TY  - JOUR
AU  - Stojanović, Vladica
AU  - Ljajko, Eugen
AU  - Tošić, Marina
PY  - 2023
UR  - https://jakov.kpu.edu.rs/handle/123456789/1645
AB  - This manuscript deals with a parameter estimation of a non-negative integer-valued (NNIV) time series based on the so-called probability generating function (PGF) method. The theoretical background of the PGF estimation technique for a very general, stationary class of NNIV time series is described, as well as the asymptotic properties of the obtained estimates. After that, a particular emphasis is given to PGF estimators of independent identical distributed (IID) and integer-valued non-negative autoregressive (INAR) series. A Monte Carlo study of the thus obtained PGF estimates, based on a numerical integration of the appropriate objective function, is also presented. For this purpose, numerical quadrature formulas were computed using Gegenbauer orthogonal polynomials. Finally, the application of the PGF estimators in the dynamic analysis of some actual data is given.
PB  - Basel : MDPI
T2  - Axioms
T1  - Parameters Estimation in Non-Negative Integer-Valued Time Series: Approach Based on Probability Generating Functions
VL  - 12
IS  - 2
SP  - 112
DO  - 10.3390/axioms12020112
ER  - 

@article{
author = "Stojanović, Vladica and Ljajko, Eugen and Tošić, Marina",
year = "2023",
abstract = "This manuscript deals with a parameter estimation of a non-negative integer-valued (NNIV) time series based on the so-called probability generating function (PGF) method. The theoretical background of the PGF estimation technique for a very general, stationary class of NNIV time series is described, as well as the asymptotic properties of the obtained estimates. After that, a particular emphasis is given to PGF estimators of independent identical distributed (IID) and integer-valued non-negative autoregressive (INAR) series. A Monte Carlo study of the thus obtained PGF estimates, based on a numerical integration of the appropriate objective function, is also presented. For this purpose, numerical quadrature formulas were computed using Gegenbauer orthogonal polynomials. Finally, the application of the PGF estimators in the dynamic analysis of some actual data is given.",
publisher = "Basel : MDPI",
journal = "Axioms",
title = "Parameters Estimation in Non-Negative Integer-Valued Time Series: Approach Based on Probability Generating Functions",
volume = "12",
number = "2",
pages = "112",
doi = "10.3390/axioms12020112"
}

Stojanović, V., Ljajko, E.,& Tošić, M.. (2023). Parameters Estimation in Non-Negative Integer-Valued Time Series: Approach Based on Probability Generating Functions. in Axioms
Basel : MDPI., 12(2), 112.
https://doi.org/10.3390/axioms12020112

Stojanović V, Ljajko E, Tošić M. Parameters Estimation in Non-Negative Integer-Valued Time Series: Approach Based on Probability Generating Functions. in Axioms. 2023;12(2):112.
doi:10.3390/axioms12020112 .

Stojanović, Vladica, Ljajko, Eugen, Tošić, Marina, "Parameters Estimation in Non-Negative Integer-Valued Time Series: Approach Based on Probability Generating Functions" in Axioms, 12, no. 2 (2023):112,
https://doi.org/10.3390/axioms12020112 . .

TY  - JOUR
AU  - Stojanović, Vladica S.
AU  - Bakouch, Hassan S.
AU  - Ljajko, Eugen
AU  - Qarmalah, Najla
PY  - 2023
UR  - https://jakov.kpu.edu.rs/handle/123456789/1632
AB  - Zero-and-one inflated count time series have only recently become the subject of more extensive interest and research. One of the possible approaches is represented by first-order, nonnegative, integer-valued autoregressive processes with zero-and-one inflated innovations, abbr. ZOINAR(1) processes, introduced recently, around the year 2020 to the present. This manuscript presents a generalization of ZOINAR processes, given by introducing the zero-and-one inflated power series (ZOIPS) distributions. Thus, the obtained process, named the ZOIPS-INAR(1) process, has been investigated in terms of its basic stochastic properties (e.g., moments, correlation structure and distributional properties). To estimate the parameters of the ZOIPS-INAR(1) model, in addition to the conditional least-squares (CLS) method, a recent estimation technique based on probabilitygenerating functions (PGFs) is discussed. The asymptotic properties of the obtained estimators are also examined, as well as their Monte Carlo simulation study. Finally, as an application of the ZOIPS-INAR(1) model, a dynamic analysis of the number of deaths from the disease COVID-19 in Serbia is considered.
PB  - Basel : MDPI
T2  - Mathematics
T1  - Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach
VL  - 11
IS  - 8
SP  - 1772
DO  - 10.3390/math11081772
ER  - 

@article{
author = "Stojanović, Vladica S. and Bakouch, Hassan S. and Ljajko, Eugen and Qarmalah, Najla",
year = "2023",
abstract = "Zero-and-one inflated count time series have only recently become the subject of more extensive interest and research. One of the possible approaches is represented by first-order, nonnegative, integer-valued autoregressive processes with zero-and-one inflated innovations, abbr. ZOINAR(1) processes, introduced recently, around the year 2020 to the present. This manuscript presents a generalization of ZOINAR processes, given by introducing the zero-and-one inflated power series (ZOIPS) distributions. Thus, the obtained process, named the ZOIPS-INAR(1) process, has been investigated in terms of its basic stochastic properties (e.g., moments, correlation structure and distributional properties). To estimate the parameters of the ZOIPS-INAR(1) model, in addition to the conditional least-squares (CLS) method, a recent estimation technique based on probabilitygenerating functions (PGFs) is discussed. The asymptotic properties of the obtained estimators are also examined, as well as their Monte Carlo simulation study. Finally, as an application of the ZOIPS-INAR(1) model, a dynamic analysis of the number of deaths from the disease COVID-19 in Serbia is considered.",
publisher = "Basel : MDPI",
journal = "Mathematics",
title = "Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach",
volume = "11",
number = "8",
pages = "1772",
doi = "10.3390/math11081772"
}

Stojanović, V. S., Bakouch, H. S., Ljajko, E.,& Qarmalah, N.. (2023). Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach. in Mathematics
Basel : MDPI., 11(8), 1772.
https://doi.org/10.3390/math11081772

Stojanović VS, Bakouch HS, Ljajko E, Qarmalah N. Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach. in Mathematics. 2023;11(8):1772.
doi:10.3390/math11081772 .

Stojanović, Vladica S., Bakouch, Hassan S., Ljajko, Eugen, Qarmalah, Najla, "Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach" in Mathematics, 11, no. 8 (2023):1772,
https://doi.org/10.3390/math11081772 . .

TY  - JOUR
AU  - Ranđelović, Milan
AU  - Aleksić, Aleksandar
AU  - Radovanović, Radovan
AU  - Stojanović, Vladica
AU  - Čabarkapa, Milan
AU  - Ranđelović, Dragan
PY  - 2022
UR  - https://jakov.kpu.edu.rs/handle/123456789/1633
AB  - In this paper, one multidisciplinary-applicable aggregated model has been proposed and verified. This model uses traditional techniques, on the one hand, and algorithms of machine learning as modern techniques, on the other hand, throughout the determination process of the relevance of model attributes for solving any problems of multicriteria decision. The main goal of this model is to take advantage of both approaches and lead to better results than when the techniques are used alone. In addition, the proposed model uses feature selection methodology to reduce the number of attributes, thus increasing the accuracy of the model. We have used the traditional method of regression analysis combined with the well-known mathematical method Analytic Hierarchy Process (AHP). This approach has been combined with the application of the ReliefF classificatory modern ranking method of machine learning. Last but not least, the decision tree classifier J48 has been used for aggregation purposes. Information on grades of the first-year graduate students at the Criminalistics and Police University, Belgrade, after they chose and finished one of the three possible study modules, was used for the evaluation of the proposed model. To the best knowledge of the authors, this work is the first work when considering mining closed frequent trees in case of the streaming of time-varying data.
PB  - Basel : MDPI
T2  - Mathematics
T1  - One Aggregated Approach in Multidisciplinary Based Modeling to Predict Further Students’ Education
VL  - 10
IS  - 14
SP  - 2381
DO  - 10.3390/math10142381
ER  - 

@article{
author = "Ranđelović, Milan and Aleksić, Aleksandar and Radovanović, Radovan and Stojanović, Vladica and Čabarkapa, Milan and Ranđelović, Dragan",
year = "2022",
abstract = "In this paper, one multidisciplinary-applicable aggregated model has been proposed and verified. This model uses traditional techniques, on the one hand, and algorithms of machine learning as modern techniques, on the other hand, throughout the determination process of the relevance of model attributes for solving any problems of multicriteria decision. The main goal of this model is to take advantage of both approaches and lead to better results than when the techniques are used alone. In addition, the proposed model uses feature selection methodology to reduce the number of attributes, thus increasing the accuracy of the model. We have used the traditional method of regression analysis combined with the well-known mathematical method Analytic Hierarchy Process (AHP). This approach has been combined with the application of the ReliefF classificatory modern ranking method of machine learning. Last but not least, the decision tree classifier J48 has been used for aggregation purposes. Information on grades of the first-year graduate students at the Criminalistics and Police University, Belgrade, after they chose and finished one of the three possible study modules, was used for the evaluation of the proposed model. To the best knowledge of the authors, this work is the first work when considering mining closed frequent trees in case of the streaming of time-varying data.",
publisher = "Basel : MDPI",
journal = "Mathematics",
title = "One Aggregated Approach in Multidisciplinary Based Modeling to Predict Further Students’ Education",
volume = "10",
number = "14",
pages = "2381",
doi = "10.3390/math10142381"
}

Ranđelović, M., Aleksić, A., Radovanović, R., Stojanović, V., Čabarkapa, M.,& Ranđelović, D.. (2022). One Aggregated Approach in Multidisciplinary Based Modeling to Predict Further Students’ Education. in Mathematics
Basel : MDPI., 10(14), 2381.
https://doi.org/10.3390/math10142381

Ranđelović M, Aleksić A, Radovanović R, Stojanović V, Čabarkapa M, Ranđelović D. One Aggregated Approach in Multidisciplinary Based Modeling to Predict Further Students’ Education. in Mathematics. 2022;10(14):2381.
doi:10.3390/math10142381 .

