Applied Stochastic Models in Business and Industry

Article	Citations
Birnbaum‐Saunders quantile regression and its diagnostics with application to economic data	37
Hybrid descriptive‐inferential method for key feature selection in prostate cancer radiomics	29
Control charts based on randomized quantile residuals	25
A comprehensive review of blockchain applications in industrial Internet of Things and supply chain systems	19
Securing logistics system and supply chain using Blockchain	18
Modeling multivariate degradation processes with time‐variant covariates and imperfect maintenance effects	17
Smart contract for electricity transactions and charge settlements using blockchain	16
Machine learning applications in nonlife insurance	16
The generalized linear model‐based exponentially weighted moving average and cumulative sum charts for the monitoring of high‐quality processes	13
Reliability assessment for discrete time shock models via phase‐type distributions	12
On the information properties of working used systems using dynamic signature	12
Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning	12
Preservation of ILR and IFR aging classes in sums of dependent random variables	11
Specifying prior distributions in reliability applications	11
Virtual age, is it real? ‐ Discussing virtual age in reliability context	10
An overview of some classical models and discussion of the signature‐based models of preventive maintenance	10
Joint optimization of maintenance and spares ordering policy for a use‐oriented product‐service system with multiple failure modes	10
A self‐exciting modeling framework for forward prices in power markets	9
Blockchain for supply chain performance and logistics management	8
Reverse mortgage and risk profile awareness: Proposals for securitization	8
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data	7
The mean‐reverting 4/2 stochastic volatility model: Properties and financial applications	7
Upper confidence bound integrated genetic algorithm‐optimized long short‐term memory network for click‐through rate prediction	7
Improved techniques for parametric and nonparametric evaluations of the first‐passage time for degradation processes	7
Forecasting portfolio returns with skew‐geometric Brownian motions	7

Hybridized artificial neural network classifiers with a novel feature selection procedure based genetic algorithms and information complexity in credit scoring	7
Comparison of control charts for Poisson count data in health‐care monitoring	7
Health care fraud classifiers in practice	7
The value of summary statistics for anomaly detection in temporally evolving networks: A performance evaluation study	7
Stochastic differential equations harvesting policies: Allee effects, logistic‐like growth and profit optimization	6
Functional clustering methods for resistance spot welding process data in the automotive industry	6
An improved Hotelling's T2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach	6
Nonlinear time series classification using bispectrum‐based deep convolutional neural networks	6
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 bottles	6
Optimal preventive maintenance for reparable networks	5
Estimation of residential radon concentration in Pennsylvania counties by data fusion	5
On‐site surrogates for large‐scale calibration	5
Quick‐switch inspection scheme based on the overall process capability index for modern industrial web‐based processing environment	5
Learning low‐dimensional structure in house price indices	5
Connecting copula properties with reliability properties of coherent systems	4
Clustering high‐frequency financial time series based on information theory	4
Self‐supervised cross validation using data generation structure	4
Optimal decision‐theoretic sampling plan for two exponential distributions under joint censoring scheme	4
The Variance Gamma++ process and applications to energy markets	4
The Markov discrete time δ‐shock reliability model and a waiting time problem	4
On optimal maintenance of degrading multistate systems with state‐dependent cost of repair	4
Machine learning techniques in nested stochastic simulations for life insurance	4
Multivariate process control charts based on the Lp depth	4
Inference on errors in industrial parts: Kriging and variogram versus geometrical product specifications standard	4
A comprehensive distribution‐free scheme for tri‐aspect surveillance of complex processes	4
Statistical estimation in passenger‐to‐train assignment models based on automated data	4
Cost‐efficient monitoring of continuous‐time stochastic processes based on discrete observations	4
Defective products management in a furniture production company: A data mining approach	3
Detecting systematic anomalies affecting systems when inputs are stationary time series	3
Optimal burn‐in policy based on a set of cutoff points using mixture inverse Gaussian degradation process and copulas	3
Sequential detection of parameter changes in dynamic conditional correlation models	3
Firms' profitability and ESG score: A machine learning approach	3
Optimization of two‐dimensional warranty policy for repairable products based on age and usage, applicable to lemon law conditions	3
Preservation of some stochastic orders by distortion functions with application to coherent systems with exchangeable components	3
Bayesian piecewise stochastic frontier model to estimate initial public offering pricing efficiency under issuance policy reforms	3
A micro‐to‐macro approach to returns, volumes and waiting times	3
Wilcoxon‐type rank‐sum statistics for selecting the best population: Some advances	3
Foreign exchange rate volatility smiles and smirks	3
Bayesian hierarchical spatial regression models for spatial data in the presence of missing covariates with applications	2
Optimal time‐consistent social health insurance and private health insurance strategy under a new health insurance framework	2
A graphical diagnostic for heavy tailed data	2
Model robust profile monitoring for the generalized linear mixed model for Phase I analysis	2
A distribution‐based method to gauge market liquidity through scale invariance between investment horizons	2
Construction of the tetration distribution based on the continuous iteration of the exponential‐minus‐one function	2
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure	2
