Frydman, Halina; Matuszyk, Anna Estimation and status prediction in a discrete mover-stayer model with covariate effects on stayer’s probability. (English) Zbl 1414.62499 Appl. Stoch. Models Bus. Ind. 34, No. 2, 196-205 (2018). MSC: 62P20 91G40 62F40 62M20 PDFBibTeX XMLCite \textit{H. Frydman} and \textit{A. Matuszyk}, Appl. Stoch. Models Bus. Ind. 34, No. 2, 196--205 (2018; Zbl 1414.62499) Full Text: DOI
Jiang, Peng; Craig, Peter; Crosky, Alan; Maghrebi, Mojtaba; Canbulat, Ismet; Saydam, Serkan Risk assessment of failure of rock bolts in underground coal mines using support vector machines. (English) Zbl 1459.62223 Appl. Stoch. Models Bus. Ind. 34, No. 3, 293-304 (2018). MSC: 62P30 PDFBibTeX XMLCite \textit{P. Jiang} et al., Appl. Stoch. Models Bus. Ind. 34, No. 3, 293--304 (2018; Zbl 1459.62223) Full Text: DOI
Bougeard, S.; Cariou, V.; Saporta, G.; Niang, N. Prediction for regularized clusterwise multiblock regression. (English) Zbl 1414.62230 Appl. Stoch. Models Bus. Ind. 34, No. 6, 852-867 (2018). MSC: 62H30 62M20 62J07 62P12 PDFBibTeX XMLCite \textit{S. Bougeard} et al., Appl. Stoch. Models Bus. Ind. 34, No. 6, 852--867 (2018; Zbl 1414.62230) Full Text: DOI
Hoegh, Andrew; Leman, Scotland Correlated model fusion. (English) Zbl 1411.62359 Appl. Stoch. Models Bus. Ind. 34, No. 1, 31-43 (2018). MSC: 62P25 62M20 62C25 62H20 PDFBibTeX XMLCite \textit{A. Hoegh} and \textit{S. Leman}, Appl. Stoch. Models Bus. Ind. 34, No. 1, 31--43 (2018; Zbl 1411.62359) Full Text: DOI
Mahmoudvand, Rahim; Konstantinides, Dimitrios; Rodrigues, Paulo Canas Forecasting mortality rate by multivariate singular spectrum analysis. (English) Zbl 1411.62325 Appl. Stoch. Models Bus. Ind. 33, No. 6, 717-732 (2017). MSC: 62P10 62M20 62N05 62M15 62H12 92B15 PDFBibTeX XMLCite \textit{R. Mahmoudvand} et al., Appl. Stoch. Models Bus. Ind. 33, No. 6, 717--732 (2017; Zbl 1411.62325) Full Text: DOI
Amendola, Alessandra; Giordano, Francesco; Parrella, Maria Lucia; Restaino, Marialuisa Variable selection in high-dimensional regression: a nonparametric procedure for business failure prediction. (English) Zbl 1411.62291 Appl. Stoch. Models Bus. Ind. 33, No. 4, 355-368 (2017). MSC: 62P05 62J07 62M20 62G08 PDFBibTeX XMLCite \textit{A. Amendola} et al., Appl. Stoch. Models Bus. Ind. 33, No. 4, 355--368 (2017; Zbl 1411.62291)
De Santis, Fulvio; Gubbiotti, Stefania A decision-theoretic approach to sample size determination under several priors. (English) Zbl 1411.62228 Appl. Stoch. Models Bus. Ind. 33, No. 3, 282-295 (2017). MSC: 62K05 62F15 62M20 62C12 PDFBibTeX XMLCite \textit{F. De Santis} and \textit{S. Gubbiotti}, Appl. Stoch. Models Bus. Ind. 33, No. 3, 282--295 (2017; Zbl 1411.62228) Full Text: DOI
Contino, Christian; Gerlach, Richard H. Bayesian tail-risk forecasting using realized GARCH. (English) Zbl 1420.91525 Appl. Stoch. Models Bus. Ind. 33, No. 2, 213-236 (2017). MSC: 91G70 62M10 62M20 PDFBibTeX XMLCite \textit{C. Contino} and \textit{R. H. Gerlach}, Appl. Stoch. Models Bus. Ind. 33, No. 2, 213--236 (2017; Zbl 1420.91525) Full Text: DOI
Zhao, Zoey; Xie, Meng; West, Mike Rejoinder to “Dynamic dependence networks: financial time series forecasting and portfolio decisions”. (English) Zbl 1411.62310 Appl. Stoch. Models Bus. Ind. 32, No. 3, 336-339 (2016). MSC: 62P05 62M20 91B84 PDFBibTeX XMLCite \textit{Z. Zhao} et al., Appl. Stoch. Models Bus. Ind. 32, No. 3, 336--339 (2016; Zbl 1411.62310) Full Text: DOI
