Portfolio optimization of stock returns in high-dimensions: A copula-based approach K Autchariyapanitkul, S Chanaim, S Sriboonchitta Thai Journal of Mathematics, 11-23, 2014 | 26 | 2014 |
Quantile regression under asymmetric Laplace distribution in capital asset pricing model K Autchariyapanitkul, S Chanaim, S Sriboonchitta Econometrics of risk, 219-231, 2015 | 12 | 2015 |
Capital asset pricing model with interval data S Piamsuwannakit, K Autchariyapanitkul, S Sriboonchitta, R Ouncharoen Integrated Uncertainty in Knowledge Modelling and Decision Making: 4th …, 2015 | 11 | 2015 |
Predicting stock returns in the capital asset pricing model using quantile regression and belief functions K Autchariyapanitkul, S Chanaim, S Sriboonchitta, T Denoeux Belief Functions: Theory and Applications: Third International Conference …, 2014 | 11 | 2014 |
Quantum econometrics: how to explain its quantitative successes and how the resulting formulas are related to scale invariance, entropy, and fuzziness K Autchariyapanitkul, O Kosheleva, V Kreinovich, S Sriboonchitta Integrated Uncertainty in Knowledge Modelling and Decision Making: 6th …, 2018 | 10 | 2018 |
A copula-based stochastic frontier model for financial pricing P Tibprasorn, K Autchariyapanitkul, S Chaniam, S Sriboonchitta Integrated Uncertainty in Knowledge Modelling and Decision Making: 4th …, 2015 | 9 | 2015 |
Capital asset pricing model through quantile regression: an entropy approach W Yamaka, K Autchariyapanitkul, P Meneejuk, S Sriboonchitta Thai Journal of Mathematics, 53-65, 2017 | 8 | 2017 |
Impact of climate change on oil palm production in southern Thailand J Chankong, K Sittisuntikul, N Sinnarong, K Autchariyapanitkul RMUTSV research journal 11 (1), 54-66, 2019 | 6 | 2019 |
Optimizing stock returns portfolio using the dependence structure between capital asset pricing models: a vine copula-based approach K Autchariyapanitkul, S Piamsuwannakit, S Chanaim, S Sriboonchitta Causal Inference in Econometrics, 319-331, 2016 | 6 | 2016 |
Why beta priors: invariance-based explanation O Kosheleva, V Kreinovich, K Autchariyapanitkul Behavioral predictive modeling in economics, 141-144, 2021 | 5 | 2021 |
Measures of mutually complete dependence for discrete random vectors X Zhu, T Wang, STB Choy, K Autchariyapanitkul Predictive Econometrics and Big Data TES2018, 303-317, 2018 | 5 | 2018 |
Factors influencing tourism demand to revisit Pha Ngan island using generalized maximum entropy A Ayusuk, K Autchariyapanitkul Thai Journal of Mathematics, 187-196, 2017 | 5 | 2017 |
Joint plausibility regions for parameters of skew normal family Z Ma, X Zhu, T Wang, K Autchariyapanitkul International Conference of the Thailand Econometrics Society, 233-245, 2017 | 5 | 2017 |
Portfolio optimization of financial returns using fuzzy approach with NSGA-II algorithm J Sirisrisakulchai, K Autchariyapanitkul, N Harnpornchai, S Sriboonchitta Journal of Advanced Computational Intelligence and Intelligent Informatics …, 2015 | 5 | 2015 |
Optimal outpatient appointment system with uncertain parameters using adaptive-penalty genetic algorithm N Harnpornchai, K Autchariyapanitkul, J Sirisrisakulchai, S Sriboonchitta Journal of Advanced Computational Intelligence and Intelligent Informatics …, 2015 | 5 | 2015 |
Volatility linkages between price returns of crude oil and crude palm oil in the ASEAN region: a copula based GARCH approach T Kiatmanaroch, O Puarattanaarunkorn, K Autchariyapanitkul, ... Integrated Uncertainty in Knowledge Modelling and Decision Making: 4th …, 2015 | 5 | 2015 |
Evaluation of portfolio returns in Fama-French model using quantile regression under asymmetric Laplace distribution K Autchariyapanitkul, S Chanaim, S Sriboonchitta Econometrics of Risk, 233-244, 2015 | 5 | 2015 |
Effects of PM2.5 and Meteorological Parameters on the Incidence Rates of Chronic Obstructive Pulmonary Disease (COPD) in the Upper Northern Region of Thailand W Singkam, N Sinnarong, K Autchariyapanitkul, K Sitthisuntikul, ... Aerosol Science and Engineering 6 (3), 223-230, 2022 | 4 | 2022 |
Technical efficiency in rice production at farm level in northern Thailand: A stochastic frontier with maximum entropy approach K Autchariyapanitkul, J Srisirisakulchai, K Kunasri, A Ayusuk Thai Journal of Mathematics, 121-132, 2017 | 3 | 2017 |
Stochastic frontier model in financial econometrics: A copula-based approach P Tibprasorn, K Autchariyapanitkul, S Sriboonchitta Robustness in Econometrics, 575-586, 2017 | 3 | 2017 |