Applied Stochastic Models in Business and Industry

1999 - 2021

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Volume 37, issue 1, 2021

Virtual age, is it real? ‐ Discussing virtual age in reliability context pp. 3-16

Maxim Finkelstein and Ji Hwan Cha

Discussion of “Virtual age, is it real?” pp. 17-20

Masaaki Kijima

Discussion of “Virtual age, is it real?” pp. 21-23

Laurent Doyen and Olivier Gaudoin

Discussion of “Virtual age, is it real?” pp. 24-25

Gustavo L. Gilardoni and Maria Luíza G. de Toledo

Discussion of “Virtual age, is it real?” pp. 26-29

Richard Arnold, Stefanka Chukova and Yu Hayakawa

Discussion of “Virtual age, is it real?” pp. 30-31

Min Xie and Mimi Zhang

Comments on “Virtual age, is it real? (Discussing virtual age in reliability context)” by M. Finkelstein and J. H. Cha pp. 32-34

Yili Hong and William Q. Meeker

Discussion of “Virtual age: Is it real?” pp. 35-36

Refik Soyer

Discussion of “Virtual age, is it real?” pp. 37-40

Bo H. Lindqvist

Discussion of virtual age, is it real? pp. 41-44

Lirong Cui

Rejoinder to “Virtual age, is it real?” pp. 45-52

Maxim Finkelstein and Ji Hwan Cha

Birnbaum‐Saunders quantile regression and its diagnostics with application to economic data pp. 53-73

Luis Sánchez, Víctor Leiva, Manuel Galea and Helton Saulo

Stress testing network reconstruction via graphical causal model pp. 74-83

Helder Rojas and David Dias

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 pp. 84-97

Mahfuza Khatun, Michael B.C. Khoo, Sajal Saha and Philippe Castagliola

Options on constant proportion portfolio insurance with guaranteed minimum equity exposure pp. 98-112

Luca Di Persio, Immacolata Oliva and Kai Wallbaum

Cost‐efficient monitoring of continuous‐time stochastic processes based on discrete observations pp. 113-138

Hidekazu Yoshioka, Yuta Yaegashi, Motoh Tsujimura and Yumi Yoshioka

Comparison of control charts for Poisson count data in health‐care monitoring pp. 139-154

Michele Scagliarini, Nunzia Boccaforno and Marco Vandi

Volume 36, issue 6, 2020

Foreword: Special issue on statistics in quality and productivity pp. 977-979

Michael Baron and Emmanuel Yashchin

The value of summary statistics for anomaly detection in temporally evolving networks: A performance evaluation study pp. 980-1013

Lata Kodali, Srijan Sengupta, Leanna House and William H. Woodall

Topological data analysis in digital marketing pp. 1014-1028

Choudur Lakshminarayan and Mingzhang Yin

Conjectures on optimal nested generalized group testing algorithm pp. 1029-1036

Yaakov Malinovsky

Model robust profile monitoring for the generalized linear mixed model for Phase I analysis pp. 1037-1059

Keerthi Bandara, Abdel‐Salam G. Abdel‐Salam and Jeffrey B. Birch

Modeling swine population dynamics at a finer temporal resolution pp. 1060-1079

Luca Sartore, Yijun Wei, Emilola Abayomi, Seth Riggins, Gavin Corral, Valbona Bejleri and Clifford Spiegelman

A graphical diagnostic for heavy tailed data pp. 1080-1091

John P. Nolan

In Honor of Dr. Benjamin Kedem's 75th Birthday pp. 1092-1093

Ta‐Hsin Li and Stephen D. Casey

Estimation of residential radon concentration in Pennsylvania counties by data fusion pp. 1094-1110

Xuze Zhang, Saumyadipta Pyne and Benjamin Kedem

From zero crossings to quantile‐frequency analysis of time series with an application to nondestructive evaluation pp. 1111-1130

Ta‐Hsin Li

Periodic point processes: Theory and application pp. 1131-1146

Stephen D. Casey

Interpoint distances: Applications, properties, and visualization pp. 1147-1168

Reza Modarres and Yu Song

Volume 36, issue 5, 2020

Multivariate generalized hyperbolic laws for modeling financial log‐returns: Empirical and theoretical considerations pp. 757-775

Stergios B. Fotopoulos, Alex Paparas and Venkata K. Jandhyala

Discussion of “Revisiting Multivariate generalized hyperbolic laws for modeling financial log returns by Fotopoulos, Paparas And Jandhyala” pp. 776-776

Rituparna Sen

Discussion of “Multivariate generalized hyperbolic laws for modeling financial log‐returns—Empirical and theoretical considerations” pp. 777-779

Vadim Sokolov

Rejoinder to “Multivariate generalized hyperbolic laws for modeling financial log returns: Empirical and theoretical considerations” pp. 780-782

