Applied Stochastic Models in Business and Industry

Article	Citations
	31
Issue Information	23
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Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework	15
Reliability inference with extended sequential order statistics	14
Order restricted inference for a multiple step‐stress model with long‐term survivors for a general family of distributions	14
Gompertz zero‐inflated cure rate regression models applied to credit risk data	14
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models	14
Discussion of Bayesian forecasting of business revenue	13
Foreword: Special issue of ASMBI for y‐BIS 2019: Recent Advances in Business Analytics and Data Science	12
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue”	12
Multi‐fidelity Gaussian process modeling with boundary information	11
Stochastic comparison on load‐sharing systems with one statistically dependent redundancy	9
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A model for stochastic dependence implied by failures among deteriorating components	8
Bayesian change point prediction for downhole drilling pressures with hidden Markov models	8
A moment matching method for option pricing under stochastic interest rates	7
Real option valuation of timber harvesting contracts	7
Discussion of specifying prior distributions in reliability applications	7
Discussion of “Specifying prior distributions in reliability applications”	6
Residual‐based cumulative sum charts to monitor time series of counts via copula‐based Markov models	5
Discussion of: Specifying prior distributions in reliability applications	5
Discussion of signature‐based models of preventive maintenance	5

Hedging and utility valuation of a defaultable claim driven by Hawkes processes	5
Issue Information	5
Balancing load and performance for different failure models	5
Sample size determination to estimate mediation effects in cell transformation assays: A Bayesian causal model	4
A study on two‐dimensional warranty with a preventive maintenance policy under burn‐in or run‐in	4
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap	4
Efficient pricing of path‐dependent interest rate derivatives	4
Spectral density estimation for random processes with stationary increments	4
Linkage vector autoregressive model	4
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On a buffered threshold autoregressive stochastic volatility model	4
Identification of spatial defects in semiconductor manufacturing	4
Some statistical challenges in automated driving systems	4
A multiperiod model of an emissions trading system	3
Hybridized artificial neural network classifiers with a novel feature selection procedure based genetic algorithms and information complexity in credit scoring	3
Hedging temperature risk with CDD and HDD temperature futures	3
A dam management problem with energy production as an optimal switching problem	3
Discrete‐Time Risk Model With Time‐Varying Premiums: Analysis of Ruin Probabilities	3
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Renewable Energy Investments, Support Schemes and the Dirty Option	3
On the Equivalence of Likelihood‐Based Confidence Bands for Fatigue‐Life and Fatigue‐Strength Distributions	3
Credibility Theory Under the Least Squared Relative Loss Function	2
Connected autonomous vehicles: State of practice	2
A reinforcement learning algorithm for trading commodities	2
On the multiattempt minimal repair and the corresponding counting process	2
Redundancy Allocation for Series and Parallel Systems: A Copula‐Based Approach	2
On Classical Inference of a Flexible Semi‐Parametric Class of Distributions Under a Joint Balanced Progressive Censoring Scheme	2
Preventive maintenance for coherent systems considering postponed replacement	2
Optimal time‐consistent social health insurance and private health insurance strategy under a new health insurance framework	2
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Estimating the Size and Composition of Customer Base Using Retail Transaction Data	2
Reverse mortgage and risk profile awareness: Proposals for securitization	2
On optimal allocation of redundancies in random weighted k$$ k $$‐out‐of‐n$$ n $$ systems	2
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A Sequential Learning Procedure for Estimating Coefficients in Linear Regression With Applications to Online Sales Examination	2
Comparisons of coherent systems with two types of heterogeneous components having proportional reversed hazard rates	2
Optimal designs of accelerated degradation tests with random shock failures and measurement errors	2
Issue Information	2
Some statistical challenges in automated driving systems	2
Erratum to “An improved Hotelling's T2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach”	2
Deep partial least squares for instrumental variable regression	2