Ranđelović, Milan, Aleksić, Aleksandar, Radovanović, Radovan, Stojanović, Vladica, Čabarkapa, Milan, Ranđelović, Dragan, "One Aggregated Approach in Multidisciplinary Based Modeling to Predict Further Students’ Education" in Mathematics, 10, no. 14 (2022):2381,
https://doi.org/10.3390/math10142381 . .

TY  - JOUR
AU  - Jovanović, Mihailo
AU  - Stojanović, Vladica
AU  - Kuk, Kristijan
AU  - Popović, Brankica
AU  - Čisar, Petar
PY  - 2022
UR  - http://jakov.kpu.edu.rs/handle/123456789/1519
AB  - This paper describes one of the non-linear (and non-stationary) stochastic models, the GSB (Gaussian, or Generalized, Split-BREAK) process, which is used in the analysis of time series with pronounced and accentuated fluctuations. In the beginning, the stochastic structure of the GSB process and its important distributional and asymptotic properties are given. To that end, a method based on characteristic functions (CFs) was used. Various procedures for the estimation of model parameters, asymptotic properties, and numerical simulations of the obtained estimators are also investigated. Finally, as an illustration of the practical application of the GSB process, an analysis is presented of the dynamics and stochastic distribution of the infected and immunized population in relation to the disease COVID-19 in the territory of the Republic of Serbia.
PB  - Basel, Switzerland : MDPI
T2  - Mathematics
T1  - Asymptotic Properties and Application of GSB Process : A Case Study of the COVID‐19 Dynamics in Serbia
VL  - 10
IS  - 20
SP  - 3849
DO  - 10.3390/math10203849
ER  - 

@article{
author = "Jovanović, Mihailo and Stojanović, Vladica and Kuk, Kristijan and Popović, Brankica and Čisar, Petar",
year = "2022",
abstract = "This paper describes one of the non-linear (and non-stationary) stochastic models, the GSB (Gaussian, or Generalized, Split-BREAK) process, which is used in the analysis of time series with pronounced and accentuated fluctuations. In the beginning, the stochastic structure of the GSB process and its important distributional and asymptotic properties are given. To that end, a method based on characteristic functions (CFs) was used. Various procedures for the estimation of model parameters, asymptotic properties, and numerical simulations of the obtained estimators are also investigated. Finally, as an illustration of the practical application of the GSB process, an analysis is presented of the dynamics and stochastic distribution of the infected and immunized population in relation to the disease COVID-19 in the territory of the Republic of Serbia.",
publisher = "Basel, Switzerland : MDPI",
journal = "Mathematics",
title = "Asymptotic Properties and Application of GSB Process : A Case Study of the COVID‐19 Dynamics in Serbia",
volume = "10",
number = "20",
pages = "3849",
doi = "10.3390/math10203849"
}

Jovanović, M., Stojanović, V., Kuk, K., Popović, B.,& Čisar, P.. (2022). Asymptotic Properties and Application of GSB Process : A Case Study of the COVID‐19 Dynamics in Serbia. in Mathematics
Basel, Switzerland : MDPI., 10(20), 3849.
https://doi.org/10.3390/math10203849

Jovanović M, Stojanović V, Kuk K, Popović B, Čisar P. Asymptotic Properties and Application of GSB Process : A Case Study of the COVID‐19 Dynamics in Serbia. in Mathematics. 2022;10(20):3849.
doi:10.3390/math10203849 .

Jovanović, Mihailo, Stojanović, Vladica, Kuk, Kristijan, Popović, Brankica, Čisar, Petar, "Asymptotic Properties and Application of GSB Process : A Case Study of the COVID‐19 Dynamics in Serbia" in Mathematics, 10, no. 20 (2022):3849,
https://doi.org/10.3390/math10203849 . .

TY  - JOUR
AU  - Stojanović, Vladica
AU  - Kevkić, Tijana
AU  - Vujaković, Jelena
AU  - Jelić, Gordana
AU  - Pažun, Brankica
PY  - 2021
UR  - https://jakov.kpu.edu.rs/handle/123456789/1670
AB  - In this paper, an application of the Stochastic Mellin Transforms (SMTs) in determination of the probability distribution functions (PDFs) of the Stochastic Volatility (SV) models is proposed. In that aim, three basic SV time series with Gaussian innovations have been considered, and their PDFs were obtained by using the inverse SMT formula.
PB  - Bucharest : University Politehnica
T2  - U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics
T1  - Application of Mellin Transforms in Determination the Probability Distribution of the Stochastic Volatility Models
VL  - 83
IS  - 1
SP  - 169
EP  - 178
UR  - https://hdl.handle.net/21.15107/rcub_jakov_1670
ER  - 

@article{
author = "Stojanović, Vladica and Kevkić, Tijana and Vujaković, Jelena and Jelić, Gordana and Pažun, Brankica",
year = "2021",
abstract = "In this paper, an application of the Stochastic Mellin Transforms (SMTs) in determination of the probability distribution functions (PDFs) of the Stochastic Volatility (SV) models is proposed. In that aim, three basic SV time series with Gaussian innovations have been considered, and their PDFs were obtained by using the inverse SMT formula.",
publisher = "Bucharest : University Politehnica",
journal = "U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics",
title = "Application of Mellin Transforms in Determination the Probability Distribution of the Stochastic Volatility Models",
volume = "83",
number = "1",
pages = "169-178",
url = "https://hdl.handle.net/21.15107/rcub_jakov_1670"
}

Stojanović, V., Kevkić, T., Vujaković, J., Jelić, G.,& Pažun, B.. (2021). Application of Mellin Transforms in Determination the Probability Distribution of the Stochastic Volatility Models. in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics
Bucharest : University Politehnica., 83(1), 169-178.
https://hdl.handle.net/21.15107/rcub_jakov_1670

Stojanović V, Kevkić T, Vujaković J, Jelić G, Pažun B. Application of Mellin Transforms in Determination the Probability Distribution of the Stochastic Volatility Models. in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics. 2021;83(1):169-178.
https://hdl.handle.net/21.15107/rcub_jakov_1670 .

Stojanović, Vladica, Kevkić, Tijana, Vujaković, Jelena, Jelić, Gordana, Pažun, Brankica, "Application of Mellin Transforms in Determination the Probability Distribution of the Stochastic Volatility Models" in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics, 83, no. 1 (2021):169-178,
https://hdl.handle.net/21.15107/rcub_jakov_1670 .

TY  - JOUR
AU  - Ranđelović, Milan
AU  - Nedeljković, Slobodan
AU  - Jovanović, Mihailo
AU  - Čabarkapa, Milan
AU  - Stojanović, Vladica
AU  - Aleksić, Aleksandar
AU  - Ranđelović, Dragan
PY  - 2020
UR  - https://jakov.kpu.edu.rs/handle/123456789/1653
AB  - One of the essential activities for sustainable local economic development is continuous improvement of business environment which can be carried out through the business-friendly certification as objective benchmarking process, which is influenced by many factors - criteria that could be analyzed using multi-criteria decision-making methods. Determining criteria weights is the most important task regarding these methods for which a number of methodologies based on different approaches were developed. These methodologies could be generally divided into two groups: subjective and objective. Shortly, these methodologies quantify given preferences using knowledge of experts if they are subjective or using calculations from available data if they are objective. Methodologies from these two groups give different results in a wide range of values. Therefore, it is useful to create composite indicators using aggregation of both approaches in order to reduce the influence of their bad individual characteristics and, therefore, achieve a balanced symmetrical approach. The purpose of this paper is constructing one efficient model that solves a problem of the planning of sustainable local economic development in the Republic of Serbia. Our approach uses the aggregation of the entropy method, as one objective approach, and the analytical hierarchy process, as a subjective approach, in executing business-friendly certification process. The implementation of the proposed approach has been demonstrated as a part of a business-to-government (B2G) platform called “Multi-Criteria Support System for Analysis of the Local Economic Environment” in the City of Niš.
PB  - Basel : MDPI
T2  - Symmetry
T1  - Use of Determination of the Importance of Criteria in Business-Friendly Certification of Cities as Sustainable Local Economic Development Planning Tool
VL  - 12
IS  - 2
SP  - 425
DO  - 10.3390/sym12030425
ER  - 