Covariate‐dependent control limits for the detection of abnormal price changes in scanner 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
Discussion of “Virtual age, is it real?”	2
High leverage detection in general functional regression models with spatially correlated errors	2
A fundamental problem of hypothesis testing with finite inventory in e‐commerce	2

Topological data analysis in digital marketing	2
Testing for parameter changes in linear state space models	2
Approximation of single‐barrier options partial differential equations using feed‐forward neural network	2
Exact likelihood ratio and Wald tests for the balanced joint progressive censoring scheme	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
Conway–Maxwell Poisson regression‐based control charts under iterative Liu estimator for monitoring count data	2
Dynamics of energy technology diffusion under uncertainty	2
Multivariate dynamic modeling for Bayesian forecasting of business revenue	2
The journey to establish the discipline of statistical engineering	2
Discussion of “Machine learning applications in non‐life insurance”	2
Hedging and utility valuation of a defaultable claim driven by Hawkes processes	2
Rejoinder to “Virtual age, is it real?”	2
Deep learning models for inflation forecasting	2
Analysis of means approach in advanced designs	2
Optimal burn‐in policy for mixed population of products under two‐dimensional combination warranty	2
Network‐based semisupervised clustering	2
The determinants of social promotion success: A case study of crowdfunding projects	2
	1
Maximizing with‐profit pensions without guarantees	1
Assessing model risk in financial and energy markets using dynamic conditional VaRs	1
On the modeling of dependence between univariate Lévy wear processes and impact on the reliability function	1
Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments	1
Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes	1
Clustering ultrasonic waves propagation time: A hierarchical polynomial semiparametric approach	1
Strategic energy flows in input‐output relations: A temporal multilayer approach	1
Comments on “Virtual age, is it real? (Discussing virtual age in reliability context)” by M. Finkelstein and J. H. Cha	1
Discussion of virtual age, is it real?	1
Phase‐type models involving restarting and instantaneous transitions, with applications to degradation and maintenance	1
Optimal refinancing strategy for mortgage rate with regime switching	1
Stochastic evolution of distributions and functional Bollinger bands	1
On the multiattempt minimal repair and the corresponding counting process	1
Sentiment‐driven mean reversion in the 4/2 stochastic volatility model with jumps	1
A reinforcement learning algorithm for trading commodities	1
Discussion of signature‐based models of preventive maintenance	1
Discussion of “Virtual age, is it real?”	1
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On relevation transform involved with statistical dependence between two component lifetimes	1
Discussion of “Virtual age, is it real?”	1
Conjectures on optimal nested generalized group testing algorithm	1
Cross‐estimation for decision selection	1
Designing acceptance single sampling plans: An optimization‐based approach under generalized beta distribution	1
Deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	1
Fast calibration of two‐factor models for energy option pricing	1
An enriched mixture model for functional clustering	1
Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs	1
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector	1
Statistical disclosure control for continuous variables using an extended skew‐t copula	1
Multivariate generalized hyperbolic laws for modeling financial log‐returns: Empirical and theoretical considerations	1
Stochastic comparisons of coherent systems with active redundancy at the component or system levels and component lifetimes following the accelerated life model	1
One‐ and two‐sided monitoring schemes for BINARCH(1) processes	1
Fast heuristic approach for control of complex authentication systems	1
Connected autonomous vehicles: State of practice	1
Discussion of “Virtual age, is it real?”	1
Evaluation methods for portfolio management	1
Rejoinder to: “An overview of some classical and discussion of the signature‐based models of preventive maintenance”	1
Sample size determination to estimate mediation effects in cell transformation assays: A Bayesian causal model	1
Item response function in antagonistic situations	1
Nonparametric significance tests for imperfect repair	1
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Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling	1
Discussion of “Virtual age: Is it real?”	1
A stochastic model for evaluating the peaks of commodities' returns	1
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance	1
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk	1
Asymptotics for value at risk and conditional tail expectation of a portfolio loss	1
Swing option pricing consistent with futures smiles	1
Discussion of “Virtual age, is it real?”	1
Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles	1
Resale regulations in online marketplaces during the COVID‐19 pandemic	1
Controlling the exponentially weighted moving average S2 control chart false alarm behavior when the in‐control variance level must be estimated	1
Regime recovery using implied volatility in Markov modulated market model	1
Inferential aspects for the optimal selection of the control parameters in Taguchi method	1
On the efficacy of “herd behavior” in the commodities market: A neuro‐fuzzy agent “herding” on deep learning traders	1
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models	1
Average‐tempered stable subordinators with applications	1
Discussion of “Virtual age, is it real?”	1
On preventive maintenance scheduling for the systems exposed to aging and external shocks	1
Residual‐based cumulative sum charts to monitor time series of counts via copula‐based Markov models	1
Balancing load and performance for different failure models	1

Discussion of “Machine learning applications in nonlife insurance”	1
Micro‐level reserving for general insurance claims using a long short‐term memory network	0
The competitive loss‐averse newsvendor problem with quantity‐oriented reference point	0
