An optimum closed loop supply chain network model in a stochastic product life cycle context. by Madadi, Najmeh

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Derivation of extreme non-gaussian stochastic offshore structural responses using finite memory nonlinear system by Mukhlas, Nurul ’Azizah

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Liquidity risk, credit risk and the overnight interest rate spread: a Stochastic Volatility modelling approach by Beirne, John, Caporale, Guglielmo Maria, Spagnolo, Nicola

“…The determinants of this volatility are assessed using Stochastic Volatility models to gauge the role played by liquidity risk, credit risk (financial and sovereign), and interest rate expectations. …”
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Stochastic lead time demand estimation via Monte Carlo simulation technique in supply chain planning by Mohamad Mahdavi, Mojtaba Mahdavi

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Interval type-2 fuzzy gmc for nonlinear stochastic process of methane production in the anaerobic digester system by Zanil, M.F., Hussain, Mohd Azlan

“…Development of the deterministic methane process model has been extended to a set of stochastic nonlinear differential equations. The stochastic effect is introduced by adding white noise with unit covariance to give an interesting profile like physical plant dynamic. …”

Two-Stage Robust-Stochastic Electricity Market Clearing Considering Mobile Energy Storage in Rail Transportation by Mohammad Amin Mirzaei, Mohammad Hemmati, Kazem Zarek, Behnam Mohammadi-Ivatloo, Mehdi Abapour, Mousa Marzband, Ali Farzamnia

“…This paper proposes a two-stage robust-stochastic framework to evaluate the effect of the battery-based energy storage transport (BEST) system in a day-ahead market-clearing model. …”
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Time-varying stochastic frontier model approach for measuring female parliamentarian efficiency of selected countries in Asia by Khan, Najeebullah, Baten, Md Azizul, Hussein, Adnan, Kamil, Anton Abdulbasah

“…A Cobb-Douglas stochastic frontier production function with time-varying technical inefficiency effects was estimated.Year wise mean technical efficiency of the parliament of eight Asian countries during the reference period decreased from 46.8-42.8%. …”
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Stochastic frontier approach and data envelopment analysis to total factor productivity and efficiency measurement of Bangladeshi rice by Bourdon, Jérémie, Hossain, Md. Kamrul, Kamil, Anton Abdulbasah, Baten, Md Azizul, Mustafa, Adli

“…The objective of this paper is to apply the Translog Stochastic Frontier production model (SFA) and Data Envelopment Analysis (DEA) to estimate efficiencies over time and the Total Factor Productivity (TFP) growth rate for Bangladeshi rice crops (Aus, Aman and Boro) throughout the most recent data available comprising the period 1989–2008. …”
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Implementing a vendor managed inventory policy in a two-stage supply chain with stochastic demands by El-Houssaine, Aghezzaf, Abdul Rahim, Mohd Kamarul Irwan

A data-driven PID controller for flexible joint manipulator using normalized simultaneous perturbation stochastic approximation by Nik Mohd Zaitul Akmal, Mustapha, Mohd Helmi, Suid, Raja Mohd Taufika, Raja Ismail, Ahmad Nor Kasruddin, Nasir, Mohd Ashraf, Ahmad, Mohd Zaidi, Mohd Tumari

“…This paper presents a data-driven PID control scheme based on Normalized Simultaneous Perturbation Stochastic Approximation (SPSA). Initially, an unstable convergence of conventional SPSA is illustrated, which motivate us to introduce its improved version. …”
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A data-driven PID controller for flexible joint manipulator using normalized simultaneous perturbation stochastic approximation by N.M.Z.A., Mustapha, M.H. Suid, Suid, R.M.T., Raja Ismail, A.N.K., Nasir, M.A. Ahmad, Ahmad, M.Z., Mohd Tumari, J. J., Jui

“…This paper presents a data-driven PID controller based on Normalized Simultaneous Perturbation Stochastic Approximation (SPSA). Initially, an unstable convergence of conventional SPSA is illustrated, which motivate us to introduce its improved version. …”
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An application of improved salp swarm algorithm for optimal power flow solution considering stochastic solar power generation by Mohd Herwan, Sulaiman, Zuriani, Mustaffa

“…The iSSA is applied to OPF problems involving stochastic solar power generation, with the goal of optimizing control variables such as real power generation, voltage magnitude at generation buses, transformer tap settings, and reactive power compensation. …”
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Modeling univariate volatility of stock returns using stochastic GARCH models:Evidence from 4-Asian markets by Islam, Mohd Aminul

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Modelling cross-docking in a three-level supply chain with stochastic service and queuing system: MOWFA algorithm by Rostami, Parinaz, Avakh Darestani, Soroush, Movassaghi, Mitra

“…The arrival rate of goods from suppliers to the cross‐dock is stochastic with a general probability distribution. …”
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Performance of Eular-Maruyama, 2-stage SRK and 4-stage SRK in approximating the strong solution of stochastic model by Norhayati Rosli, Arifah Bahar, Yeak, Su Hoe, Haliza Abdul Rahman, Madihah Md. Salleh

“…Stochastic differential equations play a prominent role in many application areas including finance, biology and epidemiology. …”
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Quality of Service Impact on Deficit Round Robin and Stochastic Fair Queuing Mechanism in Wired-cum-Wireless Network by Khalil, Fahim Khan, Khan, Samiullah, Faisal, Farooq, Nawaz, Mahmood, Javed, Farkhanda, Khan, Fawad Ali, Noor, Rafidah Md, -, Matiullah, ullah, Zia, Shoaib, Muhammad, Masood, Faqir Usman

“…The deficient round robin (DRR) and stochastic fair queue (SFQ) are the active queue mechanism (AQM) techniques. …”

Evaluation Of Higher Moment Capital Asset Pricing Model And Stock Market Technical Efficiency With Stochastic Frontier Approach by Hasan, Md. Zobaer

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Year over year efficiencies of Bank Negara Malaysia: Data envelopment analysis versus stochastic frontier analysis by Mat Kasim, Maznah, Baten, Md Azizul, Ramli, Razamin

“…This paper examines Bank Negara Malaysia (BNM) twelve year to year efficiency levels by employing two competing frontier analyses namely Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA).The data covers a 12-year time periods from 2000 to 2012 except 2010, and five variables are considered where Net Profit (NP) and Loans & Advances (LA) are the outputs, while total assets, risk reserve and total deposit are the input variables.The results show that DEA gives the lowest average efficiency level at 0.936, while LA Stochastic Frontier model estimates the highest average year wise efficiency at 0.992, and the NP Stochastic Frontier model is the second highest (0.934).With all three efficiency averages of more than 0.9, BNM is at the positive phase to increase its outputs, which are NP and LA by using the same inputs.…”
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The Comparison between Standardized Mortality Ratio, Poisson-Gamma and Stochastic Sic Model for Pneumonia Disease Mapping in Malaysia by Mohd Diah, Ijlal, Aziz, Nazrina

“…In conclusion, this stochastic SIC model demonstrated better performance than the conventional models.…”
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Solving optimal power flow problem with stochastic wind–solar–small hydro power using barnacles mating optimizer by Mohd Herwan, Sulaiman, Zuriani, Mustaffa

“…To assess the performance of BMO into OPF problem, modified IEEE 30-bus and IEEE 57-bus systems that incorporate the stochastic wind–solar–small hydro power generators will be employed. …”
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