Browsing by Author Somsak Chanaim

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Showing results 14 to 25 of 25 < previous 
Issue DateTitleAuthor(s)
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
1-Jan-2018The Role of Agricultural Commodity Prices in a PortfolioChatchai Khiewngamdee; Quanrui Song; Somsak Chanaim
1-Aug-2019Smart farming in ThailandSupalin Tiammee; Jirapohn Wongyai; Piyachat Udomwong; Aniwat Phaphuangwittayakul; Lampang Saenchan; Somsak Chanaim
2011A Study on consistency of financial risk measures under risk neutral probabilities = การศึกษาความสอดคล้องของตัววัดค่าความเสี่ยงทางการเงินภายใต้ความน่าจะเป็นเชิงความเสี่ยงที่เป็นกลาง / Somsak ChanaimSomsak Chanaim
1-Jan-2018Thailand in the era of digital economy: How does digital technology promote economic growth?Noppasit Chakpitak; Paravee Maneejuk; Somsak Chanaim; Songsak Sriboonchitta
1-Feb-2022Twitter Sentiment Analysis and Expert Ratings of Initial Coin Offering Fundraising: Evidence from Australia and Singapore MarketsAnchaya Chursook; Ahmad Yahya Dawod; Somsak Chanaim; Nathee Naktnasukanjn; Nopasit Chakpitak