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Issue Date
Title
Author(s)
25-Nov-2020
Modelling Dependence Structure of Exchange Rate and Energy Price by C-Vine Copula in China
Yangheling Li
;
Ruofan Liao
;
Songsak Sriboonchitta
21-Aug-2020
Forecasting the exchange rate for USD to RMB using RNN and SVM
Ruofan Liao
;
Petchaluck Boonyakunakorn
;
Napat Harnpornchai
;
Songsak Sriboonchitta
21-Aug-2020
Value at risk of the exchange rate in southeast ASEAN-3 based on bayesian Markov-switching GARCH approach
Mingyang Li
;
Ruofan Liao
;
Songsak Sriboonchitta
1-Sep-2020
Beyond deep learning: An econometric example
Ruofan Liao
;
Paravee Maneejuk
;
Songsak Sriboonchitta
1-Jan-2020
Exchange Rate Volatility Forecasting by Hybrid Neural Network Markov Switching Beta-t-EGARCH
Ruofan Liao
;
Woraphon Yamaka
;
Songsak Sriboonchitta
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Author
1
Mingyang Li
1
Napat Harnpornchai
1
Paravee Maneejuk
1
Petchaluck Boonyakunakorn
1
Woraphon Yamaka
1
Yangheling Li
Subject
3
Physics and Astronomy
2
Computer Science
2
Engineering
1
Materials Science