Pairote Sattayatham

发表

Value at risk estimation under stochastic volatility models using adaptive PMCMC methods

Xinxia Yang, Ratthachat Chatpatanasiri, Pairote Sattayatham, 2017, Commun. Stat. Simul. Comput..

STABILITY AND STABILIZATION OF NONLINEAR DYNAMICAL SYSTEMS

Pairote Sattayatham, R. Saelim, S. Sujitjorn, 2017 .

GARCH-type forecasting models for volatility of stock market and MCS test

Ratthachat Chatpatanasiri, Pairote Sattayatham, Lingling Luo, 2017, Commun. Stat. Simul. Comput..

Density-biased clustering based on reservoir sampling

Pairote Sattayatham, Nittaya Kerdprasop, Kittisak Kerdprasop, 2005, 16th International Workshop on Database and Expert Systems Applications (DEXA'05).

Lattice Tree versus Dynamic Programming in Real Option Analysis

Pairote Sattayatham, Hui Zhao, Bhusana Premanode, 2016 .

Weighted K-Means for Density-Biased Clustering

Pairote Sattayatham, Nittaya Kerdprasop, Kittisak Kerdprasop, 2005, DaWaK.

Stock Trading Using PE ratio: A Dynamic Bayesian Network Modeling on Behavioral Finance and Fundamental Investment pdf

Ratthachat Chatpatanasiri, Pairote Sattayatham, Haizhen Wang, 2017, ArXiv.

Relaxed Control for a Class of Strongly Nonlinear Impulsive Evolution Equations

Pairote Sattayatham, 2006, Comput. Math. Appl..

A Monte Carlo Method to Data Stream Analysis

Pairote Sattayatham, Nittaya Kerdprasop, Kittisak Kerdprasop, 2008 .

Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy

Pairote Sattayatham, Bhusana Premanode, N. Sopipan, 2012 .

GB-splines of arbitrary order 1

Pairote Sattayatham, Boris I. Ksasov, 1999 .

Stochastic Volatility Jump-Diffusion Model for Option Pricing

Pairote Sattayatham, Nonthiya Makate, 2011 .

Strongly nonlinear impulsive evolution equations and optimal control

Pairote Sattayatham, 2004 .