Applied Stochastic Models in Business and Industry

Article	Citations
Discussion of: Specifying prior distributions in reliability applications	70
Issue Information	29
A dam management problem with energy production as an optimal switching problem	21
Some statistical challenges in automated driving systems	19
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework	13
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap	12
A multiperiod model of an emissions trading system	12
Gompertz zero‐inflated cure rate regression models applied to credit risk data	12
Issue Information	10
Discrete‐Time Risk Model With Time‐Varying Premiums: Analysis of Ruin Probabilities	10
Spectral density estimation for random processes with stationary increments	9
Some statistical challenges in automated driving systems	8
An Approach to Explore Consumer Behavior Patterns in Retail Markets Using Market Basket Analysis	8
Next Generation Models for Subsequent Sports Injuries	8
Discussion of Specifying prior distributions in reliability applications	8
A Class of Shock Models for a System That is Equipped With a Protection Block With an Application to Wind Turbine Reliability	8
Issue Information	7
On the Prediction of Risky Asset Market Based on a Long Memory Model	7
Optimisation of nuclear reactor primary coolant design and maintenance parameters	6
Hazard Rate Order Between Parallel Systems With Multiple Types of Scaled Components	6
Degradation modeling and remaining useful lifetime prediction based on functional variance process	6
New approach and analysis of the generalized constant elasticity of variance model	6
Preventive maintenance for coherent systems considering postponed replacement	6
Optimal designs of accelerated degradation tests with random shock failures and measurement errors	6
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by A. K. Yanchenko et al.	5

Discussion of specifying prior distributions in reliability applications	5
A Comprehensive Degradation Modeling Comparison From Statistical to Artificial Intelligence Models for Curing Oven Chains	5
The effect of cutting interest rates on corporate investments: A real options model	5
The Analysis of Association Rules: Sensitivity Analysis	5
Multi‐Regional Diffusion Modes of Emerging Technologies: Modeling and Simulation Under Technological Learning Uncertainty	5
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach	5
Discussing Cascading Failures: The Bursting Point Processes Approach	5
Rejoinder to: “An overview of some classical and discussion of the signature‐based models of preventive maintenance”	5
An Order Statistics Perspective for System Reliability	5
Multi‐Objective Redundancy Allocation Problem for Systems With Weighted k$$ k $$‐Out‐of‐n$$ n $$ Subsystems Formed by Different Types of Multistate Components	5
Simple Thoughts About Applied Statistics in the Age of Data Science and Artificial Intelligence	5
Bayesian analysis of Markov modulated queues with abandonment	5
Automobile insurance claim occurrence prediction model based on ensemble learning	5
A stochastic model for evaluating the peaks of commodities' returns	5
Extreme shock model with change point based on the Poisson process of shocks	5
Misspecification analysis of gamma‐ and inverse Gaussian‐based perturbed degradation processes	5
Assessing the Impact on Sales of Competing Nearby Supermarkets	5
Forecasting Inflation From Disaggregated Data	5
Modeling flight delays by an intensity‐based Hawkes process	4
Start Over After Pre‐Empt (SOAP) Protocol	4
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Functional Data Regression on Distribution‐Valued Data via Logarithm Derivative Quantile Transformation	4
A Bayesian data modelling framework for chemical processes using adaptive sequential design with Gaussian process regression	4
Examining the impact of critical attributes on hard drive failure times: Multi‐state models for left‐truncated and right‐censored semi‐competing risks data	4
Discussion of specifying prior distributions in reliability applications—Applications for Bayesian estimation software design	4
Pareto Optimal Proxy Metrics	4
Pricing Basket Spread Option Under the Correlated Skew Brownian Motions	4
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data	4
A longitudinal degradation set‐up for calendar aging of lithium‐ion batteries in view of sparse experimental data	4
Foreword to the Special Issue on Mathematical Methods in Reliability (MMR23)	4
Discussion of ‘Specifying prior distributions in reliability applications’	4
Probabilistic and statistical methods in commodity risk management	4
Copula‐Based Pairs Trading on Brazilian Stock Exchange Equities	3
A Proposal of Smooth Interpolation to Optimal Transport for Restoring Biased Data for Algorithmic Fairness	3
Discussion of Bayesian forecasting of business revenue	3