@article{
author = "Ranđelović, Milan and Nedeljković, Slobodan and Jovanović, Mihailo and Čabarkapa, Milan and Stojanović, Vladica and Aleksić, Aleksandar and Ranđelović, Dragan",
year = "2020",
abstract = "One of the essential activities for sustainable local economic development is continuous improvement of business environment which can be carried out through the business-friendly certification as objective benchmarking process, which is influenced by many factors - criteria that could be analyzed using multi-criteria decision-making methods. Determining criteria weights is the most important task regarding these methods for which a number of methodologies based on different approaches were developed. These methodologies could be generally divided into two groups: subjective and objective. Shortly, these methodologies quantify given preferences using knowledge of experts if they are subjective or using calculations from available data if they are objective. Methodologies from these two groups give different results in a wide range of values. Therefore, it is useful to create composite indicators using aggregation of both approaches in order to reduce the influence of their bad individual characteristics and, therefore, achieve a balanced symmetrical approach. The purpose of this paper is constructing one efficient model that solves a problem of the planning of sustainable local economic development in the Republic of Serbia. Our approach uses the aggregation of the entropy method, as one objective approach, and the analytical hierarchy process, as a subjective approach, in executing business-friendly certification process. The implementation of the proposed approach has been demonstrated as a part of a business-to-government (B2G) platform called “Multi-Criteria Support System for Analysis of the Local Economic Environment” in the City of Niš.",
publisher = "Basel : MDPI",
journal = "Symmetry",
title = "Use of Determination of the Importance of Criteria in Business-Friendly Certification of Cities as Sustainable Local Economic Development Planning Tool",
volume = "12",
number = "2",
pages = "425",
doi = "10.3390/sym12030425"
}

Ranđelović, M., Nedeljković, S., Jovanović, M., Čabarkapa, M., Stojanović, V., Aleksić, A.,& Ranđelović, D.. (2020). Use of Determination of the Importance of Criteria in Business-Friendly Certification of Cities as Sustainable Local Economic Development Planning Tool. in Symmetry
Basel : MDPI., 12(2), 425.
https://doi.org/10.3390/sym12030425

Ranđelović M, Nedeljković S, Jovanović M, Čabarkapa M, Stojanović V, Aleksić A, Ranđelović D. Use of Determination of the Importance of Criteria in Business-Friendly Certification of Cities as Sustainable Local Economic Development Planning Tool. in Symmetry. 2020;12(2):425.
doi:10.3390/sym12030425 .

Ranđelović, Milan, Nedeljković, Slobodan, Jovanović, Mihailo, Čabarkapa, Milan, Stojanović, Vladica, Aleksić, Aleksandar, Ranđelović, Dragan, "Use of Determination of the Importance of Criteria in Business-Friendly Certification of Cities as Sustainable Local Economic Development Planning Tool" in Symmetry, 12, no. 2 (2020):425,
https://doi.org/10.3390/sym12030425 . .

TY  - JOUR
AU  - Jovanović, Mihailo
AU  - Nedeljković, Slobodan
AU  - Ranđelović, Milan
AU  - Savić, Gordana
AU  - Stojanović, Vladica
AU  - Stojanović, Vladimir
AU  - Ranđelović, Dragan
PY  - 2020
UR  - https://jakov.kpu.edu.rs/handle/123456789/1649
AB  - Local self-government has the task of enabling stable economic development, in addition to enabling a normal quality of life for citizens. This is why the state government should provide guidelines that will improve the local business climate, and by doing so enable local economic development. This can be done through the introduction of a business-friendly certification procedure, which is influenced by uncertain inputs and influences many output factors. Each local government has the important task of determining its rank of efficiency in this process. A number of methodologies developed to solve this problem are generally divided into two groups: Parametric and non-parametric. These two groups of methodologies could provide quite different results. Therefore, the purpose of this paper was to create a model using both approaches to achieve a balanced symmetrical approach that produces better results than each approach individually. For this purpose, the paper describes a multicriteria decision aid-based model of optimization to evaluate the effectiveness of this process, integrating classification, data envelopment analysis, and stochastic frontier analysis, as well as its application in a case study of business-friendly certification in the Republic of Serbia.
PB  - Basel : MDPI
T2  - Symmetry
T1  - A Multicriteria Decision Aid-Based Model for Measuring the Efficiency of Business-Friendly Cities
VL  - 12
IS  - 6
SP  - 1025
DO  - 10.3390/sym12061025
ER  - 

@article{
author = "Jovanović, Mihailo and Nedeljković, Slobodan and Ranđelović, Milan and Savić, Gordana and Stojanović, Vladica and Stojanović, Vladimir and Ranđelović, Dragan",
year = "2020",
abstract = "Local self-government has the task of enabling stable economic development, in addition to enabling a normal quality of life for citizens. This is why the state government should provide guidelines that will improve the local business climate, and by doing so enable local economic development. This can be done through the introduction of a business-friendly certification procedure, which is influenced by uncertain inputs and influences many output factors. Each local government has the important task of determining its rank of efficiency in this process. A number of methodologies developed to solve this problem are generally divided into two groups: Parametric and non-parametric. These two groups of methodologies could provide quite different results. Therefore, the purpose of this paper was to create a model using both approaches to achieve a balanced symmetrical approach that produces better results than each approach individually. For this purpose, the paper describes a multicriteria decision aid-based model of optimization to evaluate the effectiveness of this process, integrating classification, data envelopment analysis, and stochastic frontier analysis, as well as its application in a case study of business-friendly certification in the Republic of Serbia.",
publisher = "Basel : MDPI",
journal = "Symmetry",
title = "A Multicriteria Decision Aid-Based Model for Measuring the Efficiency of Business-Friendly Cities",
volume = "12",
number = "6",
pages = "1025",
doi = "10.3390/sym12061025"
}

Jovanović, M., Nedeljković, S., Ranđelović, M., Savić, G., Stojanović, V., Stojanović, V.,& Ranđelović, D.. (2020). A Multicriteria Decision Aid-Based Model for Measuring the Efficiency of Business-Friendly Cities. in Symmetry
Basel : MDPI., 12(6), 1025.
https://doi.org/10.3390/sym12061025

Jovanović M, Nedeljković S, Ranđelović M, Savić G, Stojanović V, Stojanović V, Ranđelović D. A Multicriteria Decision Aid-Based Model for Measuring the Efficiency of Business-Friendly Cities. in Symmetry. 2020;12(6):1025.
doi:10.3390/sym12061025 .

Jovanović, Mihailo, Nedeljković, Slobodan, Ranđelović, Milan, Savić, Gordana, Stojanović, Vladica, Stojanović, Vladimir, Ranđelović, Dragan, "A Multicriteria Decision Aid-Based Model for Measuring the Efficiency of Business-Friendly Cities" in Symmetry, 12, no. 6 (2020):1025,
https://doi.org/10.3390/sym12061025 . .

TY  - JOUR
AU  - Aleksić, Aleksandar
AU  - Nedeljković, Slobodan
AU  - Jovanović, Mihailo
AU  - Ranđelović, Miloš
AU  - Vuković, Marko
AU  - Stojanović, Vladica
AU  - Radovanović, Radovan
AU  - Ranđelović, Milan
AU  - Ranđelović, Dragan
PY  - 2020
UR  - https://jakov.kpu.edu.rs/handle/123456789/1637
AB  - The main motivation to conduct the study presented in this paper was the fact that due to the development of improved solutions for prediction risk of bleeding and thus a faster and more accurate diagnosis of complications in cirrhotic patients, mortality of cirrhosis patients caused by bleeding of varices fell at the turn in the 21th century. Due to this fact, an additional research in this field is needed. The objective of this paper is to develop one prediction model that determines most important factors for bleeding in liver cirrhosis, which is useful for diagnosis and future treatment of patients. To achieve this goal, authors proposed one ensemble data mining methodology, as the most modern in the field of prediction, for integrating on one new way the two most commonly used techniques in prediction, classification with precede attribute number reduction and multiple logistic regression for calibration. Method was evaluated in the study, which analyzed the occurrence of variceal bleeding for 96 patients from the Clinical Center of Nis, Serbia, using 29 data from clinical to the color Doppler. Obtained results showed that proposed method with such big number and different types of data demonstrates better characteristics than individual technique integrated into it.
PB  - Basel : MDPI
T2  - Mathematics
T1  - Prediction of Important Factors for Bleeding in Liver Cirrhosis Disease Using Ensemble Data Mining Approach
VL  - 8
IS  - 11
SP  - 1887
DO  - 10.3390/math8111887
ER  - 

