Songsak Sriboonchitta

269 papers Journal 66Unranked 101
YearRankTypeTitle / Venue / Authors
2023 J jnl
A method for k-means-like clustering of categorical data.
J. Ambient Intell. Humaniz. Comput.
Thu-Hien Thi Nguyen, Duy-Tai Dinh, Songsak Sriboonchitta, Van-Nam Huynh
2023 J jnl
Dynamic Correlation between the Chinese and the US Financial Markets: From Global Financial Crisis to COVID-19 Pandemic.
Axioms
Jianxu Liu, Yang Wan, Songze Qu, Ruihan Qing, Songsak Sriboonchitta
2022 J jnl
Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak - A Copula-GARCH with CES Approach.
Axioms
Ji Ma, Xiaoqing Li, Jianxu Liu, Jiande Cui, Mingzhi Zhang, Songsak Sriboonchitta
2022 J jnl
Entropy inference in smooth transition kink regression.
Commun. Stat. Simul. Comput.
Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2022 J jnl
Modelling Dependency Structures of Carbon Trading Markets between China and European Union: From Carbon Pilot to COVID-19 Pandemic.
Axioms
Mingzhi Zhang, Hongyu Liu, Jianxu Liu, Chao Chen, Zhaocheng Li, Bowen Wang, Songsak Sriboonchitta
2022 J jnl
The Effect of Financial Market Factors on House Prices: An Expected Utility Three-Asset Approach.
Axioms
Yehui Wang, Jianxu Liu, Zhaolin Qiu, Songsak Sriboonchitta
2022 J jnl
The Role of Risk Forecast and Risk Tolerance in Portfolio Management: A Case Study of the Chinese Financial Sector.
Axioms
Jianxu Liu, Yangnan Cheng, Xiaoqing Li, Songsak Sriboonchitta
2021 J jnl
A trivariate Gaussian copula stochastic frontier model with sample selection.
Int. J. Approx. Reason.
Jianxu Liu, Songsak Sriboonchitta, Aree Wiboonpongse, Thierry Denoeux
2021 J jnl
Clustering mixed numerical and categorical data with missing values.
Inf. Sci.
Duy-Tai Dinh, Van-Nam Huynh, Songsak Sriboonchitta
2021 J jnl
Does the Kuznets curve exist in Thailand? A two decades' perspective (1993-2015).
Ann. Oper. Res.
Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2021 J jnl
Linkage structure of China's housing market and its risk-defusing capability.
Soft Comput.
Yehui Wang, Jianxu Liu, Yuxuan Tang, Songsak Sriboonchitta
2020 — conf
Analysis of the Determinants of CO
IUKM
Heng Wang, Jianxu Liu, Songsak Sriboonchitta
2020 J jnl
Beyond Deep Learning: An Econometric Example.
Int. J. Uncertain. Fuzziness Knowl. Based Syst.
Ruofan Liao, Paravee Maneejuk, Songsak Sriboonchitta
2020 J jnl
Cyclic codes over the ring GR(pe, m)[u]∕〈uk〉.
Discret. Math.
Hai Q. Dinh, Abhay Kumar Singh, Pratyush Kumar, Songsak Sriboonchitta
2020 — conf
Dependence of Financial Institutions in China: An Analysis Based on FDG Copula Model.
IUKM
Yangnan Cheng, Jianxu Liu, Mengjiao Wang, Songsak Sriboonchitta
2020 J jnl
Exchange Rate Volatility Forecasting by Hybrid Neural Network Markov Switching Beta-t-EGARCH.
IEEE Access
Ruofan Liao, Woraphon Yamaka, Songsak Sriboonchitta
2020 J jnl
Forecasting Using Information and Entropy Based on Belief Functions.
Complex.
Woraphon Yamaka, Songsak Sriboonchitta
2020 J jnl
Integrating Community Context Information Into a Reliably Weighted Collaborative Filtering System Using Soft Ratings.
IEEE Trans. Syst. Man Cybern. Syst.
Van-Doan Nguyen, Van-Nam Huynh, Songsak Sriboonchitta
2020 J jnl
MDS Symbol-Pair Cyclic Codes of Length 2p
IEEE Trans. Inf. Theory
Hai Q. Dinh, Bac Trong Nguyen, Songsak Sriboonchitta
2020 — conf
Measurements of the Conditional Dependence Structure Among Carbon, Fossil Energy and Renewable Energy Prices: Vine Copula Based GJR-GARCH Model.
IUKM
Yefan Zhou, Jianxu Liu, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2020 J jnl
Multifactor capital asset pricing model in emerging and advanced markets using two error components model.
Int. J. Appl. Decis. Sci.
