Applied Stochastic Models in Business and Industry

Papers
(The median citation count of Applied Stochastic Models in Business and Industry is 0. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-02-01 to 2024-02-01.)
ArticleCitations
Birnbaum‐Saunders quantile regression and its diagnostics with application to economic data36
Hybrid descriptive‐inferential method for key feature selection in prostate cancer radiomics29
Control charts based on randomized quantile residuals24
A comprehensive review of blockchain applications in industrial Internet of Things and supply chain systems18
Modeling multivariate degradation processes with time‐variant covariates and imperfect maintenance effects17
Securing logistics system and supply chain using Blockchain17
Machine learning applications in nonlife insurance16
Smart contract for electricity transactions and charge settlements using blockchain16
The generalized linear model‐based exponentially weighted moving average and cumulative sum charts for the monitoring of high‐quality processes13
On the information properties of working used systems using dynamic signature12
Reliability assessment for discrete time shock models via phase‐type distributions12
Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning12
Preservation of ILR and IFR aging classes in sums of dependent random variables11
Joint optimization of maintenance and spares ordering policy for a use‐oriented product‐service system with multiple failure modes10
Virtual age, is it real? ‐ Discussing virtual age in reliability context10
Specifying prior distributions in reliability applications10
An overview of some classical models and discussion of the signature‐based models of preventive maintenance9
Blockchain for supply chain performance and logistics management8
Reverse mortgage and risk profile awareness: Proposals for securitization8
Generalized discrete autoregressive moving‐average models8
Improved techniques for parametric and nonparametric evaluations of the first‐passage time for degradation processes7
The mean‐reverting 4/2 stochastic volatility model: Properties and financial applications7
Hybridized artificial neural network classifiers with a novel feature selection procedure based genetic algorithms and information complexity in credit scoring7
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data7
A self‐exciting modeling framework for forward prices in power markets7
The value of summary statistics for anomaly detection in temporally evolving networks: A performance evaluation study7
Comparison of control charts for Poisson count data in health‐care monitoring7
Health care fraud classifiers in practice7
Upper confidence bound integrated genetic algorithm‐optimized long short‐term memory network for click‐through rate prediction7
Bayesian optimal life‐testing plan under the balanced two sample type‐II progressive censoring scheme6
Forecasting portfolio returns with skew‐geometric Brownian motions6
An improved Hotelling's T2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach6
Bayesian estimation and prediction for the transformed Wiener degradation process6
Stochastic differential equations harvesting policies: Allee effects, logistic‐like growth and profit optimization6
A new distribution‐free adaptive sample size control chart for a finite production horizon and its application in monitoring fill volume of soft drink beverage bottles6
Nonlinear time series classification using bispectrum‐based deep convolutional neural networks6
Functional clustering methods for resistance spot welding process data in the automotive industry5
Learning low‐dimensional structure in house price indices5
Quick‐switch inspection scheme based on the overall process capability index for modern industrial web‐based processing environment5
Multivariate process control charts based on the Lp depth4
Clustering high‐frequency financial time series based on information theory4
Self‐supervised cross validation using data generation structure4
Machine learning techniques in nested stochastic simulations for life insurance4
Statistical estimation in passenger‐to‐train assignment models based on automated data4
Estimation of residential radon concentration in Pennsylvania counties by data fusion4
The Markov discrete time δ‐shock reliability model and a waiting time problem4
A comprehensive distribution‐free scheme for tri‐aspect surveillance of complex processes4
Optimal decision‐theoretic sampling plan for two exponential distributions under joint censoring scheme4
Cost‐efficient monitoring of continuous‐time stochastic processes based on discrete observations4
Connecting copula properties with reliability properties of coherent systems4
The Variance Gamma++ process and applications to energy markets4
Optimal preventive maintenance for reparable networks4
On optimal maintenance of degrading multistate systems with state‐dependent cost of repair4
On‐site surrogates for large‐scale calibration4
Optimal burn‐in policy based on a set of cutoff points using mixture inverse Gaussian degradation process and copulas3
General framework for testing Poisson‐Voronoi assumption for real microstructures3
Firms' profitability and ESG score: A machine learning approach3
Optimization of two‐dimensional warranty policy for repairable products based on age and usage, applicable to lemon law conditions3
Preservation of some stochastic orders by distortion functions with application to coherent systems with exchangeable components3
Bayesian piecewise stochastic frontier model to estimate initial public offering pricing efficiency under issuance policy reforms3
Detecting systematic anomalies affecting systems when inputs are stationary time series3
Inference on errors in industrial parts: Kriging and variogram versus geometrical product specifications standard3
Foreign exchange rate volatility smiles and smirks3
Defective products management in a furniture production company: A data mining approach3
Wilcoxon‐type rank‐sum statistics for selecting the best population: Some advances3
The journey to establish the discipline of statistical engineering2
Model robust profile monitoring for the generalized linear mixed model for Phase I analysis2
Construction of the tetration distribution based on the continuous iteration of the exponential‐minus‐one function2
Monitoring the covariance matrix of bivariate processes with the DVMAX control charts2
