Somsak Chanaim

According to our database, Somsak Chanaim authored at least 15 papers between 2014 and 2023.

Collaborative distances:

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

2023

Does Cryptocurrency Improve Forecasting Performance of Exchange Rate Returns?

Chatchai Khiewngamdee, Somsak Chanaim

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2023

2019

Smart Farming in Thailand.

Supalin Tiammee, Jirapohn Wongyai, Piyachat Udomwong, Aniwat Phaphuangwittayakul, Lampang Saenchan, Somsak Chanaim

Proceedings of the 13th International Conference on Software, 2019

2018

Investigating Relationship Between Gold Price and Crude Oil Price Using Interval Data with Copula Based GARCH.

Teerawut Teetranont, Somsak Chanaim, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Predictive Econometrics and Big Data, 2018

Thailand in the Era of Digital Economy: How Does Digital Technology Promote Economic Growth?

Noppasit Chakpitak, Paravee Maneejuk, Somsak Chanaim, Songsak Sriboonchitta

Proceedings of the Predictive Econometrics and Big Data, 2018

Estimation of Volatility on the Small Sample with Generalized Maximum Entropy.

Quanrui Song, Songsak Sriboonchitta, Somsak Chanaim, Chongkolnee Rungruang

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

The Role of Agricultural Commodity Prices in a Portfolio.

Chatchai Khiewngamdee, Quanrui Song, Somsak Chanaim

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

A Convex Combination Method for Quantile Regression with Interval Data.

Somsak Chanaim, Chatchai Khiewngamdee, Songsak Sriboonchitta, Chongkolnee Rungruang

Proceedings of the Econometrics for Financial Applications, 2018

2016

Efficient Frontier of Global Healthcare Portfolios Using High Dimensions of Copula Models.

Nantiworn Thianpaen, Somsak Chanaim, Jirakom Sirisrisakulchai, Songsak Sriboonchitta

Proceedings of the Causal Inference in Econometrics, 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 Copula-Based Stochastic Frontier Model and Efficiency Analysis: Evidence from Stock Exchange of Thailand.

Phachongchit Tibprasorn, Somsak Chanaim, Songsak Sriboonchitta

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

A Convex Combination Method for Linear Regression with Interval Data.

Somsak Chanaim, Songsak Sriboonchitta, Chongkolnee Rungruang

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

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

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