Radamanee Noppasit, Woraphon Yamaka, Paravee Maneejuk, Wachirawit Puttachai, Songsak Sriboonchitta
2020 J jnl
On the b-distance of repeated-root constacyclic codes of prime power lengths.
Discret. Math.
Hai Q. Dinh, Xiaoqiang Wang, Hongwei Liu, Songsak Sriboonchitta
2020 J jnl
Repeated-root constacyclic codes of length 3ℓ
Adv. Math. Commun.
Yan Liu, Minjia Shi, Hai Q. Dinh, Songsak Sriboonchitta
2019 J jnl
A Novel Hybrid Autoregressive Integrated Moving Average and Artificial Neural Network Model for Cassava Export Forecasting.
Int. J. Comput. Intell. Syst.
Warut Pannakkong, Van-Nam Huynh, Songsak Sriboonchitta
2019 — ch.
A Regime Switching Skew-Distribution Model of Contagion.
Structural Changes and their Econometric Modeling
Woraphon Yamaka, Payap Tarkhamtham, Paravee Maneejuk, Songsak Sriboonchitta
2019 — ch.
A Regime Switching Time-Varying Copula Approach to Oil and Stock Markets Dependence: The Case of G7 Economies.
Structural Changes and their Econometric Modeling
Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta
2019 — ch.
A Regime Switching Vector Error Correction Model of Analysis of Cointegration in Oil, Gold, Stock Markets.
Structural Changes and their Econometric Modeling
Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta
2019 J jnl
A class of repeated-root constacyclic codes over Fpm[u]/〈ue〉 of Type 2.
Finite Fields Their Appl.
Yuan Cao, Yonglin Cao, Hai Q. Dinh, Fang-Wei Fu, Jian Gao, Songsak Sriboonchitta
2019 J jnl
A new evidential
Int. J. Approx. Reason.
Thierry Denoeux, Orakanya Kanjanatarakul, Songsak Sriboonchitta
2019 — conf
An Econometric Study of Inbound Tourism Demand in Hong Kong, Macao and Taiwan: A Case Study of Mainland China.
IUKM
Bing Yang, Jianxu Liu, Songsak Sriboonchitta
2019 — conf
Analysis of Herding Behavior Using Bayesian Quantile Regression.
ECONVN
Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta
2019 — ch.
Analysis of Small and Medium-Sized Enterprises' Insolvency Probability by Financial Statements Using Probit Kink Model: Manufacture Sector in Songkhla Province, Thailand.
Structural Changes and their Econometric Modeling
Chalerm Jaitang, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta
2019 — conf
Analysis of the Global Economic Crisis Using the Cox Proportional Hazards Model.
ECONVN
Wachirawit Puttachai, Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta
2019 — ch.
Analytic on Long-Run Equilibrium Between Thailand's Economy and Business Tourism (MICE) Industry Using Bayesian Inference.
Structural Changes and their Econometric Modeling
Chanamart Intapan, Songsak Sriboonchitta, Chukiat Chaiboonsri, Pairach Piboonrungroj
2019 — conf
Bayesian Approach for Mixture Copula Model.
ECONVN
Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta
2019 J jnl
Construction of cyclic DNA codes over the ring Z4[u]/〈u2-1〉 based on the deletion distance.
Theor. Comput. Sci.
Hai Q. Dinh, Abhay Kumar Singh, Sukhamoy Pattanayak, Songsak Sriboonchitta
2019 — ch.
Determinants of Foreign Direct Investment Inflow in ASEAN Countries: Panel Threshold Approach and Panel Smooth Transition Regression Approach.
Structural Changes and their Econometric Modeling
Noppasit Chakpitak, Wilawan Srichaikul, Woraphon Yamaka, Songsak Sriboonchitta
2019 — conf
Effect of FDI on the Economy of Host Country: Case Study of ASEAN and Thailand.
ECONVN
Nartrudee Sapsaad, Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
2019 J jnl
Explicit representation for a class of Type 2 constacyclic codes over the ring F
CoRR
Yuan Cao, Yonglin Cao, Hai Q. Dinh, Songsak Sriboonchitta, Guidong Wang
2019 — conf
Factors Affecting Carbon Emissons in the G7 and BRICS Countries: Evidence from Quantile Regression.
IUKM
Yefan Zhou, Jirakom Sirisrisakulchai, Jianxu Liu, Songsak Sriboonchitta
2019 — ch.
Forecasting Exchange Rate with Linear and Non-linear Vector Autoregressive.
Structural Changes and their Econometric Modeling
Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta
2019 — conf
Hedging Benefit of Safe-Haven Gold in Terms of Co-skewness and Covariance in Stock Market.
