Using the Newton-Raphson Method with Automatic Differentiation to Numerically Solve Implied Volatility of Stock Option through Binomial Model. - Wanchaloem Wunkaew; Yuqing Liu; Kirill V. Golubnichiy (CoRR, 2022)

Elevator Optimization: Application of Spatial Process and Gibbs Random Field Approaches for Dumbwaiter Modeling and Multi-Dumbwaiter Systems. - Zheng Cao; Benjamin Lu Davis; Wanchaloem Wunkaew; Xinyu Chang (CoRR, 2022)

The Hype Index: an NLP-driven Measure of Market News Attention. - Zheng Cao; Wanchaloem Wunkaew; Helyette Geman (CoRR, 2025)