursive procedure for a kind of compound distributions with the number of claims belonging to (a,b)-family and the severity distribution of the mixed type. In this paper, we extend their results by assuming that the claim number belongs to a larger class. As applications, the excess-of-loss reinsurance treaty is discussed and concrete examples are considered in some detail.     

基于混合SVM方法的蛋白质二级结构预测算法

预测蛋白质二级结构,是当今生物信息学中一个难以解决的问题。由于预测蛋白质二级结构的精度在蛋白 质结构研究中起到非常重要的作用,因此在基于KDTICM理论基础上,提出一种基于混合SVM方法的蛋白质二级 结构预测算法。该算法有效地利用蛋白质的物化属性和PSI-SEARCH生成的位置特异性打分矩阵作为双层SVM的 输入,从而大大地提高了蛋白质二级结构预测的精度。实验比较分析表明,新算法的预测精度和普适性明显优于目前 其他典型的预测方法。     

大型MIS系统的复合开发方法

本文介绍了软件开发的生命周期法和快速原型法的基本思想及其局限性,并将两种开发方法相结合,提出了一种大型MIS系统的复合开发方法,以实现快速有效地开发MIS系统。     

How causal knowledge simplifies decision-making

Making decisions can be hard, but it can also be facilitated. Simple heuristics are fast and frugal but nevertheless fairly accurate decision rules that people can use to compensate for their limitations in computational capacity, time, and knowledge when they make decisions [Gigerenzer, G., Todd, P. M., & the ABC Research Group (1999). Simple Heuristics That Make Us Smart. New York: Oxford University Press.]. These heuristics are effective to the extent that they can exploit the structure of information in the environment in which they operate. Specifically, they require knowledge about the predictive value of probabilistic cues. However, it is often difficult to keep track of all the available cues in the environment and how they relate to any relevant criterion. This problem becomes even more critical if compound cues are considered. We submit that knowledge about the causal structure of the environment helps decision makers focus on a manageable subset of cues, thus effectively reducing the potential computational complexity inherent in even relatively simple decision-making tasks. We review experimental evidence that tested this hypothesis and report the results of a simulation study. We conclude that causal knowledge can act as a meta-cue for identifying highly valid cues, either individual or compound, and helps in the estimation of their validities.     

Using geometric Poisson exponentially weighted moving average control schemes in a compound Poisson production environment

In this study, the variable to be controlled over time is the number of defects. Meanwhile, the underlying distribution of defects is the geometric Poisson distribution, a Poisson distribution compounded by a geometric distribution. For production process control, the exponentially weighted moving average (EWMA) control scheme based on the geometric Poisson process is addressed. Performance of the EWMA control scheme is assessed not only by both in-control and out-of-control average run lengths (ARL’s), but also by higher moments of the run length (RL) distribution. The run length distribution properties can be obtained from the probability transition matrix and implemented using the computer programs developed in this study. With proper ARL and variance of RL selected, any small shift in mean can be detected via the geometric Poisson EWMA control scheme.     

《说文解字》与许慎哲学思想浅析

阐述了许慎《说文解字》中所包含的历史的唯物的文字观和唯心主义的文字学思想,并从时代、社会和作者自身两个角度对许慎《说文解字》中哲学思想的二元性进行了剖析。