Optimal shock‐based maintenance policy for a system in a dynamic environment	2
Pricing Cyber Insurance: A Geospatial Statistical Approach	2
Enhancing Predictive Modeling of Chinese Yam Shape Through Bayesian Linear Modeling and Key Diameter Modification	2
Degradation modeling and remaining useful lifetime prediction based on functional variance process	2
Optimal refinancing strategy for mortgage rate with regime switching	2
Discussion of “Some statistical challenges in automated driving systems”	2
The Italian quick survey on the effects of the COVID‐19 health emergency on businesses: Sampling strategy and data editing	2
Foreword to the Special Issue on Energy Finance and Climate Change	1
Heteroscedasticity test of high‐frequency data with jumps and market microstructure noise	1

Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”	1
Rejoinder to “Specifying Prior Distribution in Reliability Applications”	1
Discussion of “Specifying prior distributions in reliability applications,” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William Meeker	1
Optimal maintenance policy for imperfect production systems using reliability function and defect rate	1
Statistical estimation in passenger‐to‐train assignment models based on automated data	1
New approach and analysis of the generalized constant elasticity of variance model	1
Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes	1
Discussion of signature‐based models of preventive maintenance	1
Modelling the Chinese crude oil futures returns through a skew‐geometric Brownian motion correlated with the market volatility index process for pricing financial options	1
Strategic energy flows in input‐output relations: A temporal multilayer approach	1
Comprehensive interval‐valued time series model with application to the S&P 500 index and PM2.5 level data analysis	1
Micro‐level reserving for general insurance claims using a long short‐term memory network	1
Separable spatio‐temporal kriging for fast virtual sensing	1
Heterogeneity in Populations and the Paradoxes of Survival: A Tribute to Nozer Singpurwalla	1
Upper confidence bound integrated genetic algorithm‐optimized long short‐term memory network for click‐through rate prediction	1
Controlling the exponentially weighted moving average S2 control chart false alarm behavior when the in‐control variance level must be estimated	1
Effective use of screening experiments: Some practical experiences	1
Bootstrapping through discrete convolutional methods	1
Preface to the special issue on degradation and maintenance, modelling and analysis	1
Learning low‐dimensional structure in house price indices	1
Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning	1
A discussion on “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	1
Modeling clustered binary data with nonparametric unobserved heterogeneity: An application to stock crash analysis	1
Swing option pricing consistent with futures smiles	1
A new extended δ‐shock model with the consideration of shock magnitude	1
Forecasting portfolio returns with skew‐geometric Brownian motions	1
Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles	1
Deep Thinking in Reliability and Risk Analysis: An Overview of Nozer D. Singpurwalla's Work	1
A comprehensive review of blockchain applications in industrial Internet of Things and supply chain systems	1
An enriched mixture model for functional clustering	1
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector	1
Multivariate dynamic modeling for Bayesian forecasting of business revenue	1
Discussion of Specifying prior distributions in reliability applications	1
One‐ and two‐sided monitoring schemes for BINARCH(1) processes	1
Imperfect and worse than old maintenances for a gamma degradation process	1
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems	1
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	1
Is (Independent) Subordination Relevant in Equity Derivatives?	1
Discussion on paper “An Overview of Some Classical Models and Discussion of the Signature‐based Models of Preventive Maintenance”	1
Forecasting system's accuracy: A framework for the comparison of different structures	1
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Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue	1
Functional clustering methods for resistance spot welding process data in the automotive industry	1
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk	1
Minimising by Simulation‐Based Optimisation the Cycle Time for the Line Balancing Problem in Real‐World Environments	1
Simulated Exact Confidence Intervals: With Applications to Censored Exponential Reliability Data	0
A Bayesian homogeneity test for comparing Poisson populations	0
Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments	0
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance	0
Estimation with extended sequential order statistics: A link function approach	0
