Applied Stochastic Models in Business and Industry

Article	Citations
Hybrid descriptive‐inferential method for key feature selection in prostate cancer radiomics	31
Securing logistics system and supply chain using Blockchain	24
A comprehensive review of blockchain applications in industrial Internet of Things and supply chain systems	23
Modeling multivariate degradation processes with time‐variant covariates and imperfect maintenance effects	22
The generalized linear model‐based exponentially weighted moving average and cumulative sum charts for the monitoring of high‐quality processes	15
An overview of some classical models and discussion of the signature‐based models of preventive maintenance	14
A self‐exciting modeling framework for forward prices in power markets	14
Specifying prior distributions in reliability applications	14
Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning	14
Preservation of ILR and IFR aging classes in sums of dependent random variables	13
Reverse mortgage and risk profile awareness: Proposals for securitization	12
Joint optimization of maintenance and spares ordering policy for a use‐oriented product‐service system with multiple failure modes	11
Forecasting portfolio returns with skew‐geometric Brownian motions	11
Firms' profitability and ESG score: A machine learning approach	11
Upper confidence bound integrated genetic algorithm‐optimized long short‐term memory network for click‐through rate prediction	9
The Markov discrete time δ‐shock reliability model and a waiting time problem	9
Hybridized artificial neural network classifiers with a novel feature selection procedure based genetic algorithms and information complexity in credit scoring	9
Statistical estimation in passenger‐to‐train assignment models based on automated data	9
Health care fraud classifiers in practice	8
Quick‐switch inspection scheme based on the overall process capability index for modern industrial web‐based processing environment	8
A comprehensive distribution‐free scheme for tri‐aspect surveillance of complex processes	7
Functional clustering methods for resistance spot welding process data in the automotive industry	7
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data	7
Optimal preventive maintenance for reparable networks	6
Optimal decision‐theoretic sampling plan for two exponential distributions under joint censoring scheme	6

An improved Hotelling's T2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach	6
Optimal burn‐in policy for mixed population of products under two‐dimensional combination warranty	5
Machine learning techniques in nested stochastic simulations for life insurance	5
Multivariate process control charts based on the Lp depth	5
Conway–Maxwell Poisson regression‐based control charts under iterative Liu estimator for monitoring count data	5
Learning low‐dimensional structure in house price indices	5
Optimization of two‐dimensional warranty policy for repairable products based on age and usage, applicable to lemon law conditions	5
Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes	5
The Variance Gamma++ process and applications to energy markets	4
Inference on errors in industrial parts: Kriging and variogram versus geometrical product specifications standard	4
Optimal burn‐in policy based on a set of cutoff points using mixture inverse Gaussian degradation process and copulas	4
Foreign exchange rate volatility smiles and smirks	4
Detecting systematic anomalies affecting systems when inputs are stationary time series	4
Clustering high‐frequency financial time series based on information theory	4
Self‐supervised cross validation using data generation structure	4
Defective products management in a furniture production company: A data mining approach	4
A micro‐to‐macro approach to returns, volumes and waiting times	4
Deep learning models for inflation forecasting	4
On optimal maintenance of degrading multistate systems with state‐dependent cost of repair	4
A new Wiener process with bathtub‐shaped degradation rate in the presence of random effects	3
Network‐based semisupervised clustering	3
Optimal time‐consistent social health insurance and private health insurance strategy under a new health insurance framework	3
Hedging and utility valuation of a defaultable claim driven by Hawkes processes	3
Average‐tempered stable subordinators with applications	3
On the modeling of dependence between univariate Lévy wear processes and impact on the reliability function	3
Connected autonomous vehicles: State of practice	3
Uniform pricing and subsidy coordination mechanism in a two‐tier healthcare system under a co‐payment policy	3
Misspecification analysis of gamma‐ and inverse Gaussian‐based perturbed degradation processes	3
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk	3
Bayesian piecewise stochastic frontier model to estimate initial public offering pricing efficiency under issuance policy reforms	3
Fast heuristic approach for control of complex authentication systems	2
Exact likelihood ratio and Wald tests for the balanced joint progressive censoring scheme	2
Non‐parametric local capability indices for industrial planar manufacts: An application to the etching phase in the microelectronic industry	2
An enriched mixture model for functional clustering	2
Micro‐level reserving for general insurance claims using a long short‐term memory network	2
On the multiattempt minimal repair and the corresponding counting process	2
Balancing load and performance for different failure models	2
A real‐time monitoring approach for bivariate event data	2
Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments	2
Model robust profile monitoring for the generalized linear mixed model for Phase I analysis	2
Approximation of single‐barrier options partial differential equations using feed‐forward neural network	2
Monitoring the covariance matrix of bivariate processes with the DVMAX control charts	2
On relevation transform involved with statistical dependence between two component lifetimes	2
Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles	2
Multivariate dynamic modeling for Bayesian forecasting of business revenue	2
Some statistical challenges in automated driving systems	2
Reliability inference with extended sequential order statistics	2
Designing acceptance single sampling plans: An optimization‐based approach under generalized beta distribution	2
Testing for parameter changes in linear state space models	2
High leverage detection in general functional regression models with spatially correlated errors	2

Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs	2
On preventive maintenance scheduling for the systems exposed to aging and external shocks	2
The price‐leverage covariation as a measure of the response of the leverage effect to price and volatility changes	2
Automobile insurance claim occurrence prediction model based on ensemble learning	2
Separable spatio‐temporal kriging for fast virtual sensing	2
Discussion of “Virtual age, is it real?”	2
A graphical diagnostic for heavy tailed data	2
A cyclic non‐homogeneous Markov chain model for resource availability optimization in a two‐parking lots system with priority classes and resource reservation	2
Rejoinder to “Virtual age, is it real?”	2
Phase‐type models involving restarting and instantaneous transitions, with applications to degradation and maintenance	2
Ranking customers for marketing actions with a two‐stage Bayesian cluster and Pareto/NBD models	1
Forecasting aviation safety occurrences	1
Examining the impact of critical attributes on hard drive failure times: Multi‐state models for left‐truncated and right‐censored semi‐competing risks data	1
An initial investigation for employing ACH depth function in degradation model selection: A case study with real data	1
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Swing option pricing consistent with futures smiles	1
Statistics and probability theory in renewable energy: Teaching and research	1
One‐ and two‐sided monitoring schemes for BINARCH(1) processes	1
Financing decisions in a supply chain when considering product returns	1
Optimal refinancing strategy for mortgage rate with regime switching	1
Statistical disclosure control for continuous variables using an extended skew‐t copula	1
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap	1
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models	1
Sentiment‐driven mean reversion in the 4/2 stochastic volatility model with jumps	1
Regime recovery using implied volatility in Markov modulated market model	1
Rejoinder to: “An overview of some classical and discussion of the signature‐based models of preventive maintenance”	1
Deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	1
Nonparametric significance tests for imperfect repair	1
Spatial correction of low‐cost sensors observations for fusion of air quality measurements	1
Optimisation of nuclear reactor primary coolant design and maintenance parameters	1
Assessing model risk in financial and energy markets using dynamic conditional VaRs	1
Design of experiments and manufacturing design space for multi‐step processes	1
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Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector	1
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Imperfect and worse than old maintenances for a gamma degradation process	1
Fast calibration of two‐factor models for energy option pricing	1
A reinforcement learning algorithm for trading commodities	1
Residual‐based cumulative sum charts to monitor time series of counts via copula‐based Markov models	1
Discussion of “Virtual age, is it real?”	1
Sample size determination to estimate mediation effects in cell transformation assays: A Bayesian causal model	1
Dynamic inventory system with pricing adjustment for price‐comparison shoppers	1
A longitudinal degradation set‐up for calendar aging of lithium‐ion batteries in view of sparse experimental data	1
Discussion of “Specifying prior distributions in reliability applications”: Towards new formal rules for informative prior elicitation?	1
Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling	1
Maximizing with‐profit pensions without guarantees	1
Vine copula modeling dependence among cyber risks: A dangerous regulatory paradox	1
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach	1
Discussion of “Virtual age: Is it real?”	1
Comprehensive interval‐valued time series model with application to the S&P 500 index and PM2.5 level data analysis	1
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance	1
Controlling the exponentially weighted moving average S2 control chart false alarm behavior when the in‐control variance level must be estimated	1
Clustering ultrasonic waves propagation time: A hierarchical polynomial semiparametric approach	1
Discussion of “Specifying prior distributions in reliability applications,” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William Meeker	1
Resale regulations in online marketplaces during the COVID‐19 pandemic	1
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Real option valuation of timber harvesting contracts	1
Stochastic comparisons of coherent systems with active redundancy at the component or system levels and component lifetimes following the accelerated life model	1
Discussion of “Virtual age, is it real?”	1
Stochastic evolution of distributions and functional Bollinger bands	1
Discussion of signature‐based models of preventive maintenance	1
Lost in a black‐box? Interpretable machine learning for assessing Italian SMEs default	1
K‐Fuse: Credit card fraud detection based on a classification method with a priori class partitioning and a novel feature selection strategy	0
Optimal shock‐based maintenance policy for a system in a dynamic environment	0
Forecasting system's accuracy: A framework for the comparison of different structures	0
Foreword: Special issue on statistics in quality and productivity	0
Sequential monitoring for conditional quantiles of general conditional heteroscedastic time series models	0
Linkage vector autoregressive model	0
Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue	0
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Heteroscedasticity test of high‐frequency data with jumps and market microstructure noise	0
Issue Information	0
On a buffered threshold autoregressive stochastic volatility model	0
Effective use of screening experiments: Some practical experiences	0
Bayesian analysis of Markov modulated queues with abandonment	0
Hedging temperature risk with CDD and HDD temperature futures	0
Bootstrapping through discrete convolutional methods	0
Messages from the outgoing and incoming Editor‐in‐Chiefs	0

Discussion of “Specifying prior distributions in reliability applications”	0
Optimal maintenance policy for imperfect production systems using reliability function and defect rate	0
Bayesian change point prediction for downhole drilling pressures with hidden Markov models	0
A discussion on “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