Erratum to “An improved Hotelling's T 2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach”	3
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems	3
Preface to the special issue on degradation and maintenance, modelling and analysis	3
Reliability Inference in GLFP Models Based on EM Algorithm With Related Application	3
Demand for live betting: An analysis using state‐space models	3
Fundamental Roles of Visualization in Applied Statistics	3
Hedging temperature risk with CDD and HDD temperature futures	3
Stochastic Modeling and Time‐Frequency Analysis for Predictive Maintenance of Automotive Suspension Systems	3
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector	3
Credibility Theory Under the Least Squared Relative Loss Function	3
Issue Information	3
A Methodological Approach to Prioritize Digital Twin Development in Manufacturing	3
Issue Information	3
Minimising by Simulation‐Based Optimisation the Cycle Time for the Line Balancing Problem in Real‐World Environments	3
Discussion of signature‐based models of preventive maintenance	3

Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue	3
A Leptokurtic‐Form Birnbaum‐Saunders Distribution With Applications to Finance	2
Foreword to the Special Issue on “Data Science in Process Industries”	2
Nonparametric significance tests for imperfect repair	2
Tail Moment for Gamma‐like Risks With Arbitrary Scale Parameters	2
A new extended δ‐shock model with the consideration of shock magnitude	2
Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”	2
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Issue Information	2
Explainable Fairness and Propensity Score Matching	2
On a New Point Process Approach to Reliability Improvement Modeling for Repairable Systems	2
Evaluating Uncertainties in Health Economic Models: A Review and Guide	2
Semiparametric Analysis of Designed Reliability Improvement Experiments: Termination and Identification	2
On relevation transform involved with statistical dependence between two component lifetimes	2
Discussion of signature‐based models of preventive maintenance	2
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Rejoinder to “Specifying Prior Distribution in Reliability Applications”	2
Heterogeneity in Populations and the Paradoxes of Survival: A Tribute to Nozer Singpurwalla	2
Deep Thinking in Reliability and Risk Analysis: An Overview of Nozer D. Singpurwalla's Work	2
An EM‐based likelihood inference for degradation data analysis using gamma process	2
A Multivariate Permutation Cluster Validity Test	2
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A review of Bayesian dynamic forecasting models: Applications in marketing	2
Unsupervised tail modeling via noisy cross‐entropy minimization	2
The censored delta shock model with non‐identical intershock times distribution and an optimal replacement policy	2
Discussion of Next Generation Models for Subsequent Sports Injuries by Wu Et Al.	2
Effective use of screening experiments: Some practical experiences	2
Feature Selection for Stock Movement Direction Prediction Using Sparse Support Vector Machine	2
Discussion of “Some statistical challenges in automated driving systems”	2
Flexible Bayesian reliability demonstration testing	2
Asymptotic analysis of the Heston model and its statistical and financial applications	2
Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments	2
A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association	2
Regime recovery using implied volatility in Markov modulated market model	2
Stochastic Ordering Results Between Two Finite α‐Mixture Models With Resilience‐Scaled Components	1
Estimation and Prediction for the Bounded Transformed Gamma Process: A Bayesian Approach	1
Discussion of “Specifying prior distributions in reliability applications”	1
Issue Information	1
Issue Information	1
Correction to deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	1
IIoT and Digital Twin: A Systematic Literature Review and Looking Beyond the State	1
On the modeling of dependence between univariate Lévy wear processes and impact on the reliability function	1
Issue Information	1
Deep partial least squares for instrumental variable regression	1
Extending Explainable Ensemble Trees to Regression Contexts	1
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Reliability of a System Subjected to a Cumulative Shock Model With a Change Point	1
Optimal maintenance policy for imperfect production systems using reliability function and defect rate	1
Discussion of “some statistical challenges in automated driving systems”	1
Discussion on paper “An Overview of Some Classical Models and Discussion of the Signature‐based Models of Preventive Maintenance”	1
Incorporating Asymmetric Loss for Real Estate Prediction With Area‐Level Spatial Data	1
Framework for Cyber Risk Loss Distribution of Client‐Server Networks: A Bond Percolation Model and Industry Specific Case Studies	1