Issue Information	0
Negative Probability	0
Model Bias Identification for Bayesian Calibration of Stochastic Digital Twins of Bridges	0
Optimal standby activation in m‐out‐of‐n systems: A preventive approach	0
A review of Bayesian dynamic forecasting models: Applications in marketing	0
Residential load forecasting based on symplectic geometry mode decomposition and GRU neural network with attention mechanism	0
Multivariate simulation‐based forecasting for intraday power markets: Modeling cross‐product price effects	0
Reliability analysis of δ‐shock models based on the Markovian arrival process	0
Vine copula modeling dependence among cyber risks: A dangerous regulatory paradox	0
Comparing Risks for Binomial Reliability Assurance Test Planning	0
Comments on “specifying prior distributions in reliability applications” by Tian, Lewis‐Beck, Niemi, and Meeker	0
A real‐time monitoring approach for bivariate event data	0
Asymptotic analysis of the Heston model and its statistical and financial applications	0
Model Averaging for Estimating Treatment Effects With Binary Responses	0
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A cyclic non‐homogeneous Markov chain model for resource availability optimization in a two‐parking lots system with priority classes and resource reservation	0
Gambits: Theory and evidence	0
Foreword to the Special Issue on Mathematical Methods in Reliability (MMR23)	0
Issue Information	0
Modeling multivariate positive‐valued time series using R‐INLA	0
Continuous‐time optimal pension indexing in pay‐as‐you‐go systems	0
Estimation of VaR with jump process: Application in corn and soybean markets	0
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A Bayesian record linkage model incorporating relational data	0
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The price‐leverage covariation as a measure of the response of the leverage effect to price and volatility changes	0
The Variance Gamma++ process and applications to energy markets	0
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Modeling flight delays by an intensity‐based Hawkes process	0
A new look at the Birnbaum–Saunders regression model	0

On optimal maintenance of degrading multistate systems with state‐dependent cost of repair	0
An enhanced two‐quantile Wilks methodology for engineering uncertainty analysis	0
Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs	0
On the probability of Magnus Carlsen reaching 2900	0
A general framework for optimal stopping problems with two risk factors and real option applications	0
Pricing exotic options in the incomplete market: An imprecise probability method	0
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Issue Information	0
Foreword: Special issue on blockchain for logistic industry	0
Deep generative models for vehicle speed trajectories	0
Spatial correction of low‐cost sensors observations for fusion of air quality measurements	0
Discussion of “Specifying prior distributions in reliability applications”: Towards new formal rules for informative prior elicitation?	0
Discussion of signature‐based models of preventive maintenance	0
Probabilistic and statistical methods in commodity risk management	0
Limiting Behavior of Mixed Coherent Systems With Lévy‐Frailty Marshall–Olkin Failure Times	0
Design of experiments and manufacturing design space for multi‐step processes	0
A Methodological Approach to Prioritize Digital Twin Development in Manufacturing	0
Detecting systematic anomalies affecting systems when inputs are stationary time series	0
Quantization‐Based Latin Hypercube Sampling for Dependent Inputs With an Application to Sensitivity Analysis of Environmental Models	0
Interpretable Machine Learning Based on Functional ANOVA Framework: Algorithms and Comparisons	0
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Specifying prior distributions in reliability applications	0
Discussion of “Specifying prior distributions in reliability applications”	0
A new Wiener process with bathtub‐shaped degradation rate in the presence of random effects	0
On a New Point Process Approach to Reliability Improvement Modeling for Repairable Systems	0
Discussion of specifying prior distributions in reliability applications	0
The generalized linear model‐based exponentially weighted moving average and cumulative sum charts for the monitoring of high‐quality processes	0
Commentary on multivariate dynamic modeling for Bayesian forecasting of business revenue	0
Statistics and probability theory in renewable energy: Teaching and research	0
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Multivariate process control charts based on the Lp depth	0
Featured Cover	0
Semiparametric evaluation of first‐passage distribution for step‐stress accelerated degradation tests	0
Examining the impact of critical attributes on hard drive failure times: Multi‐state models for left‐truncated and right‐censored semi‐competing risks data	0