@article{
author = "Aleksić, Aleksandar and Nedeljković, Slobodan and Jovanović, Mihailo and Ranđelović, Miloš and Vuković, Marko and Stojanović, Vladica and Radovanović, Radovan and Ranđelović, Milan and Ranđelović, Dragan",
year = "2020",
abstract = "The main motivation to conduct the study presented in this paper was the fact that due to the development of improved solutions for prediction risk of bleeding and thus a faster and more accurate diagnosis of complications in cirrhotic patients, mortality of cirrhosis patients caused by bleeding of varices fell at the turn in the 21th century. Due to this fact, an additional research in this field is needed. The objective of this paper is to develop one prediction model that determines most important factors for bleeding in liver cirrhosis, which is useful for diagnosis and future treatment of patients. To achieve this goal, authors proposed one ensemble data mining methodology, as the most modern in the field of prediction, for integrating on one new way the two most commonly used techniques in prediction, classification with precede attribute number reduction and multiple logistic regression for calibration. Method was evaluated in the study, which analyzed the occurrence of variceal bleeding for 96 patients from the Clinical Center of Nis, Serbia, using 29 data from clinical to the color Doppler. Obtained results showed that proposed method with such big number and different types of data demonstrates better characteristics than individual technique integrated into it.",
publisher = "Basel : MDPI",
journal = "Mathematics",
title = "Prediction of Important Factors for Bleeding in Liver Cirrhosis Disease Using Ensemble Data Mining Approach",
volume = "8",
number = "11",
pages = "1887",
doi = "10.3390/math8111887"
}

Aleksić, A., Nedeljković, S., Jovanović, M., Ranđelović, M., Vuković, M., Stojanović, V., Radovanović, R., Ranđelović, M.,& Ranđelović, D.. (2020). Prediction of Important Factors for Bleeding in Liver Cirrhosis Disease Using Ensemble Data Mining Approach. in Mathematics
Basel : MDPI., 8(11), 1887.
https://doi.org/10.3390/math8111887

Aleksić A, Nedeljković S, Jovanović M, Ranđelović M, Vuković M, Stojanović V, Radovanović R, Ranđelović M, Ranđelović D. Prediction of Important Factors for Bleeding in Liver Cirrhosis Disease Using Ensemble Data Mining Approach. in Mathematics. 2020;8(11):1887.
doi:10.3390/math8111887 .

Aleksić, Aleksandar, Nedeljković, Slobodan, Jovanović, Mihailo, Ranđelović, Miloš, Vuković, Marko, Stojanović, Vladica, Radovanović, Radovan, Ranđelović, Milan, Ranđelović, Dragan, "Prediction of Important Factors for Bleeding in Liver Cirrhosis Disease Using Ensemble Data Mining Approach" in Mathematics, 8, no. 11 (2020):1887,
https://doi.org/10.3390/math8111887 . .

TY  - JOUR
AU  - Tošić, Marina
AU  - Ljajko, Eugen
AU  - Kontrec, Nataša
AU  - Stojanović, Vladica
PY  - 2020
UR  - https://jakov.kpu.edu.rs/handle/123456789/1635
AB  - Baksalary et al. (Linear Algebra Appl., doi:10.1016/j.laa.2004.02.025, 2004) investigated the invertibility of a linear combination of idempotent matrices. This result was improved by Koliha et al. (Linear Algebra Appl., doi:10.1016/j.laa.2006.01.011, 2006) by showing that the rank of a linear combination of two idempotents is constant. In this paper, we consider similar problems for k-potent matrices. We study the rank and the nullity of a linear combination of two commuting k-potent matrices. Furthermore, the problem of the nonsingularity of linear combinations of two or three k-potent matrices is considered under some conditions. In these situations, we derive explicit formulae of their inverses.
PB  - Basel : MDPI
T2  - Mathematics
T1  - The Nullity, Rank, and Invertibility of Linear Combinations of k-Potent Matrices
VL  - 8
IS  - 12
SP  - 2147
DO  - 10.3390/math8122147
ER  - 

@article{
author = "Tošić, Marina and Ljajko, Eugen and Kontrec, Nataša and Stojanović, Vladica",
year = "2020",
abstract = "Baksalary et al. (Linear Algebra Appl., doi:10.1016/j.laa.2004.02.025, 2004) investigated the invertibility of a linear combination of idempotent matrices. This result was improved by Koliha et al. (Linear Algebra Appl., doi:10.1016/j.laa.2006.01.011, 2006) by showing that the rank of a linear combination of two idempotents is constant. In this paper, we consider similar problems for k-potent matrices. We study the rank and the nullity of a linear combination of two commuting k-potent matrices. Furthermore, the problem of the nonsingularity of linear combinations of two or three k-potent matrices is considered under some conditions. In these situations, we derive explicit formulae of their inverses.",
publisher = "Basel : MDPI",
journal = "Mathematics",
title = "The Nullity, Rank, and Invertibility of Linear Combinations of k-Potent Matrices",
volume = "8",
number = "12",
pages = "2147",
doi = "10.3390/math8122147"
}

Tošić, M., Ljajko, E., Kontrec, N.,& Stojanović, V.. (2020). The Nullity, Rank, and Invertibility of Linear Combinations of k-Potent Matrices. in Mathematics
Basel : MDPI., 8(12), 2147.
https://doi.org/10.3390/math8122147

Tošić M, Ljajko E, Kontrec N, Stojanović V. The Nullity, Rank, and Invertibility of Linear Combinations of k-Potent Matrices. in Mathematics. 2020;8(12):2147.
doi:10.3390/math8122147 .

Tošić, Marina, Ljajko, Eugen, Kontrec, Nataša, Stojanović, Vladica, "The Nullity, Rank, and Invertibility of Linear Combinations of k-Potent Matrices" in Mathematics, 8, no. 12 (2020):2147,
https://doi.org/10.3390/math8122147 . .

TY  - JOUR
AU  - Kevkić, Tijana
AU  - Stojanović, Vladica
AU  - Petković, Dragan
PY  - 2019
UR  - https://jakov.kpu.edu.rs/handle/123456789/1661
AB  - In this paper, a novel approach for an approximate solving Schrödinger equation for a particle in the one-dimensional lattice with the periodic potential is described. This approach, based on the homotopy perturbation method (HPM), gives an approximate analytic solution which has a high degree of convergence, and at the same time high degree of accuracy. The convergence of the HPM is examined and formally confirmed. In addition, the efficiency of the HPM method is illustrated in two examples.
PB  - Bucuresti : Editura Academiei Romane
T2  - Romanian Reports in Physics
T1  - Solving Schrödinger Equation for a Particle in One-Dimensional Lattice: An Homotopy Perturbations Approach
VL  - 71
IS  - 1
SP  - 101
UR  - https://hdl.handle.net/21.15107/rcub_jakov_1661
ER  - 

@article{
author = "Kevkić, Tijana and Stojanović, Vladica and Petković, Dragan",
year = "2019",
abstract = "In this paper, a novel approach for an approximate solving Schrödinger equation for a particle in the one-dimensional lattice with the periodic potential is described. This approach, based on the homotopy perturbation method (HPM), gives an approximate analytic solution which has a high degree of convergence, and at the same time high degree of accuracy. The convergence of the HPM is examined and formally confirmed. In addition, the efficiency of the HPM method is illustrated in two examples.",
publisher = "Bucuresti : Editura Academiei Romane",
journal = "Romanian Reports in Physics",
title = "Solving Schrödinger Equation for a Particle in One-Dimensional Lattice: An Homotopy Perturbations Approach",
volume = "71",
number = "1",
pages = "101",
url = "https://hdl.handle.net/21.15107/rcub_jakov_1661"
}

Kevkić, T., Stojanović, V.,& Petković, D.. (2019). Solving Schrödinger Equation for a Particle in One-Dimensional Lattice: An Homotopy Perturbations Approach. in Romanian Reports in Physics
Bucuresti : Editura Academiei Romane., 71(1), 101.
https://hdl.handle.net/21.15107/rcub_jakov_1661

Kevkić T, Stojanović V, Petković D. Solving Schrödinger Equation for a Particle in One-Dimensional Lattice: An Homotopy Perturbations Approach. in Romanian Reports in Physics. 2019;71(1):101.
https://hdl.handle.net/21.15107/rcub_jakov_1661 .

Kevkić, Tijana, Stojanović, Vladica, Petković, Dragan, "Solving Schrödinger Equation for a Particle in One-Dimensional Lattice: An Homotopy Perturbations Approach" in Romanian Reports in Physics, 71, no. 1 (2019):101,
https://hdl.handle.net/21.15107/rcub_jakov_1661 .

