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	20
A comprehensive review of blockchain applications in industrial Internet of Things and supply chain systems	20
Smart contract for electricity transactions and charge settlements using blockchain	19
Modeling multivariate degradation processes with time‐variant covariates and imperfect maintenance effects	19
Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning	14
Reliability assessment for discrete time shock models via phase‐type distributions	13
The generalized linear model‐based exponentially weighted moving average and cumulative sum charts for the monitoring of high‐quality processes	13
Specifying prior distributions in reliability applications	13
Preservation of ILR and IFR aging classes in sums of dependent random variables	12
On the information properties of working used systems using dynamic signature	12
A self‐exciting modeling framework for forward prices in power markets	11
Virtual age, is it real? ‐ Discussing virtual age in reliability context	11
An overview of some classical models and discussion of the signature‐based models of preventive maintenance	11
Joint optimization of maintenance and spares ordering policy for a use‐oriented product‐service system with multiple failure modes	11
Statistical estimation in passenger‐to‐train assignment models based on automated data	9
Blockchain for supply chain performance and logistics management	9
Reverse mortgage and risk profile awareness: Proposals for securitization	9
Hybridized artificial neural network classifiers with a novel feature selection procedure based genetic algorithms and information complexity in credit scoring	9
Forecasting portfolio returns with skew‐geometric Brownian motions	8
Upper confidence bound integrated genetic algorithm‐optimized long short‐term memory network for click‐through rate prediction	8
Comparison of control charts for Poisson count data in health‐care monitoring	8
Quick‐switch inspection scheme based on the overall process capability index for modern industrial web‐based processing environment	7
Health care fraud classifiers in practice	7
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data	7

A comprehensive distribution‐free scheme for tri‐aspect surveillance of complex processes	7
The value of summary statistics for anomaly detection in temporally evolving networks: A performance evaluation study	7
Firms' profitability and ESG score: A machine learning approach	7
The Markov discrete time δ‐shock reliability model and a waiting time problem	7
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
Functional clustering methods for resistance spot welding process data in the automotive industry	6
Connecting copula properties with reliability properties of coherent systems	5
Cost‐efficient monitoring of continuous‐time stochastic processes based on discrete observations	5
Optimal preventive maintenance for reparable networks	5
Learning low‐dimensional structure in house price indices	5
Multivariate process control charts based on the Lp depth	4
Detecting systematic anomalies affecting systems when inputs are stationary time series	4
Deep learning models for inflation forecasting	4
Optimal burn‐in policy based on a set of cutoff points using mixture inverse Gaussian degradation process and copulas	4
Self‐supervised cross validation using data generation structure	4
A micro‐to‐macro approach to returns, volumes and waiting times	4
Inference on errors in industrial parts: Kriging and variogram versus geometrical product specifications standard	4
Optimization of two‐dimensional warranty policy for repairable products based on age and usage, applicable to lemon law conditions	4
Optimal burn‐in policy for mixed population of products under two‐dimensional combination warranty	4
Machine learning techniques in nested stochastic simulations for life insurance	4
The Variance Gamma++ process and applications to energy markets	4
Clustering high‐frequency financial time series based on information theory	4
Conway–Maxwell Poisson regression‐based control charts under iterative Liu estimator for monitoring count data	4
On optimal maintenance of degrading multistate systems with state‐dependent cost of repair	4
Sequential detection of parameter changes in dynamic conditional correlation models	4
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
Optimal time‐consistent social health insurance and private health insurance strategy under a new health insurance framework	3
Defective products management in a furniture production company: A data mining approach	3
On the modeling of dependence between univariate Lévy wear processes and impact on the reliability function	3
The determinants of social promotion success: A case study of crowdfunding projects	3
Bayesian piecewise stochastic frontier model to estimate initial public offering pricing efficiency under issuance policy reforms	3
Bayesian hierarchical spatial regression models for spatial data in the presence of missing covariates with applications	3
Preservation of some stochastic orders by distortion functions with application to coherent systems with exchangeable components	3
Foreign exchange rate volatility smiles and smirks	3
Approximation of single‐barrier options partial differential equations using feed‐forward neural network	2
Average‐tempered stable subordinators with applications	2
On relevation transform involved with statistical dependence between two component lifetimes	2
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure	2
Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes	2
Multivariate dynamic modeling for Bayesian forecasting of business revenue	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
Connected autonomous vehicles: State of practice	2
Topological data analysis in digital marketing	2
Testing for parameter changes in linear state space models	2
Phase‐type models involving restarting and instantaneous transitions, with applications to degradation and maintenance	2
Fast heuristic approach for control of complex authentication systems	2
Exact likelihood ratio and Wald tests for the balanced joint progressive censoring scheme	2
Network‐based semisupervised clustering	2

Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles	2
Discussion of virtual age, is it real?	2
A fundamental problem of hypothesis testing with finite inventory in e‐commerce	2
High leverage detection in general functional regression models with spatially correlated errors	2
A graphical diagnostic for heavy tailed data	2
Rejoinder to “Virtual age, is it real?”	2
Model robust profile monitoring for the generalized linear mixed model for Phase I analysis	2
On preventive maintenance scheduling for the systems exposed to aging and external shocks	2
Monitoring the covariance matrix of bivariate processes with the DVMAX control charts	2
Automobile insurance claim occurrence prediction model based on ensemble learning	2
Micro‐level reserving for general insurance claims using a long short‐term memory network	2
Discussion of “Virtual age, is it real?”	2
Uniform pricing and subsidy coordination mechanism in a two‐tier healthcare system under a co‐payment policy	2
An enriched mixture model for functional clustering	2
The journey to establish the discipline of statistical engineering	2
Hedging and utility valuation of a defaultable claim driven by Hawkes processes	2
Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs	2
Fast calibration of two‐factor models for energy option pricing	1
Imperfect and worse than old maintenances for a gamma degradation process	1
Clustering ultrasonic waves propagation time: A hierarchical polynomial semiparametric approach	1
Controlling the exponentially weighted moving average S2 control chart false alarm behavior when the in‐control variance level must be estimated	1
Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments	1
Inferential aspects for the optimal selection of the control parameters in Taguchi method	1
Stochastic comparisons of coherent systems with active redundancy at the component or system levels and component lifetimes following the accelerated life model	1
Reliability inference with extended sequential order statistics	1
Residual‐based cumulative sum charts to monitor time series of counts via copula‐based Markov models	1
Stochastic evolution of distributions and functional Bollinger bands	1
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models	1
A longitudinal degradation set‐up for calendar aging of lithium‐ion batteries in view of sparse experimental 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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Ranking customers for marketing actions with a two‐stage Bayesian cluster and Pareto/NBD models	1
Assessing model risk in financial and energy markets using dynamic conditional VaRs	1
Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling	1
A new Wiener process with bathtub‐shaped degradation rate in the presence of random effects	1
Design of experiments and manufacturing design space for multi‐step processes	1
Financing decisions in a supply chain when considering product returns	1
Nonparametric significance tests for imperfect repair	1
Statistics and probability theory in renewable energy: Teaching and research	1
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector	1
Discussion of “Virtual age, is it real?”	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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Discussion of “Virtual age, is it real?”	1
Sentiment‐driven mean reversion in the 4/2 stochastic volatility model with jumps	1
On the multiattempt minimal repair and the corresponding counting process	1
Regime recovery using implied volatility in Markov modulated market model	1
A reinforcement learning algorithm for trading commodities	1
Discussion of signature‐based models of preventive maintenance	1
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach	1
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Lost in a black‐box? Interpretable machine learning for assessing Italian SMEs default	1
Designing acceptance single sampling plans: An optimization‐based approach under generalized beta distribution	1
Maximizing with‐profit pensions without guarantees	1
Discussion of “Virtual age: Is it real?”	1
Discussion of “Virtual age, is it real?”	1
Statistical disclosure control for continuous variables using an extended skew‐t copula	1
Swing option pricing consistent with futures smiles	1
Asymptotics for value at risk and conditional tail expectation of a portfolio loss	1
Optimal refinancing strategy for mortgage rate with regime switching	1
Comments on “Virtual age, is it real? (Discussing virtual age in reliability context)” by M. Finkelstein and J. H. Cha	1
One‐ and two‐sided monitoring schemes for BINARCH(1) processes	1
Discussion of “Specifying prior distributions in reliability applications”: Towards new formal rules for informative prior elicitation?	1
Sample size determination to estimate mediation effects in cell transformation assays: A Bayesian causal model	1
Discussion of “Virtual age, is it real?”	1
Dynamic inventory system with pricing adjustment for price‐comparison shoppers	1
Balancing load and performance for different failure models	1
Discussion of “Virtual age, is it real?”	1
Rejoinder to: “An overview of some classical and discussion of the signature‐based models of preventive maintenance”	1
A real‐time monitoring approach for bivariate event data	1
Optimisation of nuclear reactor primary coolant design and maintenance parameters	1
Conjectures on optimal nested generalized group testing algorithm	1
Discussion of “Machine learning applications in nonlife insurance”	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
The price‐leverage covariation as a measure of the response of the leverage effect to price and volatility changes	1
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance	1
Deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	1
Some statistical challenges in automated driving systems	0
A moment matching method for option pricing under stochastic interest rates	0

Degradation modeling and remaining useful lifetime prediction based on functional variance process	0
On optimal allocation of redundancies in random weighted k$$ k $$‐out‐of‐n$$ n $$ systems	0
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap	0
Optimal maintenance policy for imperfect production systems using reliability function and defect rate	0