Covariate‐dependent control limits for the detection of abnormal price changes in scanner data2
The determinants of social promotion success: A case study of crowdfunding projects2
Discussion of “Virtual age, is it real?”2
A fundamental problem of hypothesis testing with finite inventory in e‐commerce2
Hedging and utility valuation of a defaultable claim driven by Hawkes processes2
A cyclic non‐homogeneous Markov chain model for resource availability optimization in a two‐parking lots system with priority classes and resource reservation2
Testing for parameter changes in linear state space models2
A micro‐to‐macro approach to returns, volumes and waiting times2
Approximation of single‐barrier options partial differential equations using feed‐forward neural network2
A distribution‐based method to gauge market liquidity through scale invariance between investment horizons2
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure2
Conway–Maxwell Poisson regression‐based control charts under iterative Liu estimator for monitoring count data2
Tolerance intervals for autoregressive models, with an application to hospital waiting lists2
Multivariate dynamic modeling for Bayesian forecasting of business revenue2
Sequential detection of parameter changes in dynamic conditional correlation models2
Topological data analysis in digital marketing2
Dynamics of energy technology diffusion under uncertainty2
High leverage detection in general functional regression models with spatially correlated errors2
Rejoinder to “Virtual age, is it real?”2
Analysis of means approach in advanced designs2
Exact likelihood ratio and Wald tests for the balanced joint progressive censoring scheme2
Automobile insurance claim occurrence prediction model based on ensemble learning2
Optimal burn‐in policy for mixed population of products under two‐dimensional combination warranty2
Discussion of “Machine learning applications in non‐life insurance”2
Optimal time‐consistent social health insurance and private health insurance strategy under a new health insurance framework2
A graphical diagnostic for heavy tailed data2
Bayesian hierarchical spatial regression models for spatial data in the presence of missing covariates with applications2
Conjectures on optimal nested generalized group testing algorithm1
Cross‐estimation for decision selection1
Assessing model risk in financial and energy markets using dynamic conditional VaRs1
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk1
Asymptotics for value at risk and conditional tail expectation of a portfolio loss1
Swing option pricing consistent with futures smiles1
Birnbaum‐Saunders autoregressive conditional range model applied to stock index data1
Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles1
Statistical disclosure control for continuous variables using an extended skew‐t copula1
Controlling the exponentially weighted moving average S2 control chart false alarm behavior when the in‐control variance level must be estimated1
Deep learning models for inflation forecasting1
Connected autonomous vehicles: State of practice1
Sentiment‐driven mean reversion in the 4/2 stochastic volatility model with jumps1
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models1
Fast heuristic approach for control of complex authentication systems1
Sample size determination to estimate mediation effects in cell transformation assays: A Bayesian causal model1
On preventive maintenance scheduling for the systems exposed to aging and external shocks1
Discussion of “Virtual age, is it real?”1
Discussion of “Machine learning applications in nonlife insurance”1
Deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains1
Designing acceptance single sampling plans: An optimization‐based approach under generalized beta distribution1
Network‐based semisupervised clustering1
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance1
Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes1
Clustering ultrasonic waves propagation time: A hierarchical polynomial semiparametric approach1
Strategic energy flows in input‐output relations: A temporal multilayer approach1
Discussion of “Virtual age, is it real?”1
Discussion of virtual age, is it real?1
Phase‐type models involving restarting and instantaneous transitions, with applications to degradation and maintenance1
One‐ and two‐sided monitoring schemes for BINARCH(1) processes1
Stochastic evolution of distributions and functional Bollinger bands1
On the multiattempt minimal repair and the corresponding counting process1
Discussion of “Virtual age, is it real?”1
1
Discussion of signature‐based models of preventive maintenance1
Evaluation methods for portfolio management1
A stochastic model for evaluating the peaks of commodities' returns1
Discussion of “Virtual age, is it real?”1
Discussion of “Virtual age, is it real?”1
Maximizing with‐profit pensions without guarantees1
Discussion of “Virtual age: Is it real?”1
On the modeling of dependence between univariate Lévy wear processes and impact on the reliability function1
Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments1
An enriched mixture model for functional clustering1
Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs1
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector1
Comments on “Virtual age, is it real? (Discussing virtual age in reliability context)” by M. Finkelstein and J. H. Cha1
Multivariate generalized hyperbolic laws for modeling financial log‐returns: Empirical and theoretical considerations1
Regime recovery using implied volatility in Markov modulated market model1
Inferential aspects for the optimal selection of the control parameters in Taguchi method1
On the efficacy of “herd behavior” in the commodities market: A neuro‐fuzzy agent “herding” on deep learning traders1
A reinforcement learning algorithm for trading commodities1
Average‐tempered stable subordinators with applications1
Item response function in antagonistic situations1
Rejoinder to: “An overview of some classical and discussion of the signature‐based models of preventive maintenance”1
Residual‐based cumulative sum charts to monitor time series of counts via copula‐based Markov models1
Nonparametric significance tests for imperfect repair1
Balancing load and performance for different failure models1
Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling1
Some statistical challenges in automated driving systems0
Linkage vector autoregressive model0