TY  - JOUR
AU  - Stojanović, Vladica
AU  - Kevkić, Tijana
AU  - Ljajko, Eugen
AU  - Jelić, Gordana
PY  - 2019
UR  - https://www.scientificbulletin.upb.ro/rev_docs_arhiva/rez083_245254.pdf
UR  - http://jakov.kpu.edu.rs/handle/123456789/974
AB  - In this paper we propose modification of a linear autoregressive moving-average (ARMA) model by using the so-called Noise-Indicator time series. The obtained model, named NIN–ARMA model, is nonlinear threshold autoregressive one. The basic stochastic properties of the NIN–ARMA model have been analyzed and the Empirical Characteristic Function (ECF) method has been used for parameters estimation. Finally, the NIN–ARMA model has been applied in fitting of two actual, real-based physical time series.
PB  - University Politehnica of Bucharest
T2  - U.P.B. Scientific Bulletin-Series A: Applied Mathematics & Physics
T1  - Noise-Indicator Arma Model with Application in Fitting Physically-Based Time Series
VL  - 81
IS  - 2
SP  - 257
EP  - 264
UR  - https://hdl.handle.net/21.15107/rcub_jakov_974
ER  - 

@article{
author = "Stojanović, Vladica and Kevkić, Tijana and Ljajko, Eugen and Jelić, Gordana",
year = "2019",
abstract = "In this paper we propose modification of a linear autoregressive moving-average (ARMA) model by using the so-called Noise-Indicator time series. The obtained model, named NIN–ARMA model, is nonlinear threshold autoregressive one. The basic stochastic properties of the NIN–ARMA model have been analyzed and the Empirical Characteristic Function (ECF) method has been used for parameters estimation. Finally, the NIN–ARMA model has been applied in fitting of two actual, real-based physical time series.",
publisher = "University Politehnica of Bucharest",
journal = "U.P.B. Scientific Bulletin-Series A: Applied Mathematics & Physics",
title = "Noise-Indicator Arma Model with Application in Fitting Physically-Based Time Series",
volume = "81",
number = "2",
pages = "257-264",
url = "https://hdl.handle.net/21.15107/rcub_jakov_974"
}

Stojanović, V., Kevkić, T., Ljajko, E.,& Jelić, G.. (2019). Noise-Indicator Arma Model with Application in Fitting Physically-Based Time Series. in U.P.B. Scientific Bulletin-Series A: Applied Mathematics & Physics
University Politehnica of Bucharest., 81(2), 257-264.
https://hdl.handle.net/21.15107/rcub_jakov_974

Stojanović V, Kevkić T, Ljajko E, Jelić G. Noise-Indicator Arma Model with Application in Fitting Physically-Based Time Series. in U.P.B. Scientific Bulletin-Series A: Applied Mathematics & Physics. 2019;81(2):257-264.
https://hdl.handle.net/21.15107/rcub_jakov_974 .

Stojanović, Vladica, Kevkić, Tijana, Ljajko, Eugen, Jelić, Gordana, "Noise-Indicator Arma Model with Application in Fitting Physically-Based Time Series" in U.P.B. Scientific Bulletin-Series A: Applied Mathematics & Physics, 81, no. 2 (2019):257-264,
https://hdl.handle.net/21.15107/rcub_jakov_974 .

TY  - JOUR
AU  - Kevkić, Tijana
AU  - Stojanović, Vladica
PY  - 2019
UR  - http://jakov.kpu.edu.rs/handle/123456789/869
AB  - In this paper, the homotopy perturbation method (HPM) is applied to the coupled set of Schrödinger-Poisson (SP) equations in inversion layer problem for obtaining the approximate analytical solution. Inversion layer of n-type is considered, and the electric quantum limit is assumed. By introducing some dimensionless quantities, the SP system has been turned into one which can be solved along the infinite interval. After some appropriate transformations, the infinite interval has been reduced to finite one (0,1)$(0,1)$, and recurrence series of the HPM approximate solutions of the coupled SP system have been obtained. The existence and convergence of obtained HPM approximate solutions have been formally proved. Moreover, these solutions show relative simple mathematical form, as well as high degree of accuracy what is desirable for semiconductor device modelling.
PB  - Tübingen : Verlag der Zeitschrift für Naturforschung
T2  - Zeitschrift fur Naturforschung - Section A Journal of Physical Sciences
T1  - Approximate Solution of Coupled Schrödinger and Poisson Equation in Inversion Layer Problem: An Approach Based on Homotopy Perturbations
VL  - 74
IS  - 6
SP  - 457
EP  - 467
DO  - 10.1515/zna-2018-0495
ER  - 

@article{
author = "Kevkić, Tijana and Stojanović, Vladica",
year = "2019",
abstract = "In this paper, the homotopy perturbation method (HPM) is applied to the coupled set of Schrödinger-Poisson (SP) equations in inversion layer problem for obtaining the approximate analytical solution. Inversion layer of n-type is considered, and the electric quantum limit is assumed. By introducing some dimensionless quantities, the SP system has been turned into one which can be solved along the infinite interval. After some appropriate transformations, the infinite interval has been reduced to finite one (0,1)$(0,1)$, and recurrence series of the HPM approximate solutions of the coupled SP system have been obtained. The existence and convergence of obtained HPM approximate solutions have been formally proved. Moreover, these solutions show relative simple mathematical form, as well as high degree of accuracy what is desirable for semiconductor device modelling.",
publisher = "Tübingen : Verlag der Zeitschrift für Naturforschung",
journal = "Zeitschrift fur Naturforschung - Section A Journal of Physical Sciences",
title = "Approximate Solution of Coupled Schrödinger and Poisson Equation in Inversion Layer Problem: An Approach Based on Homotopy Perturbations",
volume = "74",
number = "6",
pages = "457-467",
doi = "10.1515/zna-2018-0495"
}

Kevkić, T.,& Stojanović, V.. (2019). Approximate Solution of Coupled Schrödinger and Poisson Equation in Inversion Layer Problem: An Approach Based on Homotopy Perturbations. in Zeitschrift fur Naturforschung - Section A Journal of Physical Sciences
Tübingen : Verlag der Zeitschrift für Naturforschung., 74(6), 457-467.
https://doi.org/10.1515/zna-2018-0495

Kevkić T, Stojanović V. Approximate Solution of Coupled Schrödinger and Poisson Equation in Inversion Layer Problem: An Approach Based on Homotopy Perturbations. in Zeitschrift fur Naturforschung - Section A Journal of Physical Sciences. 2019;74(6):457-467.
doi:10.1515/zna-2018-0495 .

Kevkić, Tijana, Stojanović, Vladica, "Approximate Solution of Coupled Schrödinger and Poisson Equation in Inversion Layer Problem: An Approach Based on Homotopy Perturbations" in Zeitschrift fur Naturforschung - Section A Journal of Physical Sciences, 74, no. 6 (2019):457-467,
https://doi.org/10.1515/zna-2018-0495 . .

TY  - JOUR
AU  - Stojanović, Vladica
AU  - Ranđelović, Dragan
AU  - Kuk, Kristijan
PY  - 2018
UR  - http://jakov.kpu.edu.rs/handle/123456789/846
AB  - This paper presents a modification and, at the same time, a generalization of the linear first order nonnegative integer-valued autoregressive processes, well-known as INAR(1) processes. By using the so-called Noise-Indicator, a nonlinear model with the threshold regime and with more complex structure than the appropriate linear models was obtained. The new model, named NIINAR(1) process, has been investigated in terms of the most general, the power series distribution of its innovations. Basic stochastic properties of the NIINAR(1) model (e.g., correlation structure, over-dispersion conditions and distributional properties) are given. Also, besides of some standard parameters estimators, a novel estimation techniques, together with the asymptotic properties of the obtained estimates is described. At last, a Monte Carlo study of this process is also given, as well as its application in the analysis of dynamics of two empirical dataset.
PB  - Brazilian Statistical Association, Sao Paulo
T2  - Brazilian journal of probability and statistics
T1  - Noise-indicator nonnegative integer-valued autoregressive time series of the first order
VL  - 32
IS  - 1
SP  - 147
EP  - 171
DO  - 10.1214/16-BJPS335
ER  - 

@article{
author = "Stojanović, Vladica and Ranđelović, Dragan and Kuk, Kristijan",
year = "2018",
abstract = "This paper presents a modification and, at the same time, a generalization of the linear first order nonnegative integer-valued autoregressive processes, well-known as INAR(1) processes. By using the so-called Noise-Indicator, a nonlinear model with the threshold regime and with more complex structure than the appropriate linear models was obtained. The new model, named NIINAR(1) process, has been investigated in terms of the most general, the power series distribution of its innovations. Basic stochastic properties of the NIINAR(1) model (e.g., correlation structure, over-dispersion conditions and distributional properties) are given. Also, besides of some standard parameters estimators, a novel estimation techniques, together with the asymptotic properties of the obtained estimates is described. At last, a Monte Carlo study of this process is also given, as well as its application in the analysis of dynamics of two empirical dataset.",
publisher = "Brazilian Statistical Association, Sao Paulo",
journal = "Brazilian journal of probability and statistics",
title = "Noise-indicator nonnegative integer-valued autoregressive time series of the first order",
volume = "32",
number = "1",
pages = "147-171",
doi = "10.1214/16-BJPS335"
}

Stojanović, V., Ranđelović, D.,& Kuk, K.. (2018). Noise-indicator nonnegative integer-valued autoregressive time series of the first order. in Brazilian journal of probability and statistics
Brazilian Statistical Association, Sao Paulo., 32(1), 147-171.
https://doi.org/10.1214/16-BJPS335

Stojanović V, Ranđelović D, Kuk K. Noise-indicator nonnegative integer-valued autoregressive time series of the first order. in Brazilian journal of probability and statistics. 2018;32(1):147-171.
doi:10.1214/16-BJPS335 .

Stojanović, Vladica, Ranđelović, Dragan, Kuk, Kristijan, "Noise-indicator nonnegative integer-valued autoregressive time series of the first order" in Brazilian journal of probability and statistics, 32, no. 1 (2018):147-171,
https://doi.org/10.1214/16-BJPS335 . .

