The Cross-Impact Analysis of Innovative Projects in a Portfolio

Abstract

Interactions between pairs of projects inside the constructed portfolio are considered. These interrelations can be technological, resource, probabilistic, budgetary, etc. The binary probabilistic cross-impact of projects within the portfolio leads to a synergetic outcome: joint implementation of two or more projects can strengthen (or weaken) their resulting effect. The approach to the analysis of such interrelations, their cross-impact (the analysis of mutual influences) is presented in the form of a logistic model. In these conditions, the problem of finding the joint probabilities of the successful technical implementation of innovative projects inside a portfolio sensitive to perturbations of the initial data that are known with a certain error is formulated. The regularized Newton method corresponding to the specificity is used for its solution.