Scott, Steven L. Discussion of “Dynamic dependence networks: financial time series forecasting and portfolio decisions”. (English) Zbl 1411.62306 Appl. Stoch. Models Bus. Ind. 32, No. 3, 334-335 (2016). MSC: 62P05 62M20 91B84 PDFBibTeX XMLCite \textit{S. L. Scott}, Appl. Stoch. Models Bus. Ind. 32, No. 3, 334--335 (2016; Zbl 1411.62306) Full Text: DOI
Hosking, J. R. M. Discussion of “Dynamic dependence networks: financial time series forecasting and portfolio decisions”. (English) Zbl 1411.62297 Appl. Stoch. Models Bus. Ind. 32, No. 3, 333 (2016). MSC: 62P05 62M20 91B84 PDFBibTeX XMLCite \textit{J. R. M. Hosking}, Appl. Stoch. Models Bus. Ind. 32, No. 3, 333 (2016; Zbl 1411.62297) Full Text: DOI
Zhao, Zoey Yi; Xie, Meng; West, Mike Dynamic dependence networks: financial time series forecasting and portfolio decisions. (English) Zbl 1411.62311 Appl. Stoch. Models Bus. Ind. 32, No. 3, 311-332 (2016). MSC: 62P05 62M20 91B84 62M10 PDFBibTeX XMLCite \textit{Z. Y. Zhao} et al., Appl. Stoch. Models Bus. Ind. 32, No. 3, 311--332 (2016; Zbl 1411.62311) Full Text: DOI arXiv
Bordes, Laurent; Mercier, Sophie; Remy, Emmanuel; Dautrême, Emilie Partially observed competing degradation processes: modeling and inference. (English) Zbl 1409.90073 Appl. Stoch. Models Bus. Ind. 32, No. 5, 677-696 (2016). MSC: 90B25 62M20 60G15 62F86 PDFBibTeX XMLCite \textit{L. Bordes} et al., Appl. Stoch. Models Bus. Ind. 32, No. 5, 677--696 (2016; Zbl 1409.90073) Full Text: DOI HAL
Hui, Sam K. A parsimonious stochastic model for forecasting gamers’ revenues in casinos. (English) Zbl 1286.91037 Appl. Stoch. Models Bus. Ind. 29, No. 3, 254-263 (2013). MSC: 91A60 60H30 62M20 PDFBibTeX XMLCite \textit{S. K. Hui}, Appl. Stoch. Models Bus. Ind. 29, No. 3, 254--263 (2013; Zbl 1286.91037) Full Text: DOI
Merz, Michael; Wüthrich, Mario V. Full and 1-year runoff risk in the credibility-based additive loss reserving method. (English) Zbl 06292442 Appl. Stoch. Models Bus. Ind. 28, No. 4, 362-380 (2012). MSC: 62-XX 62P20 PDFBibTeX XMLCite \textit{M. Merz} and \textit{M. V. Wüthrich}, Appl. Stoch. Models Bus. Ind. 28, No. 4, 362--380 (2012; Zbl 06292442) Full Text: DOI
Palma, Wilfredo; Zevallos, Mauricio Fitting non-Gaussian persistent data. (English) Zbl 1306.62202 Appl. Stoch. Models Bus. Ind. 27, No. 1, 23-36 (2011). MSC: 62M10 62P05 91B84 62P12 86A32 PDFBibTeX XMLCite \textit{W. Palma} and \textit{M. Zevallos}, Appl. Stoch. Models Bus. Ind. 27, No. 1, 23--36 (2011; Zbl 1306.62202) Full Text: DOI Link
Czado, Claudia; Pflüger, Carolin Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio. (English) Zbl 1199.91250 Appl. Stoch. Models Bus. Ind. 24, No. 3, 237-259 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G40 91B30 62P05 PDFBibTeX XMLCite \textit{C. Czado} and \textit{C. Pflüger}, Appl. Stoch. Models Bus. Ind. 24, No. 3, 237--259 (2008; Zbl 1199.91250) Full Text: DOI Link
Clements, A. E.; Hurn, S.; White, S. I. Mixture distribution-based forecasting using stochastic volatility models. (English) Zbl 1147.91044 Appl. Stoch. Models Bus. Ind. 22, No. 5-6, 547-557 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B84 91B70 91B28 62M20 PDFBibTeX XMLCite \textit{A. E. Clements} et al., Appl. Stoch. Models Bus. Ind. 22, No. 5--6, 547--557 (2006; Zbl 1147.91044) Full Text: DOI
Wu, Shuo-Jye; Chen, Dar-Hsin; Chen, Shyi-Tien Bayesian inference for Rayleigh distribution under progressive censored sample. (English) Zbl 1114.62028 Appl. Stoch. Models Bus. Ind. 22, No. 3, 269-279 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62F15 62F10 62N01 62N05 PDFBibTeX XMLCite \textit{S.-J. Wu} et al., Appl. Stoch. Models Bus. Ind. 22, No. 3, 269--279 (2006; Zbl 1114.62028) Full Text: DOI