TY  - JOUR
AU  - Kevkić, Tijana
AU  - Stojanović, Vladica
AU  - Joksimović, Dušan
PY  - 2018
UR  - http://jakov.kpu.edu.rs/handle/123456789/843
AB  - The application of generalized logistic (GL) functions of the second type in fitting an important smoothing factor in a charge-based MOSFET model has been proposed. Beside the accurate results for the inversion charge density (ICD), this the GL-functional form of the smoothing factor enables also continuous and varied transitions of the ICD between weak and strong inversion region. Simulated values of the drain current, capacitance and transconductance match closely with numerical data for a wide range of substrate doping and oxide thickness.
PB  - Springer, New York
T2  - Journal of computational electronics
T1  - Application of the generalized logistic functions in modeling inversion charge density of MOSFET
VL  - 17
IS  - 2
SP  - 689
EP  - 697
DO  - 10.1007/s10825-018-1137-5
ER  - 

@article{
author = "Kevkić, Tijana and Stojanović, Vladica and Joksimović, Dušan",
year = "2018",
abstract = "The application of generalized logistic (GL) functions of the second type in fitting an important smoothing factor in a charge-based MOSFET model has been proposed. Beside the accurate results for the inversion charge density (ICD), this the GL-functional form of the smoothing factor enables also continuous and varied transitions of the ICD between weak and strong inversion region. Simulated values of the drain current, capacitance and transconductance match closely with numerical data for a wide range of substrate doping and oxide thickness.",
publisher = "Springer, New York",
journal = "Journal of computational electronics",
title = "Application of the generalized logistic functions in modeling inversion charge density of MOSFET",
volume = "17",
number = "2",
pages = "689-697",
doi = "10.1007/s10825-018-1137-5"
}

Kevkić, T., Stojanović, V.,& Joksimović, D.. (2018). Application of the generalized logistic functions in modeling inversion charge density of MOSFET. in Journal of computational electronics
Springer, New York., 17(2), 689-697.
https://doi.org/10.1007/s10825-018-1137-5

Kevkić T, Stojanović V, Joksimović D. Application of the generalized logistic functions in modeling inversion charge density of MOSFET. in Journal of computational electronics. 2018;17(2):689-697.
doi:10.1007/s10825-018-1137-5 .

Kevkić, Tijana, Stojanović, Vladica, Joksimović, Dušan, "Application of the generalized logistic functions in modeling inversion charge density of MOSFET" in Journal of computational electronics, 17, no. 2 (2018):689-697,
https://doi.org/10.1007/s10825-018-1137-5 . .

TY  - JOUR
AU  - Stojanović, Vladica
AU  - Kevkić, Tijana
AU  - Jelić, Gordana
AU  - Ranđelović, Dragan
PY  - 2018
UR  - http://jakov.kpu.edu.rs/handle/123456789/841
AB  - This paper describes the application of the homotopy perturbations method (HPM) in the computation of invariant measures (IMs) of the non-linear dynamical systems which are characterized by the complex, chaotic behavior. The convergence of the HPM is formally investigated and confirmed, and its efficiency is illustrated in several examples of widely used chaotic maps.
PB  - Univ Politehnica Bucharest, Sci Bull, Bucuresti
T2  - University politehnica of Bucharest scientific bulletin-series a-applied mathematics and physics
T1  - Determination of invariant measures: An approach based on homotopy perturbations
VL  - 80
IS  - 2
SP  - 119
EP  - 128
UR  - https://hdl.handle.net/21.15107/rcub_jakov_841
ER  - 

@article{
author = "Stojanović, Vladica and Kevkić, Tijana and Jelić, Gordana and Ranđelović, Dragan",
year = "2018",
abstract = "This paper describes the application of the homotopy perturbations method (HPM) in the computation of invariant measures (IMs) of the non-linear dynamical systems which are characterized by the complex, chaotic behavior. The convergence of the HPM is formally investigated and confirmed, and its efficiency is illustrated in several examples of widely used chaotic maps.",
publisher = "Univ Politehnica Bucharest, Sci Bull, Bucuresti",
journal = "University politehnica of Bucharest scientific bulletin-series a-applied mathematics and physics",
title = "Determination of invariant measures: An approach based on homotopy perturbations",
volume = "80",
number = "2",
pages = "119-128",
url = "https://hdl.handle.net/21.15107/rcub_jakov_841"
}

Stojanović, V., Kevkić, T., Jelić, G.,& Ranđelović, D.. (2018). Determination of invariant measures: An approach based on homotopy perturbations. in University politehnica of Bucharest scientific bulletin-series a-applied mathematics and physics
Univ Politehnica Bucharest, Sci Bull, Bucuresti., 80(2), 119-128.
https://hdl.handle.net/21.15107/rcub_jakov_841

Stojanović V, Kevkić T, Jelić G, Ranđelović D. Determination of invariant measures: An approach based on homotopy perturbations. in University politehnica of Bucharest scientific bulletin-series a-applied mathematics and physics. 2018;80(2):119-128.
https://hdl.handle.net/21.15107/rcub_jakov_841 .

Stojanović, Vladica, Kevkić, Tijana, Jelić, Gordana, Ranđelović, Dragan, "Determination of invariant measures: An approach based on homotopy perturbations" in University politehnica of Bucharest scientific bulletin-series a-applied mathematics and physics, 80, no. 2 (2018):119-128,
https://hdl.handle.net/21.15107/rcub_jakov_841 .

TY  - JOUR
AU  - Kevkić, Tijana
AU  - Stojanović, Vladica
AU  - Petrović, Vera
AU  - Ranđelović, Dragan
PY  - 2018
UR  - http://jakov.kpu.edu.rs/handle/123456789/832
AB  - In this paper, the expression for the charge density in inversion layer at the surface of semiconductor has been improved. The improvement is related to the replacement of an empirical smoothing factor by new one which has generalized logistic (GL) functional form. The introduction of the GL function of the second type in the original interpolating expression leads to continual and smooth transition of the inversion charge density (ICD) between different regions of metal-oxide-semiconductor (MOS) operation. Moreover, in this way any empirical determinations are avoided. The simulated values of the ICD match closely with the numerical results of implicit charge sheet model for a wide range of dopant concentration and oxide thickness. In addition, the proposed GL fitting procedure has been also extended in the case where quantum mechanical effects play important role in inversion mode of scaled MOS devices.
PB  - International Institute for the Science of Sintering, Beograd
T2  - Science of sintering
T1  - Inversion Charge Density of MOS transistor with Generalized Logistic Functions
VL  - 50
IS  - 2
SP  - 225
EP  - 235
DO  - 10.2298/SOS1802225K
ER  - 

@article{
author = "Kevkić, Tijana and Stojanović, Vladica and Petrović, Vera and Ranđelović, Dragan",
year = "2018",
abstract = "In this paper, the expression for the charge density in inversion layer at the surface of semiconductor has been improved. The improvement is related to the replacement of an empirical smoothing factor by new one which has generalized logistic (GL) functional form. The introduction of the GL function of the second type in the original interpolating expression leads to continual and smooth transition of the inversion charge density (ICD) between different regions of metal-oxide-semiconductor (MOS) operation. Moreover, in this way any empirical determinations are avoided. The simulated values of the ICD match closely with the numerical results of implicit charge sheet model for a wide range of dopant concentration and oxide thickness. In addition, the proposed GL fitting procedure has been also extended in the case where quantum mechanical effects play important role in inversion mode of scaled MOS devices.",
publisher = "International Institute for the Science of Sintering, Beograd",
journal = "Science of sintering",
title = "Inversion Charge Density of MOS transistor with Generalized Logistic Functions",
volume = "50",
number = "2",
pages = "225-235",
doi = "10.2298/SOS1802225K"
}

Kevkić, T., Stojanović, V., Petrović, V.,& Ranđelović, D.. (2018). Inversion Charge Density of MOS transistor with Generalized Logistic Functions. in Science of sintering
International Institute for the Science of Sintering, Beograd., 50(2), 225-235.
https://doi.org/10.2298/SOS1802225K

Kevkić T, Stojanović V, Petrović V, Ranđelović D. Inversion Charge Density of MOS transistor with Generalized Logistic Functions. in Science of sintering. 2018;50(2):225-235.
doi:10.2298/SOS1802225K .

Kevkić, Tijana, Stojanović, Vladica, Petrović, Vera, Ranđelović, Dragan, "Inversion Charge Density of MOS transistor with Generalized Logistic Functions" in Science of sintering, 50, no. 2 (2018):225-235,
https://doi.org/10.2298/SOS1802225K . .

