Songsak Sriboonchitta
Orcid: 0000-0002-3511-5452Affiliations:
- Chiang Mai University, Thailand
According to our database1,
Songsak Sriboonchitta
authored at least 264 papers
between 2009 and 2023.
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Bibliography
2023
Dynamic Correlation between the Chinese and the US Financial Markets: From Global Financial Crisis to COVID-19 Pandemic.
Axioms, January, 2023
J. Ambient Intell. Humaniz. Comput., 2023
2022
Commun. Stat. Simul. Comput., 2022
Modelling Dependency Structures of Carbon Trading Markets between China and European Union: From Carbon Pilot to COVID-19 Pandemic.
Axioms, 2022
The Effect of Financial Market Factors on House Prices: An Expected Utility Three-Asset Approach.
Axioms, 2022
Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak - A Copula-GARCH with CES Approach.
Axioms, 2022
The Role of Risk Forecast and Risk Tolerance in Portfolio Management: A Case Study of the Chinese Financial Sector.
Axioms, 2022
2021
Soft Comput., 2021
Int. J. Approx. Reason., 2021
Ann. Oper. Res., 2021
2020
Integrating Community Context Information Into a Reliably Weighted Collaborative Filtering System Using Soft Ratings.
IEEE Trans. Syst. Man Cybern. Syst., 2020
MDS Symbol-Pair Cyclic Codes of Length 2p<sup>s</sup> over 𝔽<sub>p<sup>m</sup></sub>.
IEEE Trans. Inf. Theory, 2020
Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2020
Multifactor capital asset pricing model in emerging and advanced markets using two error components model.
Int. J. Appl. Decis. Sci., 2020
Discret. Math., 2020
Adv. Math. Commun., 2020
Exchange Rate Volatility Forecasting by Hybrid Neural Network Markov Switching Beta-t-EGARCH.
IEEE Access, 2020
Measurements of the Conditional Dependence Structure Among Carbon, Fossil Energy and Renewable Energy Prices: Vine Copula Based GJR-GARCH Model.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2020
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2020
Dependence of Financial Institutions in China: An Analysis Based on FDG Copula Model.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2020
2019
Proceedings of the Structural Changes and their Econometric Modeling, 2019
A Regime Switching Vector Error Correction Model of Analysis of Cointegration in Oil, Gold, Stock Markets.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
The Impacts of Macroeconomic Variables on Economic Growth: Evidence from China, Japan, and South Korea.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Why the Best Predictive Models Are Often Different from the Best Explanatory Models: A Theoretical Explanation.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Quantum Approach Explains the Need for Expert Knowledge: On the Example of Econometrics.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Investigating Structural Dependence in Natural Rubber Supplys Based on Entropy Analyses and Copulas.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Proceedings of the Structural Changes and their Econometric Modeling, 2019
A Regime Switching Time-Varying Copula Approach to Oil and Stock Markets Dependence: The Case of G7 Economies.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Measuring U.S. Business Cycle Using Markov-Switching Model: A Comparison Between Empirical Likelihood Estimation and Parametric Estimations.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Technical Efficiency Analysis of Top Agriculture Producing Countries in Asia: Zero Inefficiency Meta-Frontier Approach.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Technical Efficiency Analysis of Agricultural Production of BRIC Countries and the United States of America: A Copula-Based Meta-Frontier Approach.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Thailand's Household Income Inequality Revisited: Evidence from Decomposition Approaches.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Analysis of Small and Medium-Sized Enterprises' Insolvency Probability by Financial Statements Using Probit Kink Model: Manufacture Sector in Songkhla Province, Thailand.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Analytic on Long-Run Equilibrium Between Thailand's Economy and Business Tourism (MICE) Industry Using Bayesian Inference.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Technical Efficiency Analysis of Tourism and Logistics in ASEAN: Comparing Bootstrapping DEA and Stochastic Frontier Analysis Based Decision on Copula Approach.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Structural Breaks Dependence Analysis of Oil, Natural Gas, and Heating Oil: A Vine-Copula Approach.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Determinants of Foreign Direct Investment Inflow in ASEAN Countries: Panel Threshold Approach and Panel Smooth Transition Regression Approach.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Construction of cyclic DNA codes over the ring Z4[u]/〈u2-1〉 based on the deletion distance.
Theor. Comput. Sci., 2019
A Novel Hybrid Autoregressive Integrated Moving Average and Artificial Neural Network Model for Cassava Export Forecasting.