Regional Shopping Objectives in British Grocery Retail Transactions Using Segmented Topic Models	0
Comparisons of coherent systems with two types of heterogeneous components having proportional reversed hazard rates	0
Reliability analysis of δ‐shock models based on the Markovian arrival process	0
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Optimal designs of accelerated degradation tests with random shock failures and measurement errors	0
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Discussion of an overview of some classical models and discussion of the signature‐based models of preventive maintenance	0
Multi‐fidelity Gaussian process modeling with boundary information	0
Discussion of “Some statistical challenges in automated driving systems”	0
Data analysis for accelerated life tests via Weibull‐gamma frailty regression models	0
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by A. K. Yanchenko et al.	0
Discussion of Bayesian forecasting of business revenue	0
On the probability of Magnus Carlsen reaching 2900	0
Pricing Cyber Insurance: A Geospatial Statistical Approach	0
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems	0
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework	0
A dam management problem with energy production as an optimal switching problem	0
Flexible Bayesian reliability demonstration testing	0
A multiperiod model of an emissions trading system	0
Modelling the Chinese crude oil futures returns through a skew‐geometric Brownian motion correlated with the market volatility index process for pricing financial options	0
The competitive loss‐averse newsvendor problem with quantity‐oriented reference point	0
The censored delta shock model with non‐identical intershock times distribution and an optimal replacement policy	0
A study on two‐dimensional warranty with a preventive maintenance policy under burn‐in or run‐in	0
Strategic energy flows in input‐output relations: A temporal multilayer approach	0
Extreme shock model with change point based on the Poisson process of shocks	0
Identification of spatial defects in semiconductor manufacturing	0
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Issue Information	0
Discussion of signature‐based models of preventive maintenance	0
Discussion of Specifying prior distributions in reliability applications	0
Discussion specifying prior distributions in reliability applications	0
Erratum to “An improved Hotelling's T2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach”	0
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Discussion of specifying prior distributions in reliability applications	0
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
Discussion of “specifying prior distribution in reliability applications” by Tian, Lewis‐Beck, Niemi, and Meeker	0
A model for stochastic dependence implied by failures among deteriorating components	0
Discussion on paper “An Overview of Some Classical Models and Discussion of the Signature‐based Models of Preventive Maintenance”	0
Value‐at‐Risk with quantile regression neural network: New evidence from internet finance firms	0
Degradation modeling and remaining useful lifetime prediction based on functional variance process	0
A review of Bayesian dynamic forecasting models: Applications in marketing	0
Discussion of signature‐based models of preventive maintenance	0
Stochastic comparison on load‐sharing systems with one statistically dependent redundancy	0
The Italian quick survey on the effects of the COVID‐19 health emergency on businesses: Sampling strategy and data editing	0
Robust estimation of dependent competing risk model under interval monitoring and determining optimal inspection intervals	0
Issue Information	0
Foreword: Special issue of ASMBI for y‐BIS 2019: Recent Advances in Business Analytics and Data Science	0
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Foreword to the Special Issue on “Data Science in Process Industries”	0
Order restricted inference for a multiple step‐stress model with long‐term survivors for a general family of distributions	0
Optimal standby activation in m‐out‐of‐n systems: A preventive approach	0
On optimal allocation of redundancies in random weighted k$$ k $$‐out‐of‐n$$ n $$ systems	0
Modeling clustered binary data with nonparametric unobserved heterogeneity: An application to stock crash analysis	0
Issue Information	0
Comparing risk profiles of international stock markets as functional data: COVID‐19 versus the global financial crisis	0
Efficient pricing of path‐dependent interest rate derivatives	0
A new extended δ‐shock model with the consideration of shock magnitude	0
Issue Information	0
The impact of TV advertising on website traffic	0
Spectral density estimation for random processes with stationary increments	0
Issue Information	0
A stochastic model for evaluating the peaks of commodities' returns	0
Renewable Energy Investments, Support Schemes and the Dirty Option	0
Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”	0
A Bayesian homogeneity test for comparing Poisson populations	0
Issue Information	0
Rejoinder to “Specifying Prior Distribution in Reliability Applications”	0
Discussion of “Specifying prior distributions in reliability applications”	0
Discussion of: Specifying prior distributions in reliability applications	0
Preface to the special issue on degradation and maintenance, modelling and analysis	0
A moment matching method for option pricing under stochastic interest rates	0
New approach and analysis of the generalized constant elasticity of variance model	0
Discussion of specifying prior distributions in reliability applications	0
Issue Information	0
Discussion of signature‐based models of preventive maintenance	0
Quantum Bayesian computation	0
Preventive maintenance for coherent systems considering postponed replacement	0
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue”	0
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
Issue Information	0
Issue Information	0
Unsupervised tail modeling via noisy cross‐entropy minimization	0
Foreword: Special issue on blockchain for logistic industry	0
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue”	0
Correction to deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	0
Deep partial least squares for instrumental variable regression	0
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Gompertz zero‐inflated cure rate regression models applied to credit risk data	0
Some statistical challenges in automated driving systems	0