Bayesian Compressed Vector Autoregression for Financial Time-Series Analysis and Forecasting. - Paponpat Taveeapiradeecharoen; Kosin Chamnongthai; Nattapol Aunsri (IEEE Access, 2019)

A Time-Varying Bayesian Compressed Vector Autoregression for Macroeconomic Forecasting. - Nattapol Aunsri; Paponpat Taveeapiradeecharoen (IEEE Access, 2020)

A Bayesian Approach for Dynamic Variation of Specific Sectors in Stock Exchange: A Case Study of Stock Exchange Thailand (SET) Indexes. - Paponpat Taveeapiradeecharoen; Nattapol Aunsri (Wirel. Pers. Commun., 2020)

A Large Dimensional VAR Model with Time-Varying Parameters for Daily Forex Forecasting. - Paponpat Taveeapiradeecharoen; Nattapol Aunsri (Wirel. Pers. Commun., 2020)