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Browsing by Author Somsak Chanaim

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Issue DateTitleAuthor(s)
1-Jan-2017Coffee stochastic frontier model with maximum entropyChatchai Khiewngamdee; Songsak Sriboonchitta; Somsak Chanaim; Chongkolnee Rungruang
Apr-2023Comparison between capital market in Thailand and digital asset marketsSomsak Chanaim; Ahmad Yahya Dawod; Kanyawut Ariya
1-Jan-2016A convex combination method for linear regression with interval dataSomsak Chanaim; Songsak Sriboonchitta; Chongkolnee Rungruang
1-Jan-2018A convex combination method for quantile regression with interval dataSomsak Chanaim; Chatchai Khiewngamdee; Songsak Sriboonchitta; Chongkolnee Rungruang
1-Jan-2016A copula-based stochastic frontier model and efficiency analysis: Evidence from stock exchange of ThailandPhachongchit Tibprasorn; Somsak Chanaim; Songsak Sriboonchitta
1-Jan-2016Efficient frontier of global healthcare portfolios using high dimensions of copula modelsNantiworn Thianpaen; Somsak Chanaim; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Jan-2018Estimation of Volatility on the Small Sample with Generalized Maximum EntropyQuanrui Song; Songsak Sriboonchitta; Somsak Chanaim; Chongkolnee Rungruang
1-Jan-2015Evaluation of portfolio returns in fama-french model using quantile regression under asymmetric laplace distributionKittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta
1-Jan-2019Forecasting GDP in ASIAN countries using relevant vector machinesSomsak Chanaim; Wilawan Srichaikul; Chongkolnee Rungruang; Songsak Sriboonchitta
1-Jan-2022A Full Convex Combination Method for Linear Regression with Interval DataSomsak Chanaim; Wilawan Srichaikul
1-Jan-2022How to Find the Dependence Based on Measurements with Unknown Accuracy: Towards a Theoretical Justification for Midpoint and Convex-Combination Interval Techniques and Their GeneralizationsSomsak Chanaim; Vladik Kreinovich
1-Jan-2018Investigating relationship between gold price and crude oil price using interval data with copula based GARCHTeerawut Teetranont; Somsak Chanaim; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2022Model of COVID-19 Surveillance System for a Community-industry SettingLakkana Thaikruea; Lertrak Srikitjakarn; Nopasit Chakpitak; Sakorn Pornprasert; Rujira Ouncharoen; Woottichai Khamduang; Boontuan Kaewpinta; Sakulrat Pattamakaew; Ekkachai Laiya; Somsak Chanaim; Jiraporn Wongyai
1-Aug-2019On the new form of the option price of the Foreign Currency related to Black-Scholes formulaAmnuay Kananthai; Somsak Chanaim
1-Jun-2020On the parametric interest of the option price of stock from black-scholes equationAmnuay Kananthai; Somsak Chanaim; Chongkolnee Rungruang
1-Dec-2020On the white noise of the option on futureChongkolnee Rungruang; Somsak Chanaim; Amnuay Kananthai; Nathee Naktnasukanjn; Anukul Tamprasirt; Tirapot Chandarasupsang
1-Jan-2016Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based ApproachKittawit Autchariyapanitkul; Sutthiporn Piamsuwannakit; Somsak Chanaim; Songsak Sriboonchitta
1-Jan-2014Predicting stock returns in the capital asset pricing model using quantile regression and belief functionsKittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta; Thierry Denoeux
1-Jan-2019Prediction the direction of SET50 index using support vector machinesChongkolnee Rungruang; Wilawan Srichaikul; Somsak Chanaim; Songsak Sriboonchitta
1-Jan-2015Quantile regression under asymmetric laplace distribution in capital asset pricing modelKittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta
Showing results 1 to 20 of 25  next >