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An EM‐based likelihood inference for degradation data analysis using gamma process	0
Quick‐switch inspection scheme based on the overall process capability index for modern industrial web‐based processing environment	0
Dynamic Pricing Strategy for Imitative and Habit‐Forming Customers	0
Demand for live betting: An analysis using state‐space models	0
Financing decisions in a supply chain when considering product returns	0
A stochastic model for evaluating the peaks of commodities' returns	0
Accelerated failure time frailty model for modeling multiple systems subject to minimal repair	0
Resale regulations in online marketplaces during the COVID‐19 pandemic	0
Quantum Bayesian computation	0
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Interval selection: A case‐study‐based approach	0
Issue Information	0
Foreword to the Special Issue on “Statistics, Statistical Engineering, and Innovation for Industry 4.0”	0
Preservation of ILR and IFR aging classes in sums of dependent random variables	0
High leverage detection in general functional regression models with spatially correlated errors	0
Prediction of electricity prices for non‐regulated markets based on a power transformed mean reverting process	0
Normal Deviation of Gamma Processes in Random Environment With Applications	0
Discussion of an overview of some classical models and discussion of the signature‐based models of preventive maintenance	0
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Designing acceptance single sampling plans: An optimization‐based approach under generalized beta distribution	0
SVM‐Jacobi for fitting linear combinations of exponential distributions with applications to finance and insurance	0
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
Application of Hawkes Volatility in the Observation of Filtered High‐Frequency Price Process in Tick Structures	0
Phase‐type models involving restarting and instantaneous transitions, with applications to degradation and maintenance	0
An overview of some classical models and discussion of the signature‐based models of preventive maintenance	0
Foreword to the special issue on “Statistics of the Autonomous Vehicles”	0
Discussion of signature‐based models of preventive maintenance	0
On the modeling of dependence between univariate Lévy wear processes and impact on the reliability function	0
Firms' profitability and ESG score: A machine learning approach	0
Issue Information	0
Has the Last Super Cycle in Crude Oil Price Ended? a Maximum Drawdown Approach Using Fractional Brownian Motion	0
Discussion of ‘Specifying prior distributions in reliability applications’	0
Uniform pricing and subsidy coordination mechanism in a two‐tier healthcare system under a co‐payment policy	0
Start Over After Pre‐Empt (SOAP) Protocol	0
Discussion of Specifying prior distributions in reliability applications	0
Defective products management in a furniture production company: A data mining approach	0
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New tests for trend in time censored recurrent event data	0
A Bayesian data modelling framework for chemical processes using adaptive sequential design with Gaussian process regression	0
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Closed‐form approximated pricing of multivariate derivatives under switching regime models	0
Testing for parameter changes in linear state space models	0
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data	0
Assessing model risk in financial and energy markets using dynamic conditional VaRs	0
Correlation analysis of degrading systems based on bivariate Wiener processes under imperfect maintenance	0
Clustering ultrasonic waves propagation time: A hierarchical polynomial semiparametric approach	0
Energy community with shared photovoltaic and storage systems: influence of power demand in cost optimization	0
Compositional Dynamic Modelling for Counterfactual Prediction in Multivariate Time Series	0
A micro‐to‐macro approach to returns, volumes and waiting times	0
Ranking customers for marketing actions with a two‐stage Bayesian cluster and Pareto/NBD models	0
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Statistical disclosure control for continuous variables using an extended skew‐t copula	0
Health care fraud classifiers in practice	0
Discussion of specifying prior distributions in reliability applications—Applications for Bayesian estimation software design	0
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Discussion of “some statistical challenges in automated driving systems”	0
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Conway–Maxwell Poisson regression‐based control charts under iterative Liu estimator for monitoring count data	0
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