IUKM
Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta
2019 — conf
Income Risk Across Industries in Thailand: A Pseudo-Panel Analysis.
ECONVN
Natthaphat Kingnetr, Supanika Leurcharusmee, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2019 — ch.
Investigating Structural Dependence in Natural Rubber Supplys Based on Entropy Analyses and Copulas.
Structural Changes and their Econometric Modeling
Kewalin Somboon, Chukiat Chaiboonsri, Satawat Wannapan, Songsak Sriboonchitta
2019 — conf
Markov Switching Beta-skewed-t EGARCH.
IUKM
Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta
2019 — conf
Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign Exchange Market.
ECONVN
Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta
2019 — ch.
Markov Switching Quantile Model Unknown tau Energy Stocks Price Index Thailand.
Structural Changes and their Econometric Modeling
Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta
2019 — ch.
Measuring U.S. Business Cycle Using Markov-Switching Model: A Comparison Between Empirical Likelihood Estimation and Parametric Estimations.
Structural Changes and their Econometric Modeling
Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2019 — conf
Modeling the Dependence Among Crude Oil, Stock and Exchange Rate: A Bayesian Smooth Transition Vector Autoregression.
ECONVN
Payap Tarkhamtham, Woraphon Yamaka, Songsak Sriboonchitta
2019 — ch.
On Quantum Probability Calculus for Modeling Economic Decisions.
Structural Changes and their Econometric Modeling
Hung T. Nguyen, Songsak Sriboonchitta, Nguyen Ngoc Thach
2019 J jnl
On the Hamming distances of repeated-root constacyclic codes of length 4ps.
Discret. Math.
Hai Q. Dinh, Xiaoqiang Wang, Hongwei Liu, Songsak Sriboonchitta
2019 J jnl
On the symbol-pair distances of repeated-root constacyclic codes of length 2ps.
Discret. Math.
Hai Q. Dinh, Xiaoqiang Wang, Hongwei Liu, Songsak Sriboonchitta
2019 — ch.
Quantum Approach Explains the Need for Expert Knowledge: On the Example of Econometrics.
Structural Changes and their Econometric Modeling
Songsak Sriboonchitta, Hung T. Nguyen, Olga Kosheleva, Vladik Kreinovich, Thach Ngoc Nguyen
2019 — ch.
Structural Breaks Dependence Analysis of Oil, Natural Gas, and Heating Oil: A Vine-Copula Approach.
Structural Changes and their Econometric Modeling
Nopasit Chakpitak, Payap Tarkhamtham, Woraphon Yamaka, Songsak Sriboonchitta
2019 — book
Structural Changes and their Econometric Modeling
Vladik Kreinovich, Songsak Sriboonchitta
2019 — ch.
Technical Efficiency Analysis of Agricultural Production of BRIC Countries and the United States of America: A Copula-Based Meta-Frontier Approach.
Structural Changes and their Econometric Modeling
Jianxu Liu, Yangnan Cheng, Sanzidur Rahman, Songsak Sriboonchitta
2019 — ch.
Technical Efficiency Analysis of Top Agriculture Producing Countries in Asia: Zero Inefficiency Meta-Frontier Approach.
Structural Changes and their Econometric Modeling
Jianxu Liu, Hui Li, Songsak Sriboonchitta, Sanzidur Rahman
2019 — ch.
Technical Efficiency Analysis of Tourism and Logistics in ASEAN: Comparing Bootstrapping DEA and Stochastic Frontier Analysis Based Decision on Copula Approach.
Structural Changes and their Econometric Modeling
Chanamart Intapan, Songsak Sriboonchitta, Chukiat Chaiboonsri, Pairach Piboonrungroj
2019 — ch.
Thailand's Household Income Inequality Revisited: Evidence from Decomposition Approaches.
Structural Changes and their Econometric Modeling
Natthaphat Kingnetr, Supanika Leurcharusmee, Songsak Sriboonchitta
2019 — conf
The Dependence Structure and Portfolio Optimization in Economic Cycles: An Application in ASEAN Stock Market.
IUKM
Jittima Singvejsakul, Chukiat Chaiboonsri, Songsak Sriboonchitta
2019 — conf
The Effect of Energy Consumption on Economic Growth in BRICS Countries: Evidence from Panel Quantile Bayesian Regression.
ECONVN
Wilawan Srichaikul, Woraphon Yamaka, Songsak Sriboonchitta
2019 — conf
The Impact of Economic Growth, Energy Consumption and Trade Openness on Carbon Emissions: An Empirical Analysis in China.
IUKM
Jianxu Liu, Zihe Li, Changrui Dong, Songsak Sriboonchitta
2019 — ch.
The Impacts of Macroeconomic Variables on Economic Growth: Evidence from China, Japan, and South Korea.