A dam management problem with energy production as an optimal switching problem	0
Stochastic comparison on load‐sharing systems with one statistically dependent redundancy	0
Optimal designs of accelerated degradation tests with random shock failures and measurement errors	0
Ordering properties of generalized aggregation with applications	0
Multi‐fidelity Gaussian process modeling with boundary information	0
Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”	0
Discussion of “Multivariate generalized hyperbolic laws for modeling financial log‐returns—Empirical and theoretical considerations”	0
Discussion of Bayesian forecasting of business revenue	0
Rejoinder to “Specifying Prior Distribution in Reliability Applications”	0
Identification of spatial defects in semiconductor manufacturing	0
On the probability of Magnus Carlsen reaching 2900	0
Issue Information	0
Heteroscedasticity test of high‐frequency data with jumps and market microstructure noise	0
Discussion of signature‐based models of preventive maintenance	0
Non‐parametric local capability indices for industrial planar manufacts: An application to the etching phase in the microelectronic industry	0
Issue Information	0
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Some statistical challenges in automated driving systems	0
Discussion of “specifying prior distribution in reliability applications” by Tian, Lewis‐Beck, Niemi, and Meeker	0
New approach and analysis of the generalized constant elasticity of variance model	0
Discussion of “Specifying prior distributions in reliability applications”	0
Discussion of signature‐based models of preventive maintenance	0
The censored delta shock model with non‐identical intershock times distribution and an optimal replacement policy	0
The Italian quick survey on the effects of the COVID‐19 health emergency on businesses: Sampling strategy and data editing	0
Discussion of “Some statistical challenges in automated driving systems”	0
Discussion of “Specifying prior distributions in reliability applications”	0
Extreme shock model with change point based on the Poisson process of shocks	0
A multiperiod model of an emissions trading system	0
Bayesian change point prediction for downhole drilling pressures with hidden Markov models	0
Strategic energy flows in input‐output relations: A temporal multilayer approach	0
A study on two‐dimensional warranty with a preventive maintenance policy under burn‐in or run‐in	0
Issue Information	0
Preventive maintenance for coherent systems considering postponed replacement	0
Deep partial least squares for instrumental variable regression	0
Issue Information	0
Comprehensive interval‐valued time series model with application to the S&P 500 index and PM2.5 level data analysis	0
Foreword: Special issue of ASMBI for y‐BIS 2019: Recent Advances in Business Analytics and Data Science	0
Real option valuation of timber harvesting contracts	0
Effective use of screening experiments: Some practical experiences	0
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Order restricted inference for a multiple step‐stress model with long‐term survivors for a general family of distributions	0
Bootstrapping through discrete convolutional methods	0
On a buffered threshold autoregressive stochastic volatility model	0
Optimal standby activation in m‐out‐of‐n systems: A preventive approach	0
Foreword: Special issue on statistics in quality and productivity	0
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Issue Information	0
Foreword to the Special Issue on “Data Science in Process Industries”	0
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Forecasting system's accuracy: A framework for the comparison of different structures	0
Hedging temperature risk with CDD and HDD temperature futures	0
Discussion of specifying prior distributions in reliability applications	0
A discussion on “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
Messages from the outgoing and incoming Editor‐in‐Chiefs	0
Comparisons of coherent systems with two types of heterogeneous components having proportional reversed hazard rates	0
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Issue Information	0
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Discussion of specifying prior distributions in reliability applications	0
Forecasting aviation safety occurrences	0
Efficient pricing of path‐dependent interest rate derivatives	0
A model for stochastic dependence implied by failures among deteriorating components	0
Preface to the special issue on degradation and maintenance, modelling and analysis	0
Linkage vector autoregressive model	0
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Machine learning applications in non‐life insurance	0
Issue Information	0
Spectral density estimation for random processes with stationary increments	0
Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue	0
Issue Information	0
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue”	0
Discussion of Specifying prior distributions in reliability applications	0
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Issue Information	0
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework	0
Issue Information	0
Optimal shock‐based maintenance policy for a system in a dynamic environment	0
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by A. K. Yanchenko et al.	0
The competitive loss‐averse newsvendor problem with quantity‐oriented reference point	0
Separable spatio‐temporal kriging for fast virtual sensing	0
Gompertz zero‐inflated cure rate regression models applied to credit risk data	0
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Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
Discussion of: Specifying prior distributions in reliability applications	0
Discussion specifying prior distributions in reliability applications	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
Modeling clustered binary data with nonparametric unobserved heterogeneity: An application to stock crash analysis	0
On the new operational characteristic for degrading systems executing missions of fixed duration	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
The impact of TV advertising on website traffic	0