Int. J. Comput. Intell. Syst., 2019
A new evidential <i>K</i>-nearest neighbor rule based on contextual discounting with partially supervised learning.
Int. J. Approx. Reason., 2019
Finite Fields Their Appl., 2019
Discret. Math., 2019
Discret. Math., 2019
Discret. Math., 2019
Explicit representation for a class of Type 2 constacyclic codes over the ring F<sub>2<sup>2</sup></sub>[u]/〈u<sup>2λ</sup>〉 with even length.
CoRR, 2019
Factors Affecting Carbon Emissons in the G7 and BRICS Countries: Evidence from Quantile Regression.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019
An Econometric Study of Inbound Tourism Demand in Hong Kong, Macao and Taiwan: A Case Study of Mainland China.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019
Hedging Benefit of Safe-Haven Gold in Terms of Co-skewness and Covariance in Stock Market.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019
The Dependence Structure and Portfolio Optimization in Economic Cycles: An Application in ASEAN Stock Market.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019
The Impact of Economic Growth, Energy Consumption and Trade Openness on Carbon Emissions: An Empirical Analysis in China.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019
Proceedings of the 2nd International Conference on Big Data Technologies, 2019
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Modeling the Dependence Among Crude Oil, Stock and Exchange Rate: A Bayesian Smooth Transition Vector Autoregression.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
The Effect of Energy Consumption on Economic Growth in BRICS Countries: Evidence from Panel Quantile Bayesian Regression.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign Exchange Market.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019
2018
Proceedings of the Predictive Econometrics and Big Data, 2018
Macro-Econometric Forecasting for During Periods of Economic Cycle Using Bayesian Extreme Value Optimization Algorithm.
Proceedings of the Predictive Econometrics and Big Data, 2018
Proceedings of the Predictive Econometrics and Big Data, 2018
Proceedings of the Predictive Econometrics and Big Data, 2018
Investigating Relationship Between Gold Price and Crude Oil Price Using Interval Data with Copula Based GARCH.
Proceedings of the Predictive Econometrics and Big Data, 2018
The Analysis of the Effect of Monetary Policy on Consumption and Investment in Thailand.
Proceedings of the Predictive Econometrics and Big Data, 2018
A Bad Plan Is Better Than No Plan: A Theoretical Justification of an Empirical Observation.
Proceedings of the Predictive Econometrics and Big Data, 2018
The Understanding of Dependent Structure and Co-movement of World Stock Exchanges Under the Economic Cycle.
Proceedings of the Predictive Econometrics and Big Data, 2018
Proceedings of the Predictive Econometrics and Big Data, 2018
Proceedings of the Predictive Econometrics and Big Data, 2018
Emissions, Trade Openness, Urbanisation, and Income in Thailand: An Empirical Analysis.
Proceedings of the Predictive Econometrics and Big Data, 2018
Proceedings of the Predictive Econometrics and Big Data, 2018
Technical Efficiency Analysis of China's Agricultural Industry: A Stochastic Frontier Model with Panel Data.
Proceedings of the Predictive Econometrics and Big Data, 2018
A Portfolio Optimization Between US Dollar Index and Some Asian Currencies with a Copula-EGARCH Approach.
Proceedings of the Predictive Econometrics and Big Data, 2018
Proceedings of the Predictive Econometrics and Big Data, 2018
How Better Are Predictive Models: Analysis on the Practically Important Example of Robust Interval Uncertainty.
Proceedings of the Predictive Econometrics and Big Data, 2018
Does Forecasting Benefit from Mixed-Frequency Data Sampling Model: The Evidence from Forecasting GDP Growth Using Financial Factor in Thailand.
Proceedings of the Predictive Econometrics and Big Data, 2018
Analysis of Thailand's Foreign Direct Investment in CLMV Countries Using SUR Model with Missing Data.
Proceedings of the Predictive Econometrics and Big Data, 2018
Proceedings of the Predictive Econometrics and Big Data, 2018
Comparing Linear and Nonlinear Models in Forecasting Telephone Subscriptions Using Likelihood Based Belief Functions.
Proceedings of the Predictive Econometrics and Big Data, 2018
Thailand in the Era of Digital Economy: How Does Digital Technology Promote Economic Growth?
Proceedings of the Predictive Econometrics and Big Data, 2018
Proceedings of the Predictive Econometrics and Big Data, 2018
On the Symbol-Pair Distance of Repeated-Root Constacyclic Codes of Prime Power Lengths.