Structural Changes and their Econometric Modeling
Wilawan Srichaikul, Woraphon Yamaka, Songsak Sriboonchitta
2019 — conf
Time-Varying Spillover Effect Among Oil Price and Macroeconomic Variables.
ECONVN
Worrawat Saijai, Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta
2019 J jnl
Type 2 constacyclic codes over F2m[u]∕〈u3〉 of oddly even length.
Discret. Math.
Yuan Cao, Yonglin Cao, Hai Q. Dinh, Fang-Wei Fu, Yun Gao, Songsak Sriboonchitta
2019 — conf
VaR of SSE returns Based on Bayesian Markov-Switching GARCH Approach.
ICBDT
Ruofan Liao, Petchaluck Boonyakunakorn, Songsak Sriboonchitta
2019 — ch.
Value at Risk of SET Returns Based on Bayesian Markov-Switching GARCH Approach.
Structural Changes and their Econometric Modeling
Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta
2019 — conf
Value at Risk of the Stock Market in ASEAN-5.
ECONVN
Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta
2019 — conf
Why Threshold Models: A Theoretical Explanation.
ECONVN
Thongchai Dumrongpokaphan, Vladik Kreinovich, Songsak Sriboonchitta
2019 J jnl
Why Use a Fuzzy Partition in F-Transform?
Axioms
Vladik Kreinovich, Olga Kosheleva, Songsak Sriboonchitta
2019 — ch.
Why the Best Predictive Models Are Often Different from the Best Explanatory Models: A Theoretical Explanation.
Structural Changes and their Econometric Modeling
Songsak Sriboonchitta, Luc Longpré, Vladik Kreinovich, Thongchai Dumrongpokaphan
2018 — ch.
A Bad Plan Is Better Than No Plan: A Theoretical Justification of an Empirical Observation.
Predictive Econometrics and Big Data
Songsak Sriboonchitta, Vladik Kreinovich
2018 — conf
A Convex Combination Method for Quantile Regression with Interval Data.
ECONVN
Somsak Chanaim, Chatchai Khiewngamdee, Songsak Sriboonchitta, Chongkolnee Rungruang
2018 — conf
A Markov-Switching Model with Mixture Distribution Regimes.
IUKM
Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2018 — ch.
A Portfolio Optimization Between US Dollar Index and Some Asian Currencies with a Copula-EGARCH Approach.
Predictive Econometrics and Big Data
Ji Ma, Jianxu Liu, Songsak Sriboonchitta
2018 J jnl
A class of repeated-root constacyclic codes over 𝔽
CoRR
Yuan Cao, Yonglin Cao, Hai Q. Dinh, Fang-Wei Fu, Jian Gao, Songsak Sriboonchitta
2018 — conf
Adjusting Beliefs via Transformed Fuzzy Prices.
ECONVN
Tanarat Rattanadamrongaksorn, Duangthip Sirikanchanarak, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2018 — ch.
Analysis of Thailand's Foreign Direct Investment in CLMV Countries Using SUR Model with Missing Data.
Predictive Econometrics and Big Data
Chalerm Jaitang, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta
2018 — ch.
Asymmetric Effect with Quantile Regression for Interval-Valued Variables.
Predictive Econometrics and Big Data
Teerawut Teetranont, Woraphon Yamaka, Songsak Sriboonchitta
2018 — ch.
Bayesian Empirical Likelihood Estimation for Kink Regression with Unknown Threshold.
Predictive Econometrics and Big Data
Woraphon Yamaka, Pathairat Pastpipatkul, Songsak Sriboonchitta
2018 — ch.
Comparing Linear and Nonlinear Models in Forecasting Telephone Subscriptions Using Likelihood Based Belief Functions.
Predictive Econometrics and Big Data
Noppasit Chakpitak, Woraphon Yamaka, Songsak Sriboonchitta
2018 J jnl
Constacyclic codes of length np
Adv. Math. Commun.
Yonglin Cao, Yuan Cao, Hai Q. Dinh, Fang-Wei Fu, Jian Gao, Songsak Sriboonchitta
2018 J jnl
Cyclic DNA codes over the ring 𝔽
Des. Codes Cryptogr.
Hai Q. Dinh, Abhay Kumar Singh, Sukhamoy Pattanayak, Songsak Sriboonchitta
2018 — ch.
Does Forecasting Benefit from Mixed-Frequency Data Sampling Model: The Evidence from Forecasting GDP Growth Using Financial Factor in Thailand.
Predictive Econometrics and Big Data
Natthaphat Kingnetr, Tanaporn Tungtrakul, Songsak Sriboonchitta
2018 — conf
Efficiency Analysis of Natural Rubber Production in ASEAN: The Comparison of Panel DEA and Bootstrapping Panel DEA Analysis Based Decision on Copula Approach.