Stergios B. Fotopoulos, Alex Paparas and Venkata K. Jandhyala

Covariate‐dependent control limits for the detection of abnormal price changes in scanner data pp. 783-794

Youngrae Kim, Sangkyun Kim, Johan Lim, Sungim Lee, Won Son and Heejin Hwang

Dynamics of energy technology diffusion under uncertainty pp. 795-808

Li Li, Junqi Liu and Lei Zhu

A distribution‐based method to gauge market liquidity through scale invariance between investment horizons pp. 809-824

Sergio Bianchi, Augusto Pianese and Massimiliano Frezza

Stochastic differential equations harvesting policies: Allee effects, logistic‐like growth and profit optimization pp. 825-835

Nuno M. Brites and Carlos A. Braumann

The mean‐reverting 4/2 stochastic volatility model: Properties and financial applications pp. 836-856

Marcos Escobar‐Anel and Zhenxian Gong

Evaluation methods for portfolio management pp. 857-876

Keith K. F. Law, W. K. Li and Philip L. H. Yu

Nonlinear time series classification using bispectrum‐based deep convolutional neural networks pp. 877-890

Paul A. Parker, Scott H. Holan and Nalini Ravishanker

Construction of the tetration distribution based on the continuous iteration of the exponential‐minus‐one function pp. 891-916

Yann Dijoux

Item response function in antagonistic situations pp. 917-931

Vladimir Turetsky, David M. Steinberg and Emil Bashkansky

Cross‐estimation for decision selection pp. 932-958

Xinyue Gu and Bo Li

Stratified two‐sample design: A review on nonparametric methods pp. 959-973

Eleonora Carrozzo, Rosa Arboretti, Riccardo Ceccato and Luigi Salmaso

Volume 36, issue 4, 2020

Machine learning applications in nonlife insurance pp. 523-537

Yves‐Laurent Grize, Wolfram Fischer and Christian Lützelschwab

Discussion of “Machine learning applications in non‐life insurance” pp. 538-540

David Banks

Discussion of “Machine learning applications in nonlife insurance” pp. 541-544

Tahir Ekin

Machine learning applications in non‐life insurance pp. 545-547

Yves‐Laurent Grize, Wolfram Fischer and Christian Lützelschwab

Modeling and analysis of system reliability using phase‐type distribution closure properties pp. 548-569

Abdullah Alkaff and Mochamad Nur Qomarudin

Birnbaum‐Saunders autoregressive conditional range model applied to stock index data pp. 570-585

Jeremias Leão, Erico Lopes, Themis Leão and Diego C. Nascimento

Optimization of maintenance policy under warranty length‐based demand with consideration of both manufacturer and buyer satisfaction pp. 586-603

Ali Salmasnia and Maryam Baratian

General framework for testing Poisson‐Voronoi assumption for real microstructures pp. 604-627

Martina Vittorietti, Piet J. J. Kok, Jilt Sietsma, Wei Li and Geurt Jongbloed

Bayesian optimal life‐testing plan under the balanced two sample type‐II progressive censoring scheme pp. 628-640

Shuvashree Mondal, Ritwik Bhattacharya, Biswabrata Pradhan and Debasis Kundu

Generalized discrete autoregressive moving‐average models pp. 641-659

Tobias A. Möller and Christian H. Weiß

Bayesian estimation and prediction for the transformed Wiener degradation process pp. 660-678

Massimiliano Giorgio, Fabio Postiglione and Gianpaolo Pulcini

Leaders and followers in mutual funds: A dynamic Bayesian approach pp. 679-695

Laura Andreu, José L. Sarto, Pilar Gargallo and Manuel Salvador

Wilcoxon‐type rank‐sum statistics for selecting the best population: Some advances pp. 696-715

Markos V. Koutras and Ioannis S. Triantafyllou

Control charts based on randomized quantile residuals pp. 716-729

Kayoung Park, Dongmin Jung and Jong‐Min Kim

Improved techniques for parametric and nonparametric evaluations of the first‐passage time for degradation processes pp. 730-753

Lochana K. Palayangoda, Hon Keung Tony Ng and Ronald W. Butler

Volume 36, issue 3, 2020

Filter‐based portfolio strategies in an HMM setting with varying correlation parametrizations pp. 307-334

Christina Erlwein‐Sayer, Stefanie Grimm, Peter Ruckdeschel, Jörn Sass and Tilman Sayer

Robust asset allocation with conditional value at risk using the forward search pp. 335-352

Luigi Grossi and Fabrizio Laurini

Transmission of macroeconomic shocks to risk parameters: Their uses in stress testing pp. 353-380

Helder Rojas and David Dias

A novel replacement policy for a linear deteriorating system using stochastic process with dependent components pp. 381-396

Aynura Poladova, Salih Tekin and Tahir Khaniyev

The journey to engaged customer community: Evidential social CRM maturity model in Twitter pp. 397-416