On the multiattempt minimal repair and the corresponding counting process	1
Bayesian Hierarchical Modeling of Noisy Gamma Processes: Formulation and Extensions for Unit‐To‐Unit Variability	1
Linkage vector autoregressive model	1
No‐Arbitrage Valuation of Contingent Claims Depending on an Untradeable Asset	1
The Effect of a New Power Interconnector on Energy Prices Volatility: The Case of Sicily	1
Health Prognostics in Multi‐Sensor Systems Based on Multivariate Functional Data Analysis	1
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Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles	1
Specifying prior distributions in reliability applications	1
Resale regulations in online marketplaces during the COVID‐19 pandemic	1
Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes	1
Issue Information	1
Comparing risk profiles of international stock markets as functional data: COVID‐19 versus the global financial crisis	1
Uniform pricing and subsidy coordination mechanism in a two‐tier healthcare system under a co‐payment policy	1
Forecasting system's accuracy: A framework for the comparison of different structures	1
Optimal Exact Designs of Multiresponse Experiments Under Linear and Sparsity Constraints	1
A study on two‐dimensional warranty with a preventive maintenance policy under burn‐in or run‐in	1
Energy community with shared photovoltaic and storage systems: influence of power demand in cost optimization	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
Dynamic Pricing Strategy for Imitative and Habit‐Forming Customers	1
Forecasting Gold Returns Volatility Over 1258–2023: The Role of Moments	1
An enhanced two‐quantile Wilks methodology for engineering uncertainty analysis	1
Has the Last Super Cycle in Crude Oil Price Ended? a Maximum Drawdown Approach Using Fractional Brownian Motion	1
Spatial correction of low‐cost sensors observations for fusion of air quality measurements	1
Sentiment‐driven mean reversion in the 4/2 stochastic volatility model with jumps	1
Vine copula modeling dependence among cyber risks: A dangerous regulatory paradox	1
Three‐Way Data Analysis With Explainable Tucker3 Clustering (XT3Clus)	1
Inference on Common Intraday Periodicity at High Frequencies With Jumps	1

Comparisons of Coherent Systems' Lifetimes in the Increasing Convex Order	1
Discussion of specifying prior distributions in reliability applications	1
Discussion of “specifying prior distribution in reliability applications” by Tian, Lewis‐Beck, Niemi, and Meeker	1
New tests for trend in time censored recurrent event data	1
RETRACTION : Smart Contract for Electricity Transactions and Charge Settlements Using Blockchain	1
Correlation analysis of degrading systems based on bivariate Wiener processes under imperfect maintenance	1
Comparing Risks for Binomial Reliability Assurance Test Planning	1
Correction to ‘Foreword Special Issue on Trustworthy Data Science’	1
The Modeling of Cyber Risk Insurance by Hawkes Processes With Loss Covariate	1
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Directional False Discovery Rate Control in Large‐Scale Multiple Testing Under Data Dependence	1
Conformal Prediction Inference in Regularized Insurance Models	1
Information‐Driven Modeling of Energy Markets: An Unbalanced Wasserstein Barycenter Approach	1
Measuring and Assessing the Healthcare Services Experience: A Proposal of a Synthetic Index	1
Explainable Artificial Intelligence Through the Lens of Bibliometric Citation Analysis	1
Model Averaging for Estimating Treatment Effects With Binary Responses	1
Micro‐level reserving for general insurance claims using a long short‐term memory network	1
Kernel Principal Component Analysis for Uncertain Data Objects and Its Application in Classification	1
A general framework for optimal stopping problems with two risk factors and real option applications	1
Xi–Lorenz eXplainable Artificial Intelligence	1
Time‐invariant portfolio strategies in structured products with guaranteed minimum equity exposure	1
A Sequential Learning Procedure for Estimating Coefficients in Linear Regression With Applications to Online Sales Examination	1
Foreword to the Special Issue on Data Science in Business and Industry	1
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models	1
On Classical Inference of a Flexible Semi‐Parametric Class of Distributions Under a Joint Balanced Progressive Censoring Scheme	1
Joint Tail Probability of Renewal Models of Dependent Heavy‐Tailed Random Variables With Applications to Systemic Risk Measures	1
Model Bias Identification for Bayesian Calibration of Stochastic Digital Twins of Bridges	0
Optimal Transport Autoregression to Forecast High‐Frequency Financial Data Distributions	0
Issue Information	0
Bootstrapping through discrete convolutional methods	0