TY  - JOUR
AU  - Stojanović, Vladica
AU  - Kevkić, Tijana
AU  - Jelić, Gordana
PY  - 2017
UR  - https://jakov.kpu.edu.rs/handle/123456789/1674
AB  - This paper describes application of the homotopy analysis (HA) technique in approximation of infinity convolutions of mixed stochastic distributions, which usually do not have a closed form. The main result is based on HA approximations of their characteristics functions, as the Fourier-Stieltjes transforms of the appropriate distributions.
PB  - Bucharest : University Politehnica
T2  - U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics
T1  - Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions
VL  - 79
IS  - 4
SP  - 103
EP  - 112
UR  - https://hdl.handle.net/21.15107/rcub_jakov_1674
ER  - 

@article{
author = "Stojanović, Vladica and Kevkić, Tijana and Jelić, Gordana",
year = "2017",
abstract = "This paper describes application of the homotopy analysis (HA) technique in approximation of infinity convolutions of mixed stochastic distributions, which usually do not have a closed form. The main result is based on HA approximations of their characteristics functions, as the Fourier-Stieltjes transforms of the appropriate distributions.",
publisher = "Bucharest : University Politehnica",
journal = "U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics",
title = "Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions",
volume = "79",
number = "4",
pages = "103-112",
url = "https://hdl.handle.net/21.15107/rcub_jakov_1674"
}

Stojanović, V., Kevkić, T.,& Jelić, G.. (2017). Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions. in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics
Bucharest : University Politehnica., 79(4), 103-112.
https://hdl.handle.net/21.15107/rcub_jakov_1674

Stojanović V, Kevkić T, Jelić G. Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions. in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics. 2017;79(4):103-112.
https://hdl.handle.net/21.15107/rcub_jakov_1674 .

Stojanović, Vladica, Kevkić, Tijana, Jelić, Gordana, "Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions" in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics, 79, no. 4 (2017):103-112,
https://hdl.handle.net/21.15107/rcub_jakov_1674 .

TY  - JOUR
AU  - Kevkić, Tijana
AU  - Stojanović, Vladica
AU  - Joksimović, Dušan
PY  - 2017
UR  - http://jakov.kpu.edu.rs/handle/123456789/790
AB  - An improved surface-potential-based metal-oxide-semiconductor field-effect transistor (MOSFET) model is presented. The improvement consists in introducing a new generalized logistic functional form for the smoothing factor that allows for a continuous transition of the surface potential from the depletion to strong inversion region. This functional form takes into account specific changes in the technological characteristics of MOSFET devices. The model combines the advantages of both regional and single-piece models and satisfies all requirements for compact models, i.e., continuity, accuracy, scalability, and simulation performance. Comparison with numerical data shows that the model provides an accurate description of the surface potential for a wide range of substrate doping and oxide thickness.
PB  - Springer, New York
T2  - Journal of computational electronics
T1  - Application of generalized logistic functions in surface-potential-based MOSFET modeling
VL  - 16
IS  - 1
SP  - 90
EP  - 97
DO  - 10.1007/s10825-016-0935-x
ER  - 

@article{
author = "Kevkić, Tijana and Stojanović, Vladica and Joksimović, Dušan",
year = "2017",
abstract = "An improved surface-potential-based metal-oxide-semiconductor field-effect transistor (MOSFET) model is presented. The improvement consists in introducing a new generalized logistic functional form for the smoothing factor that allows for a continuous transition of the surface potential from the depletion to strong inversion region. This functional form takes into account specific changes in the technological characteristics of MOSFET devices. The model combines the advantages of both regional and single-piece models and satisfies all requirements for compact models, i.e., continuity, accuracy, scalability, and simulation performance. Comparison with numerical data shows that the model provides an accurate description of the surface potential for a wide range of substrate doping and oxide thickness.",
publisher = "Springer, New York",
journal = "Journal of computational electronics",
title = "Application of generalized logistic functions in surface-potential-based MOSFET modeling",
volume = "16",
number = "1",
pages = "90-97",
doi = "10.1007/s10825-016-0935-x"
}

Kevkić, T., Stojanović, V.,& Joksimović, D.. (2017). Application of generalized logistic functions in surface-potential-based MOSFET modeling. in Journal of computational electronics
Springer, New York., 16(1), 90-97.
https://doi.org/10.1007/s10825-016-0935-x

Kevkić T, Stojanović V, Joksimović D. Application of generalized logistic functions in surface-potential-based MOSFET modeling. in Journal of computational electronics. 2017;16(1):90-97.
doi:10.1007/s10825-016-0935-x .

Kevkić, Tijana, Stojanović, Vladica, Joksimović, Dušan, "Application of generalized logistic functions in surface-potential-based MOSFET modeling" in Journal of computational electronics, 16, no. 1 (2017):90-97,
https://doi.org/10.1007/s10825-016-0935-x . .

TY  - JOUR
AU  - Kevkić, Tijana
AU  - Stojanović, Vladica
AU  - Ranđelović, Dragan
PY  - 2017
UR  - http://jakov.kpu.edu.rs/handle/123456789/748
AB  - In this manuscript, a novel approach for an approximate solving of coupled Schrodinger-Poisson (SP) equations in the accumulation layer of semiconductor is described. This approach, based on the homotopy perturbation method (HPM), gives an approximate analytic solution of SP system which at the same time has a relative simple mathematical form, as well as a high degree of accuracy. A good agreement between HPM solution and exact solution of SP system indicates on the utility and sufficiency of the HP method.
PB  - Editura Acad Romane, Bucuresti
T2  - Romanian journal of physics
T1  - Application of homotopy perturbation method in solving coupled schrödinger and poisson equation in accumulation layer
VL  - 62
IS  - 9-10
UR  - https://hdl.handle.net/21.15107/rcub_jakov_748
ER  - 

@article{
author = "Kevkić, Tijana and Stojanović, Vladica and Ranđelović, Dragan",
year = "2017",
abstract = "In this manuscript, a novel approach for an approximate solving of coupled Schrodinger-Poisson (SP) equations in the accumulation layer of semiconductor is described. This approach, based on the homotopy perturbation method (HPM), gives an approximate analytic solution of SP system which at the same time has a relative simple mathematical form, as well as a high degree of accuracy. A good agreement between HPM solution and exact solution of SP system indicates on the utility and sufficiency of the HP method.",
publisher = "Editura Acad Romane, Bucuresti",
journal = "Romanian journal of physics",
title = "Application of homotopy perturbation method in solving coupled schrödinger and poisson equation in accumulation layer",
volume = "62",
number = "9-10",
url = "https://hdl.handle.net/21.15107/rcub_jakov_748"
}

Kevkić, T., Stojanović, V.,& Ranđelović, D.. (2017). Application of homotopy perturbation method in solving coupled schrödinger and poisson equation in accumulation layer. in Romanian journal of physics
Editura Acad Romane, Bucuresti., 62(9-10).
https://hdl.handle.net/21.15107/rcub_jakov_748

Kevkić T, Stojanović V, Ranđelović D. Application of homotopy perturbation method in solving coupled schrödinger and poisson equation in accumulation layer. in Romanian journal of physics. 2017;62(9-10).
https://hdl.handle.net/21.15107/rcub_jakov_748 .

Kevkić, Tijana, Stojanović, Vladica, Ranđelović, Dragan, "Application of homotopy perturbation method in solving coupled schrödinger and poisson equation in accumulation layer" in Romanian journal of physics, 62, no. 9-10 (2017),
https://hdl.handle.net/21.15107/rcub_jakov_748 .

TY  - JOUR
AU  - Stojanović, Vladica
AU  - Milovanović, Gradimir V.
AU  - Jelić, Gordana
PY  - 2016
UR  - https://jakov.kpu.edu.rs/handle/123456789/1685
AB  - A general type of a Split-BREAK process with Gaussian innovations (henceforth, Gaussian Split-BREAK or GSB process) is considered. The basic stochastic properties of the model are studied and its characteristic function derived. A procedure to estimate the parameter of the GSB model based on the Empirical Characteristic Function (ECF) is proposed. Our simulations suggest that the proposed method performs well compared to a Method of Moment procedure used as benchmark. The empirical use of the GSB model is illustrated with an application to the time series of total values of shares traded at Belgrade Stock Exchange.
PB  - Beachwood : Institute of Mathematical Statistics
T2  - Alea : Latin American journal of probability and mathematical statistics
T1  - Distributional properties and parameters estimation of GSB Process: An approach based on characteristic functions
VL  - 13
IS  - 2
SP  - 853
EP  - 861
DO  - 10.30757/ALEA.v13-33
ER  - 

@article{
author = "Stojanović, Vladica and Milovanović, Gradimir V. and Jelić, Gordana",
year = "2016",
abstract = "A general type of a Split-BREAK process with Gaussian innovations (henceforth, Gaussian Split-BREAK or GSB process) is considered. The basic stochastic properties of the model are studied and its characteristic function derived. A procedure to estimate the parameter of the GSB model based on the Empirical Characteristic Function (ECF) is proposed. Our simulations suggest that the proposed method performs well compared to a Method of Moment procedure used as benchmark. The empirical use of the GSB model is illustrated with an application to the time series of total values of shares traded at Belgrade Stock Exchange.",
publisher = "Beachwood : Institute of Mathematical Statistics",
journal = "Alea : Latin American journal of probability and mathematical statistics",
title = "Distributional properties and parameters estimation of GSB Process: An approach based on characteristic functions",
volume = "13",
number = "2",
pages = "853-861",
doi = "10.30757/ALEA.v13-33"
}

Stojanović, V., Milovanović, G. V.,& Jelić, G.. (2016). Distributional properties and parameters estimation of GSB Process: An approach based on characteristic functions. in Alea : Latin American journal of probability and mathematical statistics
Beachwood : Institute of Mathematical Statistics., 13(2), 853-861.
https://doi.org/10.30757/ALEA.v13-33

Stojanović V, Milovanović GV, Jelić G. Distributional properties and parameters estimation of GSB Process: An approach based on characteristic functions. in Alea : Latin American journal of probability and mathematical statistics. 2016;13(2):853-861.
doi:10.30757/ALEA.v13-33 .

