Kittawit Autchariyapanitkul

According to our database, Kittawit Autchariyapanitkul authored at least 18 papers between 2014 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2022

Investigating the Predictive Power of Google Trend and Real Price Indexes in Forecasting the Inflation Volatility.

Kittawit Autchariyapanitkul, Terdthiti Chitkasame, Namchok Chimprang, Chaiwat Klinlampu

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2022

2018

Measures of Mutually Complete Dependence for Discrete Random Vectors.

Xiaonan Zhu, Tonghui Wang, S. T. Boris Choy, Kittawit Autchariyapanitkul

Proceedings of the Predictive Econometrics and Big Data, 2018

Joint Plausibility Regions for Parameters of Skew Normal Family.

Ziwei Ma, Xiaonan Zhu, Tonghui Wang, Kittawit Autchariyapanitkul

Proceedings of the Predictive Econometrics and Big Data, 2018

Quantum Econometrics: How to Explain Its Quantitative Successes and How the Resulting Formulas Are Related to Scale Invariance, Entropy, and Fuzziness.

Kittawit Autchariyapanitkul, Olga Kosheleva, Vladik Kreinovich, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018

2017

Stochastic Frontier Model in Financial Econometrics: A Copula-Based Approach.

Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta

Proceedings of the Robustness in Econometrics, 2017

The Impact of Extreme Events on Portfolio in Financial Risk Management.

K. Chuangchid, Kittawit Autchariyapanitkul, Songsak Sriboonchitta

Proceedings of the Robustness in Econometrics, 2017

Uncertain information fusion and knowledge integration: How to take reliability into account.

Hung T. Nguyen, Kittawit Autchariyapanitkul, Olga Kosheleva, Vladik Kreinovich

Proceedings of the Joint 17th World Congress of International Fuzzy Systems Association and 9th International Conference on Soft Computing and Intelligent Systems, 2017

Fuzzy techniques explain empirical power law governing wars and terrorist attacks.

Hung T. Nguyen, Kittawit Autchariyapanitkul, Vladik Kreinovich

Proceedings of the Joint 17th World Congress of International Fuzzy Systems Association and 9th International Conference on Soft Computing and Intelligent Systems, 2017

2016

Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based Approach.

Kittawit Autchariyapanitkul, Sutthiporn Piamsuwannakit, Somsak Chanaim, Songsak Sriboonchitta

Proceedings of the Causal Inference in Econometrics, 2016

A Flood Risk Assessment Based on Maximum Flow Capacity of Canal System.

Jirakom Sirisrisakulchai, Napat Harnpornchai, Kittawit Autchariyapanitkul, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016

2015

Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace Distribution.

Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta

Proceedings of the Econometrics of Risk, 2015

Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model.

Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta

Proceedings of the Econometrics of Risk, 2015

Portfolio Optimization of Financial Returns Using Fuzzy Approach with NSGA-II Algorithm.

Jirakom Sirisrisakulchai, Kittawit Autchariyapanitkul, Napat Harnpornchai, Songsak Sriboonchitta

J. Adv. Comput. Intell. Intell. Informatics, 2015

Optimal Outpatient Appointment System with Uncertain Parameters Using Adaptive-Penalty Genetic Algorithm.

Napat Harnpornchai, Kittawit Autchariyapanitkul, Jirakom Sirisrisakulchai, Songsak Sriboonchitta

J. Adv. Comput. Intell. Intell. Informatics, 2015

A Copula-Based Stochastic Frontier Model for Financial Pricing.

Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015

Capital Asset Pricing Model with Interval Data.

Sutthiporn Piamsuwannakit, Kittawit Autchariyapanitkul, Songsak Sriboonchitta, Rujira Ouncharoen

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015

Volatility Linkages Between Price Returns of Crude Oil and Crude Palm Oil in the ASEAN Region: A Copula Based GARCH Approach.

Teera Kiatmanaroch, Ornanong Puarattanaarunkorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015

2014

Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions.

Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta, Thierry Denoeux

Proceedings of the Belief Functions: Theory and Applications, 2014