Haug, Stephan; Czado, Claudia Mixed effect models for absolute log returns of ultra high frequency data. (English) Zbl 1112.62107 Appl. Stoch. Models Bus. Ind. 22, No. 3, 243-267 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M20 91B26 62M10 PDFBibTeX XMLCite \textit{S. Haug} and \textit{C. Czado}, Appl. Stoch. Models Bus. Ind. 22, No. 3, 243--267 (2006; Zbl 1112.62107) Full Text: DOI Link
Mendoza, M.; Nieto-Barajas, L. E. Bayesian solvency analysis with autocorrelated observations. (English) Zbl 1127.62102 Appl. Stoch. Models Bus. Ind. 22, No. 2, 169-180 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62P05 62F15 62M10 91B28 PDFBibTeX XMLCite \textit{M. Mendoza} and \textit{L. E. Nieto-Barajas}, Appl. Stoch. Models Bus. Ind. 22, No. 2, 169--180 (2006; Zbl 1127.62102) Full Text: DOI
Salvador, Manuel; Gargallo, Pilar Automatic detection and identification of shocks in Gaussian state-space models: a Bayesian approach. (English) Zbl 1113.62108 Appl. Stoch. Models Bus. Ind. 22, No. 1, 17-39 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62F15 65C60 62M20 PDFBibTeX XMLCite \textit{M. Salvador} and \textit{P. Gargallo}, Appl. Stoch. Models Bus. Ind. 22, No. 1, 17--39 (2006; Zbl 1113.62108) Full Text: DOI
Chen, Cathy W. S.; So, Mike K. P.; Gerlach, Richard H. Asymmetric response and interaction of U. S. and local news in financial markets. (English) Zbl 1087.62114 Appl. Stoch. Models Bus. Ind. 21, No. 3, 273-288 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62P05 65C40 62F15 91B84 62M10 PDFBibTeX XMLCite \textit{C. W. S. Chen} et al., Appl. Stoch. Models Bus. Ind. 21, No. 3, 273--288 (2005; Zbl 1087.62114) Full Text: DOI
Biase, Giuseppe; Janssen, Jacques; Manca, Raimondo Future pricing through homogeneous semi-Markov process. (English) Zbl 1092.62112 Appl. Stoch. Models Bus. Ind. 21, No. 3, 241-249 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62P05 91B28 60K20 62M05 PDFBibTeX XMLCite \textit{G. Biase} et al., Appl. Stoch. Models Bus. Ind. 21, No. 3, 241--249 (2005; Zbl 1092.62112) Full Text: DOI
Degiannakis, Stavros; Xekalaki, Evdokia Predictability and model selection in the context of ARCH models. (English) Zbl 1092.91066 Appl. Stoch. Models Bus. Ind. 21, No. 1, 55-82 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B84 PDFBibTeX XMLCite \textit{S. Degiannakis} and \textit{E. Xekalaki}, Appl. Stoch. Models Bus. Ind. 21, No. 1, 55--82 (2005; Zbl 1092.91066) Full Text: DOI Link
Alpuim, Teresa; Ribeiro, Isabel A state space model for run-off triangles. (English) Zbl 1052.91056 Appl. Stoch. Models Bus. Ind. 19, No. 2, 105-120 (2003). Reviewer: N. M. Zinchenko (Kyïv) MSC: 91B30 62P05 62M20 90B50 PDFBibTeX XMLCite \textit{T. Alpuim} and \textit{I. Ribeiro}, Appl. Stoch. Models Bus. Ind. 19, No. 2, 105--120 (2003; Zbl 1052.91056) Full Text: DOI
Safere, Alan M. The application of neural networks to predict abnormal stock returns using insider trading data. (English) Zbl 1039.62098 Appl. Stoch. Models Bus. Ind. 18, No. 4, 381-389 (2002). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62P05 62M45 62M20 PDFBibTeX XMLCite \textit{A. M. Safere}, Appl. Stoch. Models Bus. Ind. 18, No. 4, 381--389 (2002; Zbl 1039.62098) Full Text: DOI