IEEE Trans. Inf. Theory, 2018
Evaluating and Comparing Soft Partitions: An Approach Based on Dempster-Shafer Theory.
IEEE Trans. Fuzzy Syst., 2018
On Constacyclic Codes Over ℤ<sub>4</sub>[v] / 〈v<sup>2</sup>-v〉 and Their Gray Images.
IEEE Commun. Lett., 2018
Hamming and Symbol-Pair Distances of Repeated-Root Constacyclic Codes of Prime Power Lengths Over 𝔽<sub>p<sup>m</sup></sub>+u𝔽<sub>p<sup>m</sup></sub>.
IEEE Commun. Lett., 2018
Training attractive attribute classifiers based on opinion features extracted from review data.
Electron. Commer. Res. Appl., 2018
Cyclic DNA codes over the ring 𝔽<sub>2</sub>+u𝔽<sub>2</sub>+v𝔽<sub>2</sub>+uv𝔽<sub>2</sub>+v<sup>2</sup>𝔽<sub>2</sub>+uv<sup>2</sup>𝔽<sub>2</sub>.
Des. Codes Cryptogr., 2018
A class of repeated-root constacyclic codes over 𝔽<sub>p<sup>m</sup></sub>[u]/〈u<sup>e</sup>〉 of Type 2.
CoRR, 2018
Constacyclic codes of length np<sup>s</sup> over 𝔽<sub>p<sup>m</sup></sub>+u𝔽<sub>p<sup>m</sup></sub>.
Adv. Math. Commun., 2018
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Efficiency Analysis of Natural Rubber Production in ASEAN: The Comparison of Panel DEA and Bootstrapping Panel DEA Analysis Based Decision on Copula Approach.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Impact of Trade Liberalization on Economic Growth in ASEAN: Copula-Based Seemingly Unrelated Regression Model.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Thai Export Efficiency in AFTA: Copula-Based Gravity Stochastic Frontier Model with Autocorrelated Inefficiency.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Quantum Econometrics: How to Explain Its Quantitative Successes and How the Resulting Formulas Are Related to Scale Invariance, Entropy, and Fuzziness.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018
Proceedings of the Econometrics for Financial Applications, 2018
Proceedings of the Econometrics for Financial Applications, 2018
Proceedings of the Econometrics for Financial Applications, 2018
Portfolio Selection with Stock, Gold and Bond in Thailand Under Vine Copulas Functions.
Proceedings of the Econometrics for Financial Applications, 2018
Proceedings of the Econometrics for Financial Applications, 2018
Mixed-Copulas Approach in Examining the Relationship Between Oil Prices and ASEAN's Stock Markets.
Proceedings of the Econometrics for Financial Applications, 2018
Efficient Parameter-Estimating Algorithms for Symmetry-Motivated Models: Econometrics and Beyond.
Proceedings of the Econometrics for Financial Applications, 2018
Proceedings of the Econometrics for Financial Applications, 2018
Proceedings of the Econometrics for Financial Applications, 2018
Proceedings of the Econometrics for Financial Applications, 2018
2017
Do We Have Robust GARCH Models Under Different Mean Equations: Evidence from Exchange Rates of Thailand?
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
Robustness as a Criterion for Selecting a Probability Distribution Under Uncertainty.
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
Foreign Direct Investment, Exports and Economic Growth in ASEAN Region: Empirical Analysis from Panel Data.
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
Testing the Validity of Economic Growth Theories Using Copula-Based Seemingly Unrelated Quantile Kink Regression.
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink Model.
Proceedings of the Robustness in Econometrics, 2017
Chinese Outbound Tourism Demand to Singapore, Malaysia and Thailand Destinations: A Study of Political Events and Holiday Impacts.
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
Forecasting GDP Growth in Thailand with Different Leading Indicators Using MIDAS Regression Models.
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
Proceedings of the Robustness in Econometrics, 2017
A linguistic representation based approach to modelling Kansei data and its application to consumer-oriented evaluation of traditional products.
Knowl. Based Syst., 2017
A double-copula stochastic frontier model with dependent error components and correction for sample selection.
Int. J. Approx. Reason., 2017
Finite Fields Their Appl., 2017
Finite Fields Their Appl., 2017
On structure and distances of some classes of repeated-root constacyclic codes over Galois rings.