IUKM
Kewalin Somboon, Chukiat Chaiboonsri, Songsak Sriboonchitta
2018 — conf
Efficient Parameter-Estimating Algorithms for Symmetry-Motivated Models: Econometrics and Beyond.
ECONVN
Vladik Kreinovich, Anh Hoang Ly, Olga Kosheleva, Songsak Sriboonchitta
2018 — ch.
Emissions, Trade Openness, Urbanisation, and Income in Thailand: An Empirical Analysis.
Predictive Econometrics and Big Data
Rossarin Osathanunkul, Natthaphat Kingnetr, Songsak Sriboonchitta
2018 — conf
Estimating and Predicting Financial Series by Entropy-Based Inferential Model.
IUKM
Tanarat Rattanadamrongaksorn, Duangthip Sirikanchanarak, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2018 — conf
Estimation of Volatility on the Small Sample with Generalized Maximum Entropy.
IUKM
Quanrui Song, Songsak Sriboonchitta, Somsak Chanaim, Chongkolnee Rungruang
2018 J jnl
Evaluating and Comparing Soft Partitions: An Approach Based on Dempster-Shafer Theory.
IEEE Trans. Fuzzy Syst.
Thierry Denoeux, Shoumei Li, Songsak Sriboonchitta
2018 — conf
Expectile Kink Regression: An Application to Service Sector Output.
ECONVN
Varith Pipitpojanakarn, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2018 — conf
Forecasting Credit-to-GDP.
ECONVN
Kobpongkit Navapan, Jianxu Liu, Songsak Sriboonchitta
2018 — ch.
Forecasting Thailand's Exports to ASEAN with Non-linear Models.
Predictive Econometrics and Big Data
Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta
2018 — ch.
Forecasting the Growth of Total Debt Service Ratio with ARIMA and State Space Model.
Predictive Econometrics and Big Data
Kobpongkit Navapan, Petchaluck Boonyakunakorn, Songsak Sriboonchitta
2018 — ch.
Generalize Weighted in Interval Data for Fitting a Vector Autoregressive Model.
Predictive Econometrics and Big Data
Teerawut Teetranont, Woraphon Yamaka, Songsak Sriboonchitta
2018 J jnl
Hamming and Symbol-Pair Distances of Repeated-Root Constacyclic Codes of Prime Power Lengths Over 𝔽
IEEE Commun. Lett.
Hai Q. Dinh, Bac Trong Nguyen, Abhay Kumar Singh, Songsak Sriboonchitta
2018 — ch.
How Better Are Predictive Models: Analysis on the Practically Important Example of Robust Interval Uncertainty.
Predictive Econometrics and Big Data
Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta, Olga Kosheleva
2018 — conf
Impact of Trade Liberalization on Economic Growth in ASEAN: Copula-Based Seemingly Unrelated Regression Model.
IUKM
Arisara Romyen, Jianxu Liu, Songsak Sriboonchitta
2018 — ch.
Investigating Relationship Between Gold Price and Crude Oil Price Using Interval Data with Copula Based GARCH.
Predictive Econometrics and Big Data
Teerawut Teetranont, Somsak Chanaim, Woraphon Yamaka, Songsak Sriboonchitta
2018 — ch.
Macro-Econometric Forecasting for During Periods of Economic Cycle Using Bayesian Extreme Value Optimization Algorithm.
Predictive Econometrics and Big Data
Satawat Wannapan, Chukiat Chaiboonsri, Songsak Sriboonchitta
2018 — conf
Macroeconomic News Announcement and Thailand Stock Market.
IUKM
Saowaluk Duangin, Woraphon Yamaka, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2018 — conf
Mixed-Copulas Approach in Examining the Relationship Between Oil Prices and ASEAN's Stock Markets.
ECONVN
Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2018 J jnl
Negacyclic codes of length 4ps over Fpm+uFpm and their duals.
Discret. Math.
Hai Q. Dinh, Abhay Kumar Singh, Songsak Sriboonchitta
2018 J jnl
On Constacyclic Codes Over ℤ
IEEE Commun. Lett.
Hai Q. Dinh, Abhay Kumar Singh, Narendra Kumar, Songsak Sriboonchitta
2018 J jnl
On self-dual constacyclic codes of length over.
Discret. Math.
Hai Q. Dinh, Yun Fan, Hualu Liu, Xiusheng Liu, Songsak Sriboonchitta
2018 J jnl
On the Symbol-Pair Distance of Repeated-Root Constacyclic Codes of Prime Power Lengths.