Fahrmeir, Ludwig; Mayer, Jochen Bayesian-type count data models with varying coefficients: estimation and testing in the presence of overdispersion. (English) Zbl 0973.62023 Appl. Stoch. Models Bus. Ind. 17, No. 2, 165-179 (2001). Reviewer: Borisenko, A.D.(Kyïv) MSC: 62F15 62F10 62F03 62M20 PDFBibTeX XMLCite \textit{L. Fahrmeir} and \textit{J. Mayer}, Appl. Stoch. Models Bus. Ind. 17, No. 2, 165--179 (2001; Zbl 0973.62023) Full Text: DOI
Vrontos, I. D.; Giakoumatos, S. G.; Dellaportas, P.; Politis, D. N. An application of three bivariate time-varying volatility models. (English) Zbl 0967.91064 Appl. Stoch. Models Bus. Ind. 17, No. 1, 121-133 (2001). Reviewer: A.V.Swishchuk (Kyïv) MSC: 91B84 91B28 62M20 65C05 65C40 62C12 PDFBibTeX XMLCite \textit{I. D. Vrontos} et al., Appl. Stoch. Models Bus. Ind. 17, No. 1, 121--133 (2001; Zbl 0967.91064) Full Text: DOI
Lucas, Alan Statistical challenges in credit card issuing. (English) Zbl 0965.62090 Appl. Stoch. Models Bus. Ind. 17, No. 1, 83-92 (2001). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62P05 62M20 PDFBibTeX XMLCite \textit{A. Lucas}, Appl. Stoch. Models Bus. Ind. 17, No. 1, 83--92 (2001; Zbl 0965.62090) Full Text: DOI
Campagnoli, Patrizia; Muliere, Pietro; Petrone, Sonia Generalized dynamic linear models for financial time series. (English) Zbl 0967.91066 Appl. Stoch. Models Bus. Ind. 17, No. 1, 27-39 (2001). Reviewer: A.V.Swishchuk (Kyïv) MSC: 91B84 60G15 62M20 60G35 60G25 93E11 PDFBibTeX XMLCite \textit{P. Campagnoli} et al., Appl. Stoch. Models Bus. Ind. 17, No. 1, 27--39 (2001; Zbl 0967.91066) Full Text: DOI
El Karoui, Nicole; Geman, Helyette; Lacoste, Vincent On the role of state variables in interest rates models. (English) Zbl 0974.62096 Appl. Stoch. Models Bus. Ind. 16, No. 3, 197-217 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 62M20 62P20 PDFBibTeX XMLCite \textit{N. El Karoui} et al., Appl. Stoch. Models Bus. Ind. 16, No. 3, 197--217 (2000; Zbl 0974.62096) Full Text: DOI
Mantovan, P.; Pastore, A.; Tonellato, S. A comparison between parallel algorithms for system parameter estimation in dynamic linear models. (English) Zbl 0960.62099 Appl. Stoch. Models Bus. Ind. 15, No. 4, 369-378 (1999). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62M20 93E11 65C05 60G35 62J05 PDFBibTeX XMLCite \textit{P. Mantovan} et al., Appl. Stoch. Models Bus. Ind. 15, No. 4, 369--378 (1999; Zbl 0960.62099) Full Text: DOI
Esposito, Floriana; Malerba, Donato; Semeraro, Giovanni; Tamma, Valentina The effects of pruning methods on the predictive accuracy of induced decision trees. (English) Zbl 0963.68149 Appl. Stoch. Models Bus. Ind. 15, No. 4, 277-299 (1999). Reviewer: A.V.Swishchuk (Kyïv) MSC: 68R10 62C12 62M20 05C05 05D40 PDFBibTeX XMLCite \textit{F. Esposito} et al., Appl. Stoch. Models Bus. Ind. 15, No. 4, 277--299 (1999; Zbl 0963.68149) Full Text: DOI
Aguilera, Ana M.; Ocaña, Francisco A.; Valderrama, Mariano J. Stochastic modelling for evolution of stock prices by means of functional principal component analysis. (English) Zbl 0961.91009 Appl. Stoch. Models Bus. Ind. 15, No. 4, 227-234 (1999). Reviewer: A.V.Swishchuk (Kyïv) MSC: 91B24 62M20 62P05 60G25 60G12 41A15 65D05 PDFBibTeX XMLCite \textit{A. M. Aguilera} et al., Appl. Stoch. Models Bus. Ind. 15, No. 4, 227--234 (1999; Zbl 0961.91009) Full Text: DOI
Wright, Tommy Estimation of a finite universe total when a stratum is not sampled. (English) Zbl 0954.62013 Appl. Stoch. Models Bus. Ind. 15, No. 2, 131-145 (1999). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62D05 62M20 PDFBibTeX XMLCite \textit{T. Wright}, Appl. Stoch. Models Bus. Ind. 15, No. 2, 131--145 (1999; Zbl 0954.62013) Full Text: DOI