Finite Fields Their Appl., 2017
Using community preference for overcoming sparsity and cold-start problems in collaborative filtering system offering soft ratings.
Electron. Commer. Res. Appl., 2017
On constacyclic codes of length 4p<sup>s</sup> over F<sub>p<sup>m</sup></sub>+uF<sub>p<sup>m</sup></sub>.
Discret. Math., 2017
A stochastic dominance based approach to consumer-oriented Kansei evaluation with multiple priorities.
Ann. Oper. Res., 2017
A proportional linguistic distribution based model for multiple attribute decision making under linguistic uncertainty.
Ann. Oper. Res., 2017
Nonparametric estimation of a scalar diffusion model from discrete time data: a survey.
Ann. Oper. Res., 2017
VaR and Tail Dependence Between the US and Asian Stock Exchange Indices - An EGARCH-Copula Approach.
Proceedings of the Fuzzy Systems and Data Mining III, 2017
2016
Proceedings of the Causal Inference in Econometrics, 2016
Macroeconomic Factors Affecting the Growth Rate of FDI of AEC Member Countries Using Panel Quantile Regression.
Proceedings of the Causal Inference in Econometrics, 2016
Analyzing MSCI Global Healthcare Return and Volatility with Structural Change Based on Residual CUSUM GARCH Approach.
Proceedings of the Causal Inference in Econometrics, 2016
Efficient Frontier of Global Healthcare Portfolios Using High Dimensions of Copula Models.
Proceedings of the Causal Inference in Econometrics, 2016
Proceedings of the Causal Inference in Econometrics, 2016
Proceedings of the Causal Inference in Econometrics, 2016
Proceedings of the Causal Inference in Econometrics, 2016
Analysis of Transmission and Co-Movement of Rice Export Prices Between Thailand and Vietnam.
Proceedings of the Causal Inference in Econometrics, 2016
Dependence Between Volatility of Stock Price Index Returns and Volatility of Exchange Rate Returns Under QE Programs: Case Studies of Thailand and Singapore.
Proceedings of the Causal Inference in Econometrics, 2016
Analyzing Financial Risk and Co-Movement of Gold Market, and Indonesian, Philippine, and Thailand Stock Markets: Dynamic Copula with Markov-Switching.
Proceedings of the Causal Inference in Econometrics, 2016
Dependence Structure of and Co-Movement Between Thai Currency and International Currencies After Introduction of Quantitative Easing.
Proceedings of the Causal Inference in Econometrics, 2016
Proceedings of the Causal Inference in Econometrics, 2016
Proceedings of the Causal Inference in Econometrics, 2016
ARIMA Versus Artificial Neural Network for Thailand's Cassava Starch Export Forecasting.
Proceedings of the Causal Inference in Econometrics, 2016
Nonlinear Estimations of Tourist Arrivals to Thailand: Forecasting Tourist Arrivals by Using SETAR Models and STAR Models.
Proceedings of the Causal Inference in Econometrics, 2016
Why Some Families of Probability Distributions Are Practically Efficient: A Symmetry-Based Explanation.
Proceedings of the Causal Inference in Econometrics, 2016
Proceedings of the Causal Inference in Econometrics, 2016
Proceedings of the Causal Inference in Econometrics, 2016
The Causal Relationship between Government Opinions and Chinese Stock Market in Social Media Era.
Proceedings of the Causal Inference in Econometrics, 2016
Copula Based Volatility Models and Extreme Value Theory for Portfolio Simulation with an Application to Asian Stock Markets.
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.
Proceedings of the Causal Inference in Econometrics, 2016
Need for Data Processing Naturally Leads to Fuzzy Logic (and Neural Networks): Fuzzy Beyond Experts and Beyond Probabilities.
Int. J. Intell. Syst., 2016
Prediction of future observations using belief functions: A likelihood-based approach.
Int. J. Approx. Reason., 2016
Discret. Math., 2016
Proceedings of the 2016 Joint 8th International Conference on Soft Computing and Intelligent Systems (SCIS) and 17th International Symposium on Advanced Intelligent Systems (ISIS), 2016
For Multi-interval-valued Fuzzy Sets, Centroid Defuzzification Is Equivalent to Defuzzifying Its Interval Hull: A Theorem.
