Kittawit Autchariyapanitkul

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Capital Asset Pricing Model with Interval Data

Songsak Sriboonchitta, Sutthiporn Piamsuwannakit, Kittawit Autchariyapanitkul, 2015, IUKM.

Measures of Mutually Complete Dependence for Discrete Random Vectors

Tonghui Wang, Kittawit Autchariyapanitkul, Xiaonan Zhu, 2018, Predictive Econometrics and Big Data.

Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions

Thierry Denoeux, Songsak Sriboonchitta, Kittawit Autchariyapanitkul, 2014, Belief Functions.

Portfolio Optimization of Financial Returns Using Fuzzy Approach with NSGA-II Algorithm

Songsak Sriboonchitta, Kittawit Autchariyapanitkul, Jirakom Sirisrisakulchai, 2015, J. Adv. Comput. Intell. Intell. Informatics.

Why Geometric Progression in Selecting the LASSO Parameter: A Theoretical Explanation

Vladik Kreinovich, Kittawit Autchariyapanitkul, Yi Xie, 2020 .

Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based Approach

Songsak Sriboonchitta, Sutthiporn Piamsuwannakit, Kittawit Autchariyapanitkul, 2016, Causal Inference in Econometrics.

A Copula-Based Stochastic Frontier Model for Financial Pricing

Songsak Sriboonchitta, Kittawit Autchariyapanitkul, Somsak Chanaim, 2015, IUKM.

Robust Regression for Capital Asset Pricing Model Using Bayesian Approach

Songsak Sriboonchitta, Kittawit Autchariyapanitkul, K. Kunasri, 2016 .

A Flood Risk Assessment Based on Maximum Flow Capacity of Canal System

Songsak Sriboonchitta, Kittawit Autchariyapanitkul, Jirakom Sirisrisakulchai, 2016, IUKM.

Quantum Econometrics: How to Explain Its Quantitative Successes and How the Resulting Formulas Are Related to Scale Invariance, Entropy, and Fuzziness

Vladik Kreinovich, Olga Kosheleva, Songsak Sriboonchitta, 2018, IUKM.

Volatility Linkages Between Price Returns of Crude Oil and Crude Palm Oil in the ASEAN Region: A Copula Based GARCH Approach

Songsak Sriboonchitta, Kittawit Autchariyapanitkul, Teera Kiatmanaroch, 2015, IUKM.

The Impact of Extreme Events on Portfolio in Financial Risk Management

Songsak Sriboonchitta, Kittawit Autchariyapanitkul, K. Chuangchid, 2017, Robustness in Econometrics.

Optimal Outpatient Appointment System with Uncertain Parameters Using Adaptive-Penalty Genetic Algorithm

Songsak Sriboonchitta, Kittawit Autchariyapanitkul, Jirakom Sirisrisakulchai, 2015, J. Adv. Comput. Intell. Intell. Informatics.

Why Beta Priors: Invariance-Based Explanation

Vladik Kreinovich, Olga Kosheleva, Kittawit Autchariyapanitkul, 2020, Studies in Computational Intelligence.

Uncertain information fusion and knowledge integration: How to take reliability into account

Vladik Kreinovich, Hung T. Nguyen, Olga Kosheleva, 2017, 2017 Joint 17th World Congress of International Fuzzy Systems Association and 9th International Conference on Soft Computing and Intelligent Systems (IFSA-SCIS).

Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace Distribution

Songsak Sriboonchitta, Kittawit Autchariyapanitkul, Somsak Chanaim, 2015, Econometrics of Risk.

Stochastic Frontier Model in Financial Econometrics: A Copula-Based Approach

Songsak Sriboonchitta, Kittawit Autchariyapanitkul, Phachongchit Tibprasorn, 2017, Robustness in Econometrics.

Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model

Songsak Sriboonchitta, Kittawit Autchariyapanitkul, Somsak Chanaim, 2015, Econometrics of Risk.

Fuzzy techniques explain empirical power law governing wars and terrorist attacks

Vladik Kreinovich, Hung T. Nguyen, Kittawit Autchariyapanitkul, 2017, 2017 Joint 17th World Congress of International Fuzzy Systems Association and 9th International Conference on Soft Computing and Intelligent Systems (IFSA-SCIS).

Joint Plausibility Regions for Parameters of Skew Normal Family

Tonghui Wang, Kittawit Autchariyapanitkul, Xiaonan Zhu, 2018, Predictive Econometrics and Big Data.

Portfolio optimization of stock returns in high-dimensions: A copula-based approach

Songsak Sriboonchitta, Kittawit Autchariyapanitkul, Somsak Chanaim, 2014 .