| Issue |
MATEC Web Conf.
Volume 170, 2018
International Science Conference SPbWOSCE-2017 “Business Technologies for Sustainable Urban Development”
|
|
|---|---|---|
| Article Number | 01017 | |
| Number of page(s) | 7 | |
| Section | Municipal Facilities Management. Business Activity Management in Construction. Process Reengineering and Information Systems | |
| DOI | https://doi.org/10.1051/matecconf/201817001017 | |
| Published online | 13 June 2018 | |
Robust data analysis in innovation project portfolio management
1
Moscow State University of Civil Engineering, Yaroslavskoe shosse, 26, Moscow, 129337, Russia
2
La Rochelle Business School, France
3
Stockholm School of Economics, Russia
4
Russian State Social University, Moscow
* Corresponding author: boristitarenko@mail.ru
The paper states the mathematical model of portfolio management that allows to create an effective portfolio of innovation projects. Within the framework of this model the robust approach to data analysis is applied and expanded for the tasks of regression analysis of project data. The approach of robust estimation of regression parameters based on the maximum likelihood method in case of arbitrary contamination is suggested. A number of heuristic algorithms for estimating regression parameters in the case of symmetric data contamination is reviewed and modified.
© The Authors, published by EDP Sciences, 2018
This is an Open Access article distributed under the terms of the Creative Commons Attribution License 4.0, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. (http://creativecommons.org/licenses/by/4.0/).
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