Proceedings of the Advances in Computational Intelligence, 2016
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
A Copula-Based Stochastic Frontier Model and Efficiency Analysis: Evidence from Stock Exchange of Thailand.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Need for Most Accurate Discrete Approximations Explains Effectiveness of Statistical Methods Based on Heavy-Tailed Distributions.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Modelling Co-movement and Portfolio Optimization of Gold and Global Major Currencies.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Analysis of Agricultural Production in Asia and Measurement of Technical Efficiency Using Copula-Based Stochastic Frontier Quantile Model.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
A Copula-Based Markov Switching Seemingly Unrelated Regression Approach for Analysis the Demand and Supply on Sugar Market.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
The Best Copula Modeling of Dependence Structure Among Gold, Oil Prices, and U.S. Currency.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Thailand's Export and ASEAN Economic Integration: A Gravity Model with State Space Approach.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Modeling and Forecasting Interdependence of the ASEAN-5 Stock Markets and the US, Japan and China.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016
Proceedings of the Belief Functions: Theory and Applications, 2016
2015
Proceedings of the Fifty Years of Fuzzy Logic and its Applications, 2015
Copula Based Polychotomous Choice Selectivity Model: Application to Occupational Choice and Wage Determination of Older Workers.
Proceedings of the Econometrics of Risk, 2015
Forecasting Inbound Tourism Demand to China Using Time Series Models and Belief Functions.
Proceedings of the Econometrics of Risk, 2015
Proceedings of the Econometrics of Risk, 2015
Proceedings of the Econometrics of Risk, 2015
Proceedings of the Econometrics of Risk, 2015
Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel.
Proceedings of the Econometrics of Risk, 2015
The Classifier Chain Generalized Maximum Entropy Model for Multi-label Choice Problems.
Proceedings of the Econometrics of Risk, 2015
Proceedings of the Econometrics of Risk, 2015
Estimation and Prediction Using Belief Functions: Application to Stochastic Frontier Analysis.
Proceedings of the Econometrics of Risk, 2015
Optimal Portfolio Selection Using Maximum Entropy Estimation Accounting for the Firm Specific Characteristics.
Proceedings of the Econometrics of Risk, 2015
Risk, Return and International Portfolio Analysis: Entropy and Linear Belief Functions.
Proceedings of the Econometrics of Risk, 2015
Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace Distribution.
Proceedings of the Econometrics of Risk, 2015
Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model.
Proceedings of the Econometrics of Risk, 2015
Knowl. Based Syst., 2015
Portfolio Optimization of Financial Returns Using Fuzzy Approach with NSGA-II Algorithm.
J. Adv. Comput. Intell. Intell. Informatics, 2015
Optimal Outpatient Appointment System with Uncertain Parameters Using Adaptive-Penalty Genetic Algorithm.
J. Adv. Comput. Intell. Intell. Informatics, 2015
Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2015
Modeling dependence between error components of the stochastic frontier model using copula: Application to intercrop coffee production in Northern Thailand.
Int. J. Approx. Reason., 2015
Int. J. Approx. Reason., 2015
What is the Right Context for an Engineering Problem: Finding Such a Context is NP-Hard.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2015
Business Cycle of International Tourism Demand in Thailand: A Markov-Switching Bayesian Vector Error Correction Model.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
Spillovers of Quantitative Easing on Financial Markets of Thailand, Indonesia, and the Philippines.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
Co-Movement and Dependency Between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, Oil Price, and Gold Price.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
Impacts of Quantitative Easing Policy of United States of America on Thai Economy by MS-SFABVAR.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
Welfare Measurement on Thai Rice Market: A Markov Switching Bayesian Seemingly Unrelated Regression.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
Why ARMAX-GARCH Linear Models Successfully Describe Complex Nonlinear Phenomena: A Possible Explanation.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
On the Estimation of Western Countries' Tourism Demand for Thailand Taking into Account of Possible Structural Changes Leading to a Better Prediction.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
Volatility and Dependence for Systemic Risk Measurement of the International Financial System.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
Why Copulas Have Been Successful in Many Practical Applications: A Theoretical Explanation Based on Computational Efficiency.
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.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
The Economic Evaluation of Volatility Timing on Commodity Futures Using Periodic GARCH-Copula Model.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015
2014
Int. J. Approx. Reason., 2014
Analysis of Volatility of and Dependence between Exchange Rate and Inflation Rate in Lao People's Democratic Republic Using Copula-Based GARCH Approach.
Proceedings of the Modeling Dependence in Econometrics, 2014
Proceedings of the Modeling Dependence in Econometrics, 2014
Vine Copula-Cross Entropy Evaluation of Dependence Structure and Financial Risk in Agricultural Commodity Index Returns.