Stojanović, Vladica, Milovanović, Gradimir V., Jelić, Gordana, "Distributional properties and parameters estimation of GSB Process: An approach based on characteristic functions" in Alea : Latin American journal of probability and mathematical statistics, 13, no. 2 (2016):853-861,
https://doi.org/10.30757/ALEA.v13-33 . .

TY  - JOUR
AU  - Stojanović, Vladica S.
AU  - Popović, Biljana Č.
AU  - Milovanović, Gradimir V.
PY  - 2016
UR  - https://jakov.kpu.edu.rs/handle/123456789/1638
AB  - A modification of one of the most popular stochastic model in describing financial indexes dynamics is introduced. For describing a nonlinear behavior of volatility, a threshold noise indicator in the autoregressive time series of stochastic volatility is used. Toward this end, the model named the Split-SV model is introduced and its basic stochastic properties are investigated. Furthermore, the Empirical Characteristic Function (ECF) method is used for obtaining the parameter estimations of the model and a numerical simulation of the obtained estimates is given as well. Finally, the Split-SV model is applied for fitting the empirical data: the daily returns of the exchange rates of GBP and USD per euro.
PB  - Amsterdam : Elsevier
T2  - Computational Statistics and Data Analysis
T1  - The Split-SV model
VL  - 100
SP  - 560
EP  - 581
DO  - 10.1016/j.csda.2014.08.010
ER  - 

@article{
author = "Stojanović, Vladica S. and Popović, Biljana Č. and Milovanović, Gradimir V.",
year = "2016",
abstract = "A modification of one of the most popular stochastic model in describing financial indexes dynamics is introduced. For describing a nonlinear behavior of volatility, a threshold noise indicator in the autoregressive time series of stochastic volatility is used. Toward this end, the model named the Split-SV model is introduced and its basic stochastic properties are investigated. Furthermore, the Empirical Characteristic Function (ECF) method is used for obtaining the parameter estimations of the model and a numerical simulation of the obtained estimates is given as well. Finally, the Split-SV model is applied for fitting the empirical data: the daily returns of the exchange rates of GBP and USD per euro.",
publisher = "Amsterdam : Elsevier",
journal = "Computational Statistics and Data Analysis",
title = "The Split-SV model",
volume = "100",
pages = "560-581",
doi = "10.1016/j.csda.2014.08.010"
}

Stojanović, V. S., Popović, B. Č.,& Milovanović, G. V.. (2016). The Split-SV model. in Computational Statistics and Data Analysis
Amsterdam : Elsevier., 100, 560-581.
https://doi.org/10.1016/j.csda.2014.08.010

Stojanović VS, Popović BČ, Milovanović GV. The Split-SV model. in Computational Statistics and Data Analysis. 2016;100:560-581.
doi:10.1016/j.csda.2014.08.010 .

Stojanović, Vladica S., Popović, Biljana Č., Milovanović, Gradimir V., "The Split-SV model" in Computational Statistics and Data Analysis, 100 (2016):560-581,
https://doi.org/10.1016/j.csda.2014.08.010 . .

TY  - JOUR
AU  - Stojanović, Vladica
AU  - Popović, Biljana Č.
AU  - Popović, Predrag
PY  - 2015-06
UR  - https://jakov.kpu.edu.rs/handle/123456789/1643
AB  - This paper presents a modification (and partly a generalization) of STOPBREAK process, which is the stochastic model of time series with permanent, emphatic fluctuations. The threshold regime of the process is obtained by using, so called, Noise indicator. We proceed to investigate the model which we named the General Split-BREAK (GSB) process. After brief recalling of its basic stochastic properties, we give some procedures of its parameters estimation. A Monte Carlo study of this process is also give, along with the application in the analysis of stock prices dynamics of several Serbian companies which were traded on Belgrade Stock Exchange.
PB  - Portugal : Instituto Nacional de Estatística
T2  - REVSTAT – Statistical Journal
T1  - Model of General Split-BREAK Process
VL  - 13
IS  - 2
SP  - 145
EP  - 168
UR  - https://hdl.handle.net/21.15107/rcub_jakov_1643
ER  - 

@article{
author = "Stojanović, Vladica and Popović, Biljana Č. and Popović, Predrag",
year = "2015-06",
abstract = "This paper presents a modification (and partly a generalization) of STOPBREAK process, which is the stochastic model of time series with permanent, emphatic fluctuations. The threshold regime of the process is obtained by using, so called, Noise indicator. We proceed to investigate the model which we named the General Split-BREAK (GSB) process. After brief recalling of its basic stochastic properties, we give some procedures of its parameters estimation. A Monte Carlo study of this process is also give, along with the application in the analysis of stock prices dynamics of several Serbian companies which were traded on Belgrade Stock Exchange.",
publisher = "Portugal : Instituto Nacional de Estatística",
journal = "REVSTAT – Statistical Journal",
title = "Model of General Split-BREAK Process",
volume = "13",
number = "2",
pages = "145-168",
url = "https://hdl.handle.net/21.15107/rcub_jakov_1643"
}

Stojanović, V., Popović, B. Č.,& Popović, P.. (2015-06). Model of General Split-BREAK Process. in REVSTAT – Statistical Journal
Portugal : Instituto Nacional de Estatística., 13(2), 145-168.
https://hdl.handle.net/21.15107/rcub_jakov_1643

Stojanović V, Popović BČ, Popović P. Model of General Split-BREAK Process. in REVSTAT – Statistical Journal. 2015;13(2):145-168.
https://hdl.handle.net/21.15107/rcub_jakov_1643 .

Stojanović, Vladica, Popović, Biljana Č., Popović, Predrag, "Model of General Split-BREAK Process" in REVSTAT – Statistical Journal, 13, no. 2 (2015-06):145-168,
https://hdl.handle.net/21.15107/rcub_jakov_1643 .

TY  - JOUR
AU  - Stojanović, Vladica
AU  - Popović, Biljana
AU  - Popović, Predrag
PY  - 2014
UR  - https://jakov.kpu.edu.rs/handle/123456789/1686
AB  - We present a modification (and partly a generalization) of STOPBREAK process, which is the stochastic model of time series with permanent, emphatic fluctuations. The threshold regime of the process is obtained by using, so called, noise indicator. Now, the model, named the General Split- BREAK (GSB) process, is investigated in terms of its basic stochastic properties. We analyze some necessary and sufficient conditions of the existence of stationary GSB process, and we describe its correlation structure. Also, we define the sequence of the increments of the GSB process, named Split-MA process. Besides the standard investigation of stochastic properties of this process, we also give the conditions of its invertibility.
PB  - Belgrade : Mathematical Institute of the Serbian Academy of Sciences and Arts = Beograd : Matematički institut SANU
T2  - Publications de l'Institut Mathématique
T1  - Stochastic analysis of GSB process
VL  - 95
IS  - 109
SP  - 149
EP  - 159
DO  - 10.2298/PIM1409149S
ER  - 

@article{
author = "Stojanović, Vladica and Popović, Biljana and Popović, Predrag",
year = "2014",
abstract = "We present a modification (and partly a generalization) of STOPBREAK process, which is the stochastic model of time series with permanent, emphatic fluctuations. The threshold regime of the process is obtained by using, so called, noise indicator. Now, the model, named the General Split- BREAK (GSB) process, is investigated in terms of its basic stochastic properties. We analyze some necessary and sufficient conditions of the existence of stationary GSB process, and we describe its correlation structure. Also, we define the sequence of the increments of the GSB process, named Split-MA process. Besides the standard investigation of stochastic properties of this process, we also give the conditions of its invertibility.",
publisher = "Belgrade : Mathematical Institute of the Serbian Academy of Sciences and Arts = Beograd : Matematički institut SANU",
journal = "Publications de l'Institut Mathématique",
title = "Stochastic analysis of GSB process",
volume = "95",
number = "109",
pages = "149-159",
doi = "10.2298/PIM1409149S"
}

Stojanović, V., Popović, B.,& Popović, P.. (2014). Stochastic analysis of GSB process. in Publications de l'Institut Mathématique
Belgrade : Mathematical Institute of the Serbian Academy of Sciences and Arts = Beograd : Matematički institut SANU., 95(109), 149-159.
https://doi.org/10.2298/PIM1409149S

Stojanović V, Popović B, Popović P. Stochastic analysis of GSB process. in Publications de l'Institut Mathématique. 2014;95(109):149-159.
doi:10.2298/PIM1409149S .

Stojanović, Vladica, Popović, Biljana, Popović, Predrag, "Stochastic analysis of GSB process" in Publications de l'Institut Mathématique, 95, no. 109 (2014):149-159,
https://doi.org/10.2298/PIM1409149S . .