Leaders and followers in mutual funds: A dynamic Bayesian approach0
Issue Information0
An initial investigation for employing ACH depth function in degradation model selection: A case study with real data0
Comprehensive interval‐valued time series model with application to the S&P 500 index and PM2.5 level data analysis0
Erratum to “An improved Hotelling's T2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach”0
Value‐at‐Risk with quantile regression neural network: New evidence from internet finance firms0
Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”0
Identification of spatial defects in semiconductor manufacturing0
A model for stochastic dependence implied by failures among deteriorating components0
Issue Information0
Discussion of signature‐based models of preventive maintenance0
Discussion of signature‐based models of preventive maintenance0
0
Separable spatio‐temporal kriging for fast virtual sensing0
Design of experiments and manufacturing design space for multi‐step processes0
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”0
Forecasting aviation safety occurrences0
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework0
Discussion on paper “An Overview of Some Classical Models and Discussion of the Signature‐based Models of Preventive Maintenance”0
On the probability of Magnus Carlsen reaching 29000
Multi‐fidelity Gaussian process modeling with boundary information0
Modeling clustered binary data with nonparametric unobserved heterogeneity: An application to stock crash analysis0
Discussion of specifying prior distributions in reliability applications0
Discussion of: Specifying prior distributions in reliability applications0
0
Order restricted inference for a multiple step‐stress model with long‐term survivors for a general family of distributions0
Discussion of “Specifying prior distributions in reliability applications,” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William Meeker0
Discussion of “Some statistical challenges in automated driving systems”0
Issue Information0
A dam management problem with energy production as an optimal switching problem0
Forecasting system's accuracy: A framework for the comparison of different structures0
Discussion of specifying prior distributions in reliability applications0
Machine learning applications in non‐life insurance0
Ordering properties of generalized aggregation with applications0
Bayesian analysis of Markov modulated queues with abandonment0
Micro‐level reserving for general insurance claims using a long short‐term memory network0
Bayesian change point prediction for downhole drilling pressures with hidden Markov models0
Lost in a black‐box? Interpretable machine learning for assessing Italian SMEs default0
Effective use of screening experiments: Some practical experiences0
On a buffered threshold autoregressive stochastic volatility model0
Hedging temperature risk with CDD and HDD temperature futures0
Heteroscedasticity test of high‐frequency data with jumps and market microstructure noise0
Issue Information0
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”0
Stochastic comparison on load‐sharing systems with one statistically dependent redundancy0
Optimal refinancing strategy for mortgage rate with regime switching0
Issue Information0
New approach and analysis of the generalized constant elasticity of variance model0
Optimal standby activation in m‐out‐of‐n systems: A preventive approach0
Reliability inference with extended sequential order statistics0
Discussion of signature‐based models of preventive maintenance0
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach0
Real option valuation of timber harvesting contracts0
Non‐parametric local capability indices for industrial planar manufacts: An application to the etching phase in the microelectronic industry0
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue”0
Bootstrapping through discrete convolutional methods0
Optimal maintenance policy for imperfect production systems using reliability function and defect rate0
Foreword: Special issue on statistics in quality and productivity0
Issue Information0
0
0
Deep partial least squares for instrumental variable regression0
Foreword: Special issue on statistics in quality, industry, and technology0
Discussion of “Revisiting Multivariate generalized hyperbolic laws for modeling financial log returns by Fotopoulos, Paparas And Jandhyala”0
Discussion specifying prior distributions in reliability applications0
Discussion of Specifying prior distributions in reliability applications0
Foreword: Special issue of ASMBI for y‐BIS 2019: Recent Advances in Business Analytics and Data Science0
Discussion of “specifying prior distribution in reliability applications” by Tian, Lewis‐Beck, Niemi, and Meeker0
Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue0
0
Some statistical challenges in automated driving systems0
Stress testing network reconstruction via graphical causal model0
Optimal shock‐based maintenance policy for a system in a dynamic environment0
Quantum Bayesian computation0
A moment matching method for option pricing under stochastic interest rates0
0
Gompertz zero‐inflated cure rate regression models applied to credit risk data0
Discussion of an overview of some classical models and discussion of the signature‐based models of preventive maintenance0
0
Ranking customers for marketing actions with a two‐stage Bayesian cluster and Pareto/NBD models0
Issue Information0
A discussion on “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”0
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by A. K. Yanchenko et al.0
Issue Information0
Comparisons of coherent systems with two types of heterogeneous components having proportional reversed hazard rates0
Discussion of “Specifying prior distributions in reliability applications”0
Discussion of “Specifying prior distributions in reliability applications”0
Foreword to the Special Issue on “Data Science in Process Industries”0
Discussion of Bayesian forecasting of business revenue0
The Italian quick survey on the effects of the COVID‐19 health emergency on businesses: Sampling strategy and data editing0
Rejoinder to “Specifying Prior Distribution in Reliability Applications”0
The competitive loss‐averse newsvendor problem with quantity‐oriented reference point0
On the new operational characteristic for degrading systems executing missions of fixed duration0
0.035628080368042