Proceedings of the Modeling Dependence in Econometrics, 2014
A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets.
Proceedings of the Modeling Dependence in Econometrics, 2014
Vine Copulas As a Way to Describe and Analyze Multi-Variate Dependence in Econometrics: Computational Motivation and Comparison with Bayesian Networks and Fuzzy Approaches.
Proceedings of the Modeling Dependence in Econometrics, 2014
Factors Affecting Hospital Stay Involving Drunk Driving and Non-Drunk Driving in Phuket, Thailand.
Proceedings of the Modeling Dependence in Econometrics, 2014
Modeling Dependence of Accident-Related Outcomes Using Pair Copula Constructions for Discrete Data.
Proceedings of the Modeling Dependence in Econometrics, 2014
Modeling Dependency in Tourist Arrivals to Thailand from China, Korea, and Japan Using Vine Copulas.
Proceedings of the Modeling Dependence in Econometrics, 2014
Analyzing Relationship between Tourist Arrivals from China and India to Thailand Using Copula Based GARCH and Seasonal Pattern.
Proceedings of the Modeling Dependence in Econometrics, 2014
Copula Based GARCH Dependence Model of Chinese and Korean Tourist Arrivals to Thailand: Implications for Risk Management.
Proceedings of the Modeling Dependence in Econometrics, 2014
Dependence Analysis of Exchange Rate and International Trade of Thailand: Application of Vine Copulas.
Proceedings of the Modeling Dependence in Econometrics, 2014
Extreme Value Copula Analysis of Dependences between Exchange Rates and Exports of Thailand.
Proceedings of the Modeling Dependence in Econometrics, 2014
Studying Volatility and Dependency of Chinese Outbound Tourism Demand in Singapore, Malaysia, and Thailand: A Vine Copula Approach.
Proceedings of the Modeling Dependence in Econometrics, 2014
Proceedings of the Modeling Dependence in Econometrics, 2014
Relationship between Exchange Rates, Palm Oil Prices, and Crude Oil Prices: A Vine Copula Based GARCH Approach.
Proceedings of the Modeling Dependence in Econometrics, 2014
Dependence Structure between Crude Oil, Soybeans, and Palm Oil in ASEAN Region: Energy and Food Security Context.
Proceedings of the Modeling Dependence in Econometrics, 2014
An Integration of Eco-Health One-Health Transdisciplinary Approach and Bayesian Belief Network.
Proceedings of the Modeling Dependence in Econometrics, 2014
Co-movement of Prices of Energy and Agricultural Commodities in Biofuel Era: A Period-GARCH Copula Approach.
Proceedings of the Modeling Dependence in Econometrics, 2014
How Macroeconomic Factors and International Prices Affect Agriculture Prices Volatility?-Evidence from GARCH-X Model.
Proceedings of the Modeling Dependence in Econometrics, 2014
A Study on Whether Economic Development and Urbanization of Areas Are Associated with Prevalence of Obesity in Chinese Adults: Findings from 2009 China Health and Nutrition Surveys.
Proceedings of the Modeling Dependence in Econometrics, 2014
An Analysis of Volatility and Dependence between Rubber Spot and Futures Prices Using Copula-Extreme Value Theory.
Proceedings of the Modeling Dependence in Econometrics, 2014
An Analysis of Interdependencies among Energy, Biofuel, and Agricultural Markets Using Vine Copula Model.
Proceedings of the Modeling Dependence in Econometrics, 2014
The Evidence-Theoretic k-NN Rule for Rank-Ordered Data: Application to Predict an Individual's Source of Loan.
Proceedings of the Belief Functions: Theory and Applications, 2014
Proceedings of the Belief Functions: Theory and Applications, 2014
Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions.
Proceedings of the Belief Functions: Theory and Applications, 2014
2013
Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulas.
Int. J. Approx. Reason., 2013
Factors affecting economic output in developed countries: A copula approach to sample selection with panel data.
Int. J. Approx. Reason., 2013
2010
Proceedings of the Integrated Uncertainty Management and Applications [revised papers from the International Symposium on Integrated Uncertainty Management and Applications, 2010
Proceedings of the Integrated Uncertainty Management and Applications [revised papers from the International Symposium on Integrated Uncertainty Management and Applications, 2010
2009
Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation.
Math. Comput. Simul., 2009