IEEE Trans. Inf. Theory
Hai Q. Dinh, Bac Trong Nguyen, Abhay Kumar Singh, Songsak Sriboonchitta
2018 J jnl
On the structure of cyclic codes over the ring Z2s[u]∕〈uk〉.
Discret. Math.
Hai Q. Dinh, Abhay Kumar Singh, Pratyush Kumar, Songsak Sriboonchitta
2018 — conf
Portfolio Selection with Stock, Gold and Bond in Thailand Under Vine Copulas Functions.
ECONVN
Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
2018 — book
Predictive Econometrics and Big Data
Vladik Kreinovich, Songsak Sriboonchitta, Nopasit Chakpitak
2018 — ch.
Quantitative Justification for the Gravity Model in Economics.
Predictive Econometrics and Big Data
Vladik Kreinovich, Songsak Sriboonchitta
2018 — conf
Quantum Econometrics: How to Explain Its Quantitative Successes and How the Resulting Formulas Are Related to Scale Invariance, Entropy, and Fuzziness.
IUKM
Kittawit Autchariyapanitkul, Olga Kosheleva, Vladik Kreinovich, Songsak Sriboonchitta
2018 — conf
Quantum Ideas in Economics Beyond Quantum Econometrics.
ECONVN
Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta
2018 — ch.
Technical Efficiency Analysis of China's Agricultural Industry: A Stochastic Frontier Model with Panel Data.
Predictive Econometrics and Big Data
Ji Ma, Jianxu Liu, Songsak Sriboonchitta
2018 — conf
Thai Export Efficiency in AFTA: Copula-Based Gravity Stochastic Frontier Model with Autocorrelated Inefficiency.
IUKM
Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta
2018 — ch.
Thailand in the Era of Digital Economy: How Does Digital Technology Promote Economic Growth?
Predictive Econometrics and Big Data
Noppasit Chakpitak, Paravee Maneejuk, Somsak Chanaim, Songsak Sriboonchitta
2018 — ch.
The Analysis of the Effect of Monetary Policy on Consumption and Investment in Thailand.
Predictive Econometrics and Big Data
Jirawan Suwannajak, Woraphon Yamaka, Songsak Sriboonchitta, Roengchai Tansuchat
2018 — ch.
The Future of Global Rice Consumption: Evidence from Dynamic Panel Data Approach.
Predictive Econometrics and Big Data
Duangthip Sirikanchanarak, Tanaporn Tungtrakul, Songsak Sriboonchitta
2018 — ch.
The Role of Oil Price in the Forecasts of Agricultural Commodity Prices.
Predictive Econometrics and Big Data
Rossarin Osathanunkul, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta
2018 — ch.
The Understanding of Dependent Structure and Co-movement of World Stock Exchanges Under the Economic Cycle.
Predictive Econometrics and Big Data
Songsak Sriboonchitta, Chukiat Chaiboonsri, Jittima Singvejsakul
2018 — conf
Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model.
ECONVN
Roengchai Tansuchat, Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta
2018 J jnl
Training attractive attribute classifiers based on opinion features extracted from review data.
Electron. Commer. Res. Appl.
Wei Ou, Van-Nam Huynh, Songsak Sriboonchitta
2018 — conf
Volatility Jump Detection in Thailand Stock Market.
IUKM
Saowaluk Duangin, Woraphon Yamaka, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2018 — ch.
Volatility in Thailand Stock Market Using High-Frequency Data.
Predictive Econometrics and Big Data
Saowaluk Duangin, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2018 — conf
What If We Do Not Know Correlations?
ECONVN
Michael Beer, Zitong Gong, Ingo Neumann, Songsak Sriboonchitta, Vladik Kreinovich
2018 J jnl
Why Are FGM Copulas Successful? A Simple Explanation.
Adv. Fuzzy Syst.
Songsak Sriboonchitta, Vladik Kreinovich
2017 — ch.
A Generalized Information Theoretical Approach to Non-linear Time Series Model.
Robustness in Econometrics
Songsak Sriboonchitta, Woraphon Yamaka, Paravee Maneejuk, Pathairat Pastpipatkul
2017 J jnl
A double-copula stochastic frontier model with dependent error components and correction for sample selection.
Int. J. Approx. Reason.
Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse, Thierry Denoeux
2017 J jnl
A linguistic representation based approach to modelling Kansei data and its application to consumer-oriented evaluation of traditional products.
Knowl. Based Syst.
Sapa Chanyachatchawan, Hongbin Yan, Songsak Sriboonchitta, Van-Nam Huynh
2017 J jnl
A proportional linguistic distribution based model for multiple attribute decision making under linguistic uncertainty.
Ann. Oper. Res.
