Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions. - Kittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta; Thierry Denoeux (Belief Functions, 2014)

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 (IUKM, 2015)

Capital Asset Pricing Model with Interval Data. - Sutthiporn Piamsuwannakit; Kittawit Autchariyapanitkul; Songsak Sriboonchitta; Rujira Ouncharoen (IUKM, 2015)

A Copula-Based Stochastic Frontier Model for Financial Pricing. - Phachongchit Tibprasorn; Kittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta (IUKM, 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)

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)

Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model. - Kittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta (Econometrics of Risk, 2015)

Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace Distribution. - Kittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta (Econometrics of Risk, 2015)

A Flood Risk Assessment Based on Maximum Flow Capacity of Canal System. - Jirakom Sirisrisakulchai; Napat Harnpornchai; Kittawit Autchariyapanitkul; Songsak Sriboonchitta (IUKM, 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 (Causal Inference in Econometrics, 2016)

Fuzzy techniques explain empirical power law governing wars and terrorist attacks. - Hung T. Nguyen 002; Kittawit Autchariyapanitkul; Vladik Kreinovich (IFSA-SCIS, 2017)

Uncertain information fusion and knowledge integration: How to take reliability into account. - Hung T. Nguyen 002; Kittawit Autchariyapanitkul; Olga Kosheleva; Vladik Kreinovich (IFSA-SCIS, 2017)

The Impact of Extreme Events on Portfolio in Financial Risk Management. - K. Chuangchid; Kittawit Autchariyapanitkul; Songsak Sriboonchitta (Robustness in Econometrics, 2017)

Stochastic Frontier Model in Financial Econometrics: A Copula-Based Approach. - Phachongchit Tibprasorn; Kittawit Autchariyapanitkul; Songsak Sriboonchitta (Robustness in Econometrics, 2017)

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 (IUKM, 2018)

Joint Plausibility Regions for Parameters of Skew Normal Family. - Ziwei Ma; Xiaonan Zhu; Tonghui Wang; Kittawit Autchariyapanitkul (Predictive Econometrics and Big Data, 2018)

Measures of Mutually Complete Dependence for Discrete Random Vectors. - Xiaonan Zhu; Tonghui Wang; S. T. Boris Choy; Kittawit Autchariyapanitkul (Predictive Econometrics and Big Data, 2018)

Investigating the Predictive Power of Google Trend and Real Price Indexes in Forecasting the Inflation Volatility. - Kittawit Autchariyapanitkul; Terdthiti Chitkasame; Namchok Chimprang; Chaiwat Klinlampu (IUKM, 2022)