Using Multiple Regression Models and Methods to Estimate Fatigue‐Life Distributions and Construct Constant‐Life Diagrams	0
A model for stochastic dependence implied by failures among deteriorating components	0
Quantization‐Based Latin Hypercube Sampling for Dependent Inputs With an Application to Sensitivity Analysis of Environmental Models	0
Discussion of signature‐based models of preventive maintenance	0
A real‐time monitoring approach for bivariate event data	0
Latent Activation Limited Failure Models, Stochastic Ordering and Identifiability	0
Scalable Inference via Averaged Robbins‐Monro Bootstrap	0
Issue Information	0
Deep learning models for inflation forecasting	0
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Estimation with extended sequential order statistics: A link function approach	0
Foreword Special Issue on Trustworthy Data Science	0
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Issue Information	0
Negative Probability	0
The GARCH Model Driven by Fractional Brownian Motion	0
BME Model: Forecasting Electricity Supply and Demand Curves Using Disentangled Prices and Volumes	0
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk	0
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Multivariate dynamic modeling for Bayesian forecasting of business revenue	0
Bayesian Forecasting of Value‐at‐Risk and Expected Shortfall in Cryptocurrency Markets: A Nonlinear Semi‐Parametric Framework	0
Topic‐Sentiment Hybrid Networks for Explainable Document Clustering: A Probabilistic Multi‐Dimensional Similarity Analysis	0
Analysis Methods for Two‐Level Non‐Regular Fractional Factorial Designs With 9–14 Factors in 16 Runs	0
Issue Information	0
Soft‐Clipping Autoregressive Models for Ordinal Time Series	0
Estimating the Size and Composition of Customer Base Using Retail Transaction Data	0
On the efficacy of “herd behavior” in the commodities market: A neuro‐fuzzy agent “herding” on deep learning traders	0
A new Wiener process with bathtub‐shaped degradation rate in the presence of random effects	0
The Asymptotic Distribution of the Weighted Altham's Index in Log‐Ratio Analysis	0
Stochastic comparisons of coherent systems with active redundancy at the component or system levels and component lifetimes following the accelerated life model	0
A Short‐Rate Model With Stochastic Long‐Term Mean and Volterra‐Type Memory: Risk Implications for Bonds and Option Pricing	0
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Probability and Fuzzy Working in Concert—Honoring the Reliability Contributions of Nozer D. Singpurwalla	0
Discussion of “Specifying prior distributions in reliability applications”: Towards new formal rules for informative prior elicitation?	0
Issue Information	0
Deep generative models for vehicle speed trajectories	0
Causal Forests for Discovering Diagnostic Language in Electronic Health Records	0
Issue Information	0
On the probability of Magnus Carlsen reaching 2900	0
Foreword Special Issue on New Frontiers in Reliability and Risk Analysis: A Tribute to Nozer Darabsha Singpurwalla	0
Swing option pricing consistent with futures smiles	0
How Well Do Ratings Reflect Sentiment? Evidence From a Large Italian Review Corpus	0
Issue Information	0
Multivariate simulation‐based forecasting for intraday power markets: Modeling cross‐product price effects	0
Strategic energy flows in input‐output relations: A temporal multilayer approach	0
Control Charts for Detecting Linear Drifts in Multivariate Process Mean and Covariance Matrix	0
Discussion of “Specifying prior distributions in reliability applications,” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William Meeker	0
Reliability Analysis of Load‐Sharing Systems Using a Flexible Model With Piecewise Linear Functions	0
Equilibrium Analysis of an Insider Trading Model With Constraints in Transparent Markets	0
Simulated Exact Confidence Intervals: With Applications to Censored Exponential Reliability Data	0
Comprehensive interval‐valued time series model with application to the S&P 500 index and PM2.5 level data analysis	0
Designing acceptance single sampling plans: An optimization‐based approach under generalized beta distribution	0
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Issue Information	0
Limiting Behavior of Mixed Coherent Systems With Lévy‐Frailty Marshall–Olkin Failure Times	0
Compositional Dynamic Modelling for Counterfactual Prediction in Multivariate Time Series	0
Redundancy Allocation Problem in k‐Out‐Of‐n Systems With Dependent and Heterogeneous Components	0
Inference for Simple Step Stress Accelerated Life Test Model Under Progressively Censored Gompertz Data	0
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A Mellin transform approach to pricing barrier options under stochastic elasticity of variance	0
Issue Information	0
Issue Information	0
Quantum Bayesian computation	0
An enriched mixture model for functional clustering	0