Bayesian analysis of Markov modulated queues with abandonment	0
Effective use of screening experiments: Some practical experiences	0
Some statistical challenges in automated driving systems	0
Lost in a black‐box? Interpretable machine learning for assessing Italian SMEs default	0
Hedging temperature risk with CDD and HDD temperature futures	0
Discussion of signature‐based models of preventive maintenance	0
Heteroscedasticity test of high‐frequency data with jumps and market microstructure noise	0
Design of experiments and manufacturing design space for multi‐step processes	0
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Foreword: Special issue on statistics in quality and productivity	0
Forecasting aviation safety occurrences	0
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
Comparisons of coherent systems with two types of heterogeneous components having proportional reversed hazard rates	0
Stochastic comparison on load‐sharing systems with one statistically dependent redundancy	0
Non‐parametric local capability indices for industrial planar manufacts: An application to the etching phase in the microelectronic industry	0
Issue Information	0
On a buffered threshold autoregressive stochastic volatility model	0
Preventive maintenance for coherent systems considering postponed replacement	0
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A model for stochastic dependence implied by failures among deteriorating components	0
Discussion of 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
Issue Information	0
Imperfect and worse than old maintenances for a gamma degradation process	0
Linkage vector autoregressive model	0
Real option valuation of timber harvesting contracts	0
Machine learning applications in non‐life insurance	0
Issue Information	0
Issue Information	0
Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue	0
Issue Information	0
Correction to deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	0
Stress testing network reconstruction via graphical causal model	0
Bayesian change point prediction for downhole drilling pressures with hidden Markov models	0
Quantum Bayesian computation	0
A dam management problem with energy production as an optimal switching problem	0
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
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Issue Information	0
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
Optimisation of nuclear reactor primary coolant design and maintenance parameters	0
Discussion on paper “An Overview of Some Classical Models and Discussion of the Signature‐based Models of Preventive Maintenance”	0
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On the probability of Magnus Carlsen reaching 2900	0
Modeling clustered binary data with nonparametric unobserved heterogeneity: An application to stock crash analysis	0
Issue Information	0
Foreword to the Special Issue on “Data Science in Process Industries”	0
On the new operational characteristic for degrading systems executing missions of fixed duration	0
Optimal shock‐based maintenance policy for a system in a dynamic environment	0
Bootstrapping through discrete convolutional methods	0
Some statistical challenges in automated driving systems	0
Ordering properties of generalized aggregation with applications	0
Rejoinder to “Specifying Prior Distribution in Reliability Applications”	0
Discussion of “Specifying prior distributions in reliability applications”	0
Discussion of “Revisiting Multivariate generalized hyperbolic laws for modeling financial log returns by Fotopoulos, Paparas And Jandhyala”	0
Optimal maintenance policy for imperfect production systems using reliability function and defect rate	0
Deep partial least squares for instrumental variable regression	0
Reliability inference with extended sequential order statistics	0
Comprehensive interval‐valued time series model with application to the S&P 500 index and PM2.5 level data analysis	0
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An initial investigation for employing ACH depth function in degradation model selection: A case study with real data	0
Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”	0
Gompertz zero‐inflated cure rate regression models applied to credit risk data	0
Value‐at‐Risk with quantile regression neural network: New evidence from internet finance firms	0
Issue Information	0
Discussion of Bayesian forecasting of business revenue	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
Discussion of an overview of some classical models and discussion of the signature‐based models of preventive maintenance	0
Separable spatio‐temporal kriging for fast virtual sensing	0
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue”	0
Ranking customers for marketing actions with a two‐stage Bayesian cluster and Pareto/NBD models	0
New approach and analysis of the generalized constant elasticity of variance model	0
Optimal standby activation in m‐out‐of‐n systems: A preventive approach	0
Discussion of signature‐based models of preventive maintenance	0
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Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach	0
The Italian quick survey on the effects of the COVID‐19 health emergency on businesses: Sampling strategy and data editing	0
Identification of spatial defects in semiconductor manufacturing	0
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Discussion of “Some statistical challenges in automated driving systems”	0
Discussion of signature‐based models of preventive maintenance	0
Discussion of “Specifying prior distributions in reliability applications,” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William Meeker	0
Discussion of: Specifying prior distributions in reliability applications	0
Foreword: Special issue of ASMBI for y‐BIS 2019: Recent Advances in Business Analytics and Data Science	0
Forecasting system's accuracy: A framework for the comparison of different structures	0
Discussion of specifying prior distributions in reliability applications	0
Multi‐fidelity Gaussian process modeling with boundary information	0
Foreword: Special issue on statistics in quality, industry, and technology	0
A moment matching method for option pricing under stochastic interest rates	0
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework	0