Wentao Guo, Van-Nam Huynh, Songsak Sriboonchitta
2017 J jnl
A stochastic dominance based approach to consumer-oriented Kansei evaluation with multiple priorities.
Ann. Oper. Res.
Hongbin Yan, Tieju Ma, Songsak Sriboonchitta, Van-Nam Huynh
2017 — ch.
Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink Model.
Robustness in Econometrics
Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2017 — ch.
Analyzing the Contribution of ASEAN Stock Markets to Systemic Risk.
Robustness in Econometrics
Roengchai Tansuchat, Woraphon Yamaka, Kritsana Khemawanit, Songsak Sriboonchitta
2017 — ch.
Chinese Outbound Tourism Demand to Singapore, Malaysia and Thailand Destinations: A Study of Political Events and Holiday Impacts.
Robustness in Econometrics
Jianxu Liu, Duangthip Sirikanchanarak, Jiachun Xie, Songsak Sriboonchitta
2017 J jnl
Constacyclic codes over finite commutative semi-simple rings.
Finite Fields Their Appl.
Hai Q. Dinh, Abhay Kumar Singh, Songsak Sriboonchitta
2017 — ch.
Do We Have Robust GARCH Models Under Different Mean Equations: Evidence from Exchange Rates of Thailand?
Robustness in Econometrics
Tanaporn Tungtrakul, Natthaphat Kingnetr, Songsak Sriboonchitta
2017 — ch.
Econometric Models of Probabilistic Choice: Beyond McFadden's Formulas.
Robustness in Econometrics
Olga Kosheleva, Vladik Kreinovich, Songsak Sriboonchitta
2017 — ch.
Effect of Helmet Use on Severity of Head Injuries Using Doubly Robust Estimators.
Robustness in Econometrics
Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2017 — ch.
Estimating Efficiency of Stock Return with Interval Data.
Robustness in Econometrics
Phachongchit Tibprasorn, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta
2017 — ch.
Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime Models.
Robustness in Econometrics
Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta
2017 — ch.
Forecasting Cash Holding with Cash Deposit Using Time Series Approaches.
Robustness in Econometrics
Kobpongkit Navapan, Jianxu Liu, Songsak Sriboonchitta
2017 — ch.
Forecasting GDP Growth in Thailand with Different Leading Indicators Using MIDAS Regression Models.
Robustness in Econometrics
Natthaphat Kingnetr, Tanaporn Tungtrakul, Songsak Sriboonchitta
2017 — ch.
Foreign Direct Investment, Exports and Economic Growth in ASEAN Region: Empirical Analysis from Panel Data.
Robustness in Econometrics
Pheara Pheang, Jianxu Liu, Jirakom Sirisrisakulchai, Chukiat Chaiboonsri, Songsak Sriboonchitta
2017 — ch.
Gravity Model of Trade with Linear Quantile Mixed Models Approach.
Robustness in Econometrics
Pathairat Pastpipatkul, Petchaluck Boonyakunakorn, Songsak Sriboonchitta
2017 J jnl
Nonparametric estimation of a scalar diffusion model from discrete time data: a survey.
Ann. Oper. Res.
Christian Gouriéroux, Hung T. Nguyen, Songsak Sriboonchitta
2017 J jnl
On constacyclic codes of length 4p
Discret. Math.
Hai Q. Dinh, Sompong Dhompongsa, Songsak Sriboonchitta
2017 J jnl
On structure and distances of some classes of repeated-root constacyclic codes over Galois rings.
Finite Fields Their Appl.
Hai Q. Dinh, Hongwei Liu, Xiusheng Liu, Songsak Sriboonchitta
2017 — ch.
Predictive Recursion Maximum Likelihood of Threshold Autoregressive Model.
Robustness in Econometrics
Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
2017 J jnl
Repeated-root constacyclic codes of prime power lengths over finite chain rings.
Finite Fields Their Appl.
Hai Q. Dinh, Hien D. T. Nguyen, Songsak Sriboonchitta, Thang M. Vo
2017 — ch.
Robustness as a Criterion for Selecting a Probability Distribution Under Uncertainty.
Robustness in Econometrics
Songsak Sriboonchitta, Hung T. Nguyen, Vladik Kreinovich, Olga Kosheleva
2017 — book
Robustness in Econometrics
Vladik Kreinovich, Songsak Sriboonchitta, Van-Nam Huynh
2017 — ch.
Stochastic Frontier Model in Financial Econometrics: A Copula-Based Approach.
Robustness in Econometrics
Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta
2017 — ch.
Testing the Validity of Economic Growth Theories Using Copula-Based Seemingly Unrelated Quantile Kink Regression.
Robustness in Econometrics
Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta
2017 — ch.
