Applied Stochastic Models in Business and Industry

Papers
(The TQCC of Applied Stochastic Models in Business and Industry is 1. 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 2021-04-01 to 2025-04-01.)
ArticleCitations
31
Issue Information25
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Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework19
A Framework for Product Life Cycle Management Based Digital Twin Implementation in the Aerospace Industry19
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On Classical Inference of a Flexible Semi‐Parametric Class of Distributions Under a Joint Balanced Progressive Censoring Scheme14
Redundancy Allocation for Series and Parallel Systems: A Copula‐Based Approach14
Reliability inference with extended sequential order statistics12
Enhancing Predictive Modeling of Chinese Yam Shape Through Bayesian Linear Modeling and Key Diameter Modification12
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap12
Bayesian change point prediction for downhole drilling pressures with hidden Markov models11
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models10
Order restricted inference for a multiple step‐stress model with long‐term survivors for a general family of distributions10
Discussion of Bayesian forecasting of business revenue9
Multi‐fidelity Gaussian process modeling with boundary information9
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue”9
On the multiattempt minimal repair and the corresponding counting process8
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Stochastic comparison on load‐sharing systems with one statistically dependent redundancy7
A model for stochastic dependence implied by failures among deteriorating components6
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Discussion of “Specifying prior distributions in reliability applications”5
Discussion of: Specifying prior distributions in reliability applications5
A moment matching method for option pricing under stochastic interest rates5
Real option valuation of timber harvesting contracts5
Discussion of specifying prior distributions in reliability applications5
Balancing load and performance for different failure models5
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Hedging and utility valuation of a defaultable claim driven by Hawkes processes4
On a buffered threshold autoregressive stochastic volatility model4
Residual‐based cumulative sum charts to monitor time series of counts via copula‐based Markov models4
Sample size determination to estimate mediation effects in cell transformation assays: A Bayesian causal model4
Discussion of signature‐based models of preventive maintenance4
Spectral density estimation for random processes with stationary increments4
Efficient pricing of path‐dependent interest rate derivatives3
A multiperiod model of an emissions trading system3
A study on two‐dimensional warranty with a preventive maintenance policy under burn‐in or run‐in3
Digital Twins: A Revolution in Modeling and Simulation3
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Linkage vector autoregressive model3
A dam management problem with energy production as an optimal switching problem3
Some statistical challenges in automated driving systems3
Learning low‐dimensional structure in house price indices2
Foreword to the Special Issue on Energy Finance and Climate Change2
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Deep partial least squares for instrumental variable regression2
Connected autonomous vehicles: State of practice2
Pricing Cyber Insurance: A Geospatial Statistical Approach2
Discrete‐Time Risk Model With Time‐Varying Premiums: Analysis of Ruin Probabilities2
Gompertz zero‐inflated cure rate regression models applied to credit risk data2
A reinforcement learning algorithm for trading commodities2
Degradation modeling and remaining useful lifetime prediction based on functional variance process2
Comparisons of coherent systems with two types of heterogeneous components having proportional reversed hazard rates2
Upper confidence bound integrated genetic algorithm‐optimized long short‐term memory network for click‐through rate prediction2
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems2
Estimating the Size and Composition of Customer Base Using Retail Transaction Data2
Reverse mortgage and risk profile awareness: Proposals for securitization2
A Sequential Learning Procedure for Estimating Coefficients in Linear Regression With Applications to Online Sales Examination2
On the Equivalence of Likelihood‐Based Confidence Bands for Fatigue‐Life and Fatigue‐Strength Distributions2
On optimal allocation of redundancies in random weighted k$$ k $$‐out‐of‐n$$ n $$ systems2
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Preventive maintenance for coherent systems considering postponed replacement2
One‐ and two‐sided monitoring schemes for BINARCH(1) processes2
The Italian quick survey on the effects of the COVID‐19 health emergency on businesses: Sampling strategy and data editing2
Discussion of “Some statistical challenges in automated driving systems”2
Erratum to “An improved Hotelling's T2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach”2
Credibility Theory Under the Least Squared Relative Loss Function2
Optimal shock‐based maintenance policy for a system in a dynamic environment2
Hedging temperature risk with CDD and HDD temperature futures2
Renewable Energy Investments, Support Schemes and the Dirty Option2
Some statistical challenges in automated driving systems2
Optimal time‐consistent social health insurance and private health insurance strategy under a new health insurance framework2
Discussion of signature‐based models of preventive maintenance1
Preface to the special issue on degradation and maintenance, modelling and analysis1
Hazard Rate Order Between Parallel Systems With Multiple Types of Scaled Components1
Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning1
Automobile insurance claim occurrence prediction model based on ensemble learning1
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk1
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Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”1
Modelling Task Durations Towards Automated, Big Data, Process Mining1
Bootstrapping through discrete convolutional methods1
Optimal refinancing strategy for mortgage rate with regime switching1
Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue1
Heterogeneity in Populations and the Paradoxes of Survival: A Tribute to Nozer Singpurwalla1
Discussion of “Specifying prior distributions in reliability applications,” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William Meeker1
Forecasting portfolio returns with skew‐geometric Brownian motions1
A discussion on “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”1
Foreword to the Special Issue on “Data Science in Process Industries”1
Modeling clustered binary data with nonparametric unobserved heterogeneity: An application to stock crash analysis1
Comprehensive interval‐valued time series model with application to the S&P 500 index and PM2.5 level data analysis1
Imperfect and worse than old maintenances for a gamma degradation process1
Micro‐level reserving for general insurance claims using a long short‐term memory network1
Foreword: Special issue on blockchain for logistic industry1
Swing option pricing consistent with futures smiles1
Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes1
Effective use of screening experiments: Some practical experiences1
Discussion of Specifying prior distributions in reliability applications1
A comprehensive review of blockchain applications in industrial Internet of Things and supply chain systems1
Modelling the Chinese crude oil futures returns through a skew‐geometric Brownian motion correlated with the market volatility index process for pricing financial options1
Forecasting system's accuracy: A framework for the comparison of different structures1
Is (Independent) Subordination Relevant in Equity Derivatives?1
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”1
An enriched mixture model for functional clustering1
Discussion on paper “An Overview of Some Classical Models and Discussion of the Signature‐based Models of Preventive Maintenance”1
Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles1
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector1
Functional clustering methods for resistance spot welding process data in the automotive industry1
Optimal maintenance policy for imperfect production systems using reliability function and defect rate1
Statistical estimation in passenger‐to‐train assignment models based on automated data1
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by A. K. Yanchenko et al.1
Strategic energy flows in input‐output relations: A temporal multilayer approach1
Multivariate dynamic modeling for Bayesian forecasting of business revenue1
Optimal designs of accelerated degradation tests with random shock failures and measurement errors1
Rejoinder to “Specifying Prior Distribution in Reliability Applications”1
Heteroscedasticity test of high‐frequency data with jumps and market microstructure noise1
A new extended δ‐shock model with the consideration of shock magnitude1
Minimising by Simulation‐Based Optimisation the Cycle Time for the Line Balancing Problem in Real‐World Environments1
Deep Thinking in Reliability and Risk Analysis: An Overview of Nozer D. Singpurwalla's Work1
New approach and analysis of the generalized constant elasticity of variance model1
Separable spatio‐temporal kriging for fast virtual sensing1
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