Inbal Yahav, David G. Schwartz and Yaara Welcman

Identifying high‐density regions of pests within an orchard pp. 417-431

Fei He, Daniel R. Jeske and Elizabeth Grafton‐Cardwell

Allocations of cold standbys to series and parallel systems with dependent components pp. 432-451

Xiaoyu Zhang, Yiying Zhang and Rui Fang

Modeling first bid in retail secondary market online auctions: A Bayesian approach pp. 452-464

Babak Zafari and Refik Soyer

Has the iPhone cannibalized the iPad? An asymmetric competition model pp. 465-476

Mariangela Guidolin and Renato Guseo

Control charts for monitoring ship operating conditions and CO2 emissions based on scalar‐on‐function regression pp. 477-500

Christian Capezza, Antonio Lepore, Alessandra Menafoglio, Biagio Palumbo and Simone Vantini

Analysis of means approach in advanced designs pp. 501-520

Kalanka P. Jayalath and Hon Keung Tony Ng

Volume 36, issue 2, 2020

Foreword: Special issue on statistics in quality, industry, and technology pp. 223-224

Joanne Wendelberger and Emmanuel Yashchin

Weak signal detection in SPC pp. 225-236

Gejza Dohnal

Bayesian nonparametric estimation of first passage distributions in semi‐Markov processes pp. 237-250

Richard L. Warr and Travis B. Woodfield

On designing experiments for a dynamic response modeled by regression splines pp. 251-267

Rong Pan and Moein Saleh

Tolerance intervals for autoregressive models, with an application to hospital waiting lists pp. 268-282

Kedai Cheng and Derek S. Young

On‐site surrogates for large‐scale calibration pp. 283-304

Jiangeng Huang, Robert B. Gramacy, Mickaël Binois and Mirko Libraschi

Volume 36, issue 1, 2020

Foreword pp. 3-5

Nicola Torelli and Grazia Vicario

A review of data science in business and industry and a future view pp. 6-18

Grazia Vicario and Shirley Coleman

A review of data science in business and industry and a future view by G. Vicario and S. Coleman pp. 19-19

Andrea Ahlemeyer‐Stubbe

Discussion of “A review of data science in business and industry and a future view” pp. 20-22

A. John Bailer and Nicholas I. Fisher

Discussion of “A review of data science in business and industry and a future view” by Grazia Vicario and Shirley Coleman pp. 23-29

Alberto Ferrer

A review of data science in business and industry and a future view by G. Vicario and S. Coleman pp. 30-32

Ron Kenett

Discussion of “A review of data science in business and industry and a future view,” by Grazia Vicario and Shirley Coleman pp. 33-35

Piercesare Secchi

Thoughts on Data Science in business and industry pp. 36-40

David M. Steinberg and Eddie Aronovich

Discussion of “A review of data science in business and industry and a future view” pp. 41-42

Nicola Torelli

Rejoinder to the discussion of “A review of data science in business and industry and a future view by G. Vicario and S. Coleman” pp. 43-48

Grazia Vicario and Shirley Coleman

Radial basis neural tree model for improving waste recovery process in a paper industry pp. 49-61

Tanujit Chakraborty, Swarup Chattopadhyay and Ashis Kumar Chakraborty

MCMC calibration of spot‐prices models in electricity markets pp. 62-76

Alice Guerini, Andrea Marziali and Giuseppe De Nicolao

Nonparametric universal copula modeling pp. 77-94

Subhadeep Mukhopadhyay and Emanuel Parzen

Vector error correction models to measure connectedness of Bitcoin exchange markets pp. 95-109

Paolo Giudici and Paolo Pagnottoni

Predicting ships' CO2 emissions using feature‐oriented methods pp. 110-123

Marco S. Reis, Ricardo Rendall, Biagio Palumbo, Antonio Lepore and Christian Capezza

Portfolio selection for individual passive investing pp. 124-142

David Puelz, P. Richard Hahn and Carlos M. Carvalho

Foreword to Special Issue pp. 143-144

Jaromír Antoch and Gejza Dohnal

Semiparametric spatio‐temporal analysis of regional GDP growth with respect to renewable energy consumption levels pp. 145-158

Tomáš Formánek

Clustering electricity consumers using high‐dimensional regression mixture models pp. 159-177

Emilie Devijver, Yannig Goude and Jean‐Michel Poggi

Novelty detection based on learning entropy pp. 178-183

Gejza Dohnal and Ivo Bukovský

Semiparametric modeling of the spatiotemporal trends in natural gas consumption: Methodology, results, and consequences pp. 184-194

Marek Brabec, Ondřej Konár, Ivan Kasanický, Marek Malý and Emil Pelikán

Deep learning for energy markets pp. 195-209

Michael Polson and Vadim Sokolov

Copula‐based robust optimal block designs pp. 210-219

A. Rappold, Werner Müller and D.C. Woods