The Impact of Extreme Events on Portfolio in Financial Risk Management.
Robustness in Econometrics
K. Chuangchid, Kittawit Autchariyapanitkul, Songsak Sriboonchitta
2017 — ch.
The Role of Asian Credit Default Swap Index in Portfolio Risk Management.
Robustness in Econometrics
Jianxu Liu, Chatchai Khiewngamdee, Songsak Sriboonchitta
2017 J jnl
Using community preference for overcoming sparsity and cold-start problems in collaborative filtering system offering soft ratings.
Electron. Commer. Res. Appl.
Van-Doan Nguyen, Songsak Sriboonchitta, Van-Nam Huynh
2017 — conf
VaR and Tail Dependence Between the US and Asian Stock Exchange Indices - An EGARCH-Copula Approach.
FSDM
Ji Ma, Jiangxu Liu, Songsak Sriboonchitta
2016 — conf
A Convex Combination Method for Linear Regression with Interval Data.
IUKM
Somsak Chanaim, Songsak Sriboonchitta, Chongkolnee Rungruang
2016 — conf
A Copula-Based Markov Switching Seemingly Unrelated Regression Approach for Analysis the Demand and Supply on Sugar Market.
IUKM
Pathairat Pastpipatkul, Nisit Panthamit, Woraphon Yamaka, Songsak Sriboonchitta
2016 — conf
A Copula-Based Stochastic Frontier Model and Efficiency Analysis: Evidence from Stock Exchange of Thailand.
IUKM
Phachongchit Tibprasorn, Somsak Chanaim, Songsak Sriboonchitta
2016 — conf
A Flood Risk Assessment Based on Maximum Flow Capacity of Canal System.
IUKM
Jirakom Sirisrisakulchai, Napat Harnpornchai, Kittawit Autchariyapanitkul, Songsak Sriboonchitta
2016 — conf
A Linguistic Representation Method for Kansei Data.
SCIS&ISIS
Sapa Chanyachatchawan, Hongbin Yan, Songsak Sriboonchitta, Van-Nam Huynh
2016 — ch.
ARIMA Versus Artificial Neural Network for Thailand's Cassava Starch Export Forecasting.
Causal Inference in Econometrics
Warut Pannakkong, Van-Nam Huynh, Songsak Sriboonchitta
2016 — ch.
Across-the-Board Spending Cuts Are Very Inefficient: A Proof.
Causal Inference in Econometrics
Vladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta
2016 — conf
An Empirical Confirmation of the Superior Performance of MIDAS over ARIMAX.
IUKM
Tanaporn Tungtrakul, Natthaphat Kingnetr, Songsak Sriboonchitta
2016 — conf
Analysis of Agricultural Production in Asia and Measurement of Technical Efficiency Using Copula-Based Stochastic Frontier Quantile Model.
IUKM
Varith Pipitpojanakarn, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta
2016 — ch.
Analysis of Transmission and Co-Movement of Rice Export Prices Between Thailand and Vietnam.
Causal Inference in Econometrics
Duangthip Sirikanchanarak, Jianxu Liu, Songsak Sriboonchitta, Jiachun Xie
2016 — ch.
Analyzing Financial Risk and Co-Movement of Gold Market, and Indonesian, Philippine, and Thailand Stock Markets: Dynamic Copula with Markov-Switching.
Causal Inference in Econometrics
Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
2016 — ch.
Analyzing MSCI Global Healthcare Return and Volatility with Structural Change Based on Residual CUSUM GARCH Approach.
Causal Inference in Econometrics
Nantiworn Thianpaen, Songsak Sriboonchitta
2016 — book
Causal Inference in Econometrics
Causal Inference in Econometrics
Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta
2016 — ch.
Copula Based Volatility Models and Extreme Value Theory for Portfolio Simulation with an Application to Asian Stock Markets.
Causal Inference in Econometrics
Apiwat Ayusuk, Songsak Sriboonchitta
2016 — ch.
Dependence Between Volatility of Stock Price Index Returns and Volatility of Exchange Rate Returns Under QE Programs: Case Studies of Thailand and Singapore.
Causal Inference in Econometrics
Ornanong Puarattanaarunkorn, Teera Kiatmanaroch, Songsak Sriboonchitta
2016 — ch.
Dependence Structure of and Co-Movement Between Thai Currency and International Currencies After Introduction of Quantitative Easing.
Causal Inference in Econometrics
Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
2016 — conf
Does Asian Credit Default Swap Index Improve Portfolio Performance?
IUKM
Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta
2016 — conf
Economic Growth and Income Inequality: Evidence from Thailand.
IUKM
Paravee Maneejuk, Pathairat Pastpipatkul, Songsak Sriboonchitta
2