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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 Downloads
Maxim Finkelstein and Ji Hwan Cha
Discussion of “Virtual age, is it real?” pp. 17-20 Downloads
Masaaki Kijima
Discussion of “Virtual age, is it real?” pp. 21-23 Downloads
Laurent Doyen and Olivier Gaudoin
Discussion of “Virtual age, is it real?” pp. 24-25 Downloads
Gustavo L. Gilardoni and Maria Luíza G. de Toledo
Discussion of “Virtual age, is it real?” pp. 26-29 Downloads
Richard Arnold, Stefanka Chukova and Yu Hayakawa
Discussion of “Virtual age, is it real?” pp. 30-31 Downloads
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 Downloads
Yili Hong and William Q. Meeker
Discussion of “Virtual age: Is it real?” pp. 35-36 Downloads
Refik Soyer
Discussion of “Virtual age, is it real?” pp. 37-40 Downloads
Bo H. Lindqvist
Discussion of virtual age, is it real? pp. 41-44 Downloads
Lirong Cui
Rejoinder to “Virtual age, is it real?” pp. 45-52 Downloads
Maxim Finkelstein and Ji Hwan Cha
Birnbaum‐Saunders quantile regression and its diagnostics with application to economic data pp. 53-73 Downloads
Luis Sánchez, Víctor Leiva, Manuel Galea and Helton Saulo
Stress testing network reconstruction via graphical causal model pp. 74-83 Downloads
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 Downloads
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 Downloads
Luca Di Persio, Immacolata Oliva and Kai Wallbaum
Cost‐efficient monitoring of continuous‐time stochastic processes based on discrete observations pp. 113-138 Downloads
Hidekazu Yoshioka, Yuta Yaegashi, Motoh Tsujimura and Yumi Yoshioka
Comparison of control charts for Poisson count data in health‐care monitoring pp. 139-154 Downloads
Michele Scagliarini, Nunzia Boccaforno and Marco Vandi

Volume 36, issue 6, 2020

Foreword: Special issue on statistics in quality and productivity pp. 977-979 Downloads
Michael Baron and Emmanuel Yashchin
The value of summary statistics for anomaly detection in temporally evolving networks: A performance evaluation study pp. 980-1013 Downloads
Lata Kodali, Srijan Sengupta, Leanna House and William H. Woodall
Topological data analysis in digital marketing pp. 1014-1028 Downloads
Choudur Lakshminarayan and Mingzhang Yin
Conjectures on optimal nested generalized group testing algorithm pp. 1029-1036 Downloads
Yaakov Malinovsky
Model robust profile monitoring for the generalized linear mixed model for Phase I analysis pp. 1037-1059 Downloads
Keerthi Bandara, Abdel‐Salam G. Abdel‐Salam and Jeffrey B. Birch
Modeling swine population dynamics at a finer temporal resolution pp. 1060-1079 Downloads
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 Downloads
John P. Nolan
In Honor of Dr. Benjamin Kedem's 75th Birthday pp. 1092-1093 Downloads
Ta‐Hsin Li and Stephen D. Casey
Estimation of residential radon concentration in Pennsylvania counties by data fusion pp. 1094-1110 Downloads
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 Downloads
Ta‐Hsin Li
Periodic point processes: Theory and application pp. 1131-1146 Downloads
Stephen D. Casey
Interpoint distances: Applications, properties, and visualization pp. 1147-1168 Downloads
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 Downloads
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 Downloads
Rituparna Sen
Discussion of “Multivariate generalized hyperbolic laws for modeling financial log‐returns—Empirical and theoretical considerations” pp. 777-779 Downloads
Vadim Sokolov
Rejoinder to “Multivariate generalized hyperbolic laws for modeling financial log returns: Empirical and theoretical considerations” pp. 780-782 Downloads
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 Downloads
Youngrae Kim, Sangkyun Kim, Johan Lim, Sungim Lee, Won Son and Heejin Hwang
Dynamics of energy technology diffusion under uncertainty pp. 795-808 Downloads
Li Li, Junqi Liu and Lei Zhu
A distribution‐based method to gauge market liquidity through scale invariance between investment horizons pp. 809-824 Downloads
Sergio Bianchi, Augusto Pianese and Massimiliano Frezza
Stochastic differential equations harvesting policies: Allee effects, logistic‐like growth and profit optimization pp. 825-835 Downloads
Nuno M. Brites and Carlos A. Braumann
The mean‐reverting 4/2 stochastic volatility model: Properties and financial applications pp. 836-856 Downloads
Marcos Escobar‐Anel and Zhenxian Gong
Evaluation methods for portfolio management pp. 857-876 Downloads
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 Downloads
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 Downloads
Yann Dijoux
Item response function in antagonistic situations pp. 917-931 Downloads
Vladimir Turetsky, David M. Steinberg and Emil Bashkansky
Cross‐estimation for decision selection pp. 932-958 Downloads
Xinyue Gu and Bo Li
Stratified two‐sample design: A review on nonparametric methods pp. 959-973 Downloads
Eleonora Carrozzo, Rosa Arboretti, Riccardo Ceccato and Luigi Salmaso

