TA-RE: An Exchange Language for Mining Software Repositories

Software repositories have been getting a lot of attention from researchers in recent years. In order to analyze software repositories, it is necessary to first extract raw data from the version control and problem tracking systems. This poses two challenges: (1) extraction requires a non-trivial effort, and (2) the results depend on the heuristics used during extraction. These challenges burden researchers that are new to the community and make it difficult to benchmark software repository mining since it is almost impossible to reproduce experiments done by another team. In this paper we present the TA-RE corpus. TA-RE collects extracted data from software repositories in order to build a collection of projects that will simplify extraction process. Additionally the collection can be used for benchmarking. As the first step we propose an exchange language capable of making sharing and reusing data as simple as possible.

Mining frequent bug-fix code changes

Detecting bugs as early as possible plays an important role in ensuring software quality before shipping. We argue that mining previous bug fixes can produce good knowledge about why bugs happen and how they are fixed. In this paper, we mine the change history of 717 open source projects to extract bug-fix patterns. We also manually inspect many of the bugs we found to get insights into the contexts and reasons behind those bugs. For instance, we found out that missing null checks and missing initializations are very recurrent and we believe that they can be automatically detected and fixed.

Index Tracking Using Data-Mining Techniques and Mixed-Binary Linear Programming

Index tracking has become one of the most common strategies in asset management. The index-tracking problem consists of constructing a portfolio that replicates the future performance of an index by including only a subset of the index constituents in the portfolio. Finding the most representative subset is challenging when the number of stocks in the index is large. We introduce a new three-stage approach that at first identifies promising subsets by employing data-mining techniques, then determines the stock weights in the subsets using mixed-binary linear programming, and finally evaluates the subsets based on cross validation. The best subset is returned as the tracking portfolio. Our approach outperforms state-of-the-art methods in terms of out-of-sample performance and running times.