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Showing results 1 to 20 of 21 next >

Issue Date	Title	Author(s)
2019	A neural network-based method for solving a dynamic investment and consumption problem with transaction costs and stochastic volatility	Kittipong Noonoi
2022	A pair trading using reinforcement learning and wavelet decomposition	Panudate Nithinon
2019	A reinforcement learning model for lending problems with limited budget and insufficient data	Radaporn Autravisittikul
2017	A STUDY OF THE EFFECT OF DARK POOL USING MARKET SIMULATION	Wasin Surarak
2022	Application of fractional exponential feature to GARCH model variants for improvement in value-at-risk prediction	Chanet Saisatian
2021	Complex model versus complex data in an application of predicting mortgage loan	Yu Weng
2020	Determining the tracking error and value-at-risk of an active portfolio when combined with a passive portfolio with value-at-risk constraint	Nuttawoot Ladee
2020	Double bottom pattern recognition for trading strategy	Chusana Nuntanart
2014	Estimation and Analysis of Multivariate Jump Diffusion Models with Jump Clustering and Contagion Effects	Yotsanan Simakorn
2014	FIRST-PASSAGE TIME SECURITIES VALUATION UNDER JUMP-DIFFUSION MODEL USING PARTITIONING, EXPONENTIAL TWISTING, AND CONDITIONAL MONTE CARLO TECHNIQUE	Prachya Mongkolkul
2022	Forecasting stock volatility with neural network on time varying transition probability	Wasit Norakarntiansin
2016	OPTIMAL PRICES AND LOT SIZES FOR EUR/USD CURRENCY TRADING AFTER NEWS ANNOUNCEMENTS	Pavarich Suwanpetai
2020	Option pricing using local volatility function: how to specify its knots?	Wisuth Raweerojthanatt
2016	Pension strategy under volatility clustering	Teerut Tawichsri
2021	Portfolio construction under group risk parity strategy in the stock exchange of Thailand	Warintorn Sornpradit
2014	PRICING MULTINAME CREDIT DERIVATIVES BY MULTICORRELATED MARKET FACTOR MODEL	Supalak Phetcharat
2020	Reverse stress testing on non-elliptical jointly distributed multivariate data	Chevincee Werawanich
2020	The hybrid pareto distribution, implied risk-neutral density and option pricing	Purin Luanloy
2016	TRADING STRATEGY BASED ON INTRADAY ABNORMAL VOLUME IN THE STOCK EXCHANGE OF THAILAND	Nathawuth Dejbordin
2015	TWO-STAGE PREDICTIVE MODEL FOR THAI STOCK RETURN PREDICTION	Phattradanai Samurwong

Showing results 1 to 20 of 21 next >