Volume 36, issue 4, 2020

Machine learning applications in nonlife insurance pp. 523-537 Downloads
Yves‐Laurent Grize, Wolfram Fischer and Christian Lützelschwab
Discussion of “Machine learning applications in non‐life insurance” pp. 538-540 Downloads
David Banks
Discussion of “Machine learning applications in nonlife insurance” pp. 541-544 Downloads
Tahir Ekin
Machine learning applications in non‐life insurance pp. 545-547 Downloads
Yves‐Laurent Grize, Wolfram Fischer and Christian Lützelschwab
Modeling and analysis of system reliability using phase‐type distribution closure properties pp. 548-569 Downloads
Abdullah Alkaff and Mochamad Nur Qomarudin
Birnbaum‐Saunders autoregressive conditional range model applied to stock index data pp. 570-585 Downloads
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 Downloads
Ali Salmasnia and Maryam Baratian
General framework for testing Poisson‐Voronoi assumption for real microstructures pp. 604-627 Downloads
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 Downloads
Shuvashree Mondal, Ritwik Bhattacharya, Biswabrata Pradhan and Debasis Kundu
Generalized discrete autoregressive moving‐average models pp. 641-659 Downloads
Tobias A. Möller and Christian H. Weiß
Bayesian estimation and prediction for the transformed Wiener degradation process pp. 660-678 Downloads
Massimiliano Giorgio, Fabio Postiglione and Gianpaolo Pulcini
Leaders and followers in mutual funds: A dynamic Bayesian approach pp. 679-695 Downloads
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 Downloads
Markos V. Koutras and Ioannis S. Triantafyllou
Control charts based on randomized quantile residuals pp. 716-729 Downloads
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 Downloads
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 Downloads
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 Downloads
Luigi Grossi and Fabrizio Laurini
Transmission of macroeconomic shocks to risk parameters: Their uses in stress testing pp. 353-380 Downloads
Helder Rojas and David Dias
A novel replacement policy for a linear deteriorating system using stochastic process with dependent components pp. 381-396 Downloads
Aynura Poladova, Salih Tekin and Tahir Khaniyev
The journey to engaged customer community: Evidential social CRM maturity model in Twitter pp. 397-416 Downloads
Inbal Yahav, David G. Schwartz and Yaara Welcman
Identifying high‐density regions of pests within an orchard pp. 417-431 Downloads
Fei He, Daniel R. Jeske and Elizabeth Grafton‐Cardwell
Allocations of cold standbys to series and parallel systems with dependent components pp. 432-451 Downloads
Xiaoyu Zhang, Yiying Zhang and Rui Fang
Modeling first bid in retail secondary market online auctions: A Bayesian approach pp. 452-464 Downloads
Babak Zafari and Refik Soyer
Has the iPhone cannibalized the iPad? An asymmetric competition model pp. 465-476 Downloads
Mariangela Guidolin and Renato Guseo
Control charts for monitoring ship operating conditions and CO2 emissions based on scalar‐on‐function regression pp. 477-500 Downloads
Christian Capezza, Antonio Lepore, Alessandra Menafoglio, Biagio Palumbo and Simone Vantini
Analysis of means approach in advanced designs pp. 501-520 Downloads
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 Downloads
Joanne Wendelberger and Emmanuel Yashchin
Weak signal detection in SPC pp. 225-236 Downloads
Gejza Dohnal
Bayesian nonparametric estimation of first passage distributions in semi‐Markov processes pp. 237-250 Downloads
Richard L. Warr and Travis B. Woodfield
On designing experiments for a dynamic response modeled by regression splines pp. 251-267 Downloads
Rong Pan and Moein Saleh
Tolerance intervals for autoregressive models, with an application to hospital waiting lists pp. 268-282 Downloads
Kedai Cheng and Derek S. Young
On‐site surrogates for large‐scale calibration pp. 283-304 Downloads
Jiangeng Huang, Robert B. Gramacy, Mickaël Binois and Mirko Libraschi

Volume 36, issue 1, 2020

Foreword pp. 3-5 Downloads
Nicola Torelli and Grazia Vicario
A review of data science in business and industry and a future view pp. 6-18 Downloads
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 Downloads
Andrea Ahlemeyer‐Stubbe
Discussion of “A review of data science in business and industry and a future view” pp. 20-22 Downloads
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 Downloads
Alberto Ferrer
A review of data science in business and industry and a future view by G. Vicario and S. Coleman pp. 30-32 Downloads
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 Downloads
Piercesare Secchi
Thoughts on Data Science in business and industry pp. 36-40 Downloads
David M. Steinberg and Eddie Aronovich
Discussion of “A review of data science in business and industry and a future view” pp. 41-42 Downloads
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 Downloads
Grazia Vicario and Shirley Coleman
Radial basis neural tree model for improving waste recovery process in a paper industry pp. 49-61 Downloads
Tanujit Chakraborty, Swarup Chattopadhyay and Ashis Kumar Chakraborty
MCMC calibration of spot‐prices models in electricity markets pp. 62-76 Downloads
Alice Guerini, Andrea Marziali and Giuseppe De Nicolao
Nonparametric universal copula modeling pp. 77-94 Downloads
Subhadeep Mukhopadhyay and Emanuel Parzen
Vector error correction models to measure connectedness of Bitcoin exchange markets pp. 95-109 Downloads
Paolo Giudici and Paolo Pagnottoni
Predicting ships' CO2 emissions using feature‐oriented methods pp. 110-123 Downloads
Marco S. Reis, Ricardo Rendall, Biagio Palumbo, Antonio Lepore and Christian Capezza
Portfolio selection for individual passive investing pp. 124-142 Downloads
David Puelz, P. Richard Hahn and Carlos M. Carvalho
Foreword to Special Issue pp. 143-144 Downloads
Jaromír Antoch and Gejza Dohnal
Semiparametric spatio‐temporal analysis of regional GDP growth with respect to renewable energy consumption levels pp. 145-158 Downloads
Tomáš Formánek
Clustering electricity consumers using high‐dimensional regression mixture models pp. 159-177 Downloads
Emilie Devijver, Yannig Goude and Jean‐Michel Poggi
Novelty detection based on learning entropy pp. 178-183 Downloads
Gejza Dohnal and Ivo Bukovský
Semiparametric modeling of the spatiotemporal trends in natural gas consumption: Methodology, results, and consequences pp. 184-194 Downloads
Marek Brabec, Ondřej Konár, Ivan Kasanický, Marek Malý and Emil Pelikán
Deep learning for energy markets pp. 195-209 Downloads
Michael Polson and Vadim Sokolov
Copula‐based robust optimal block designs pp. 210-219 Downloads
A. Rappold, Werner Müller and D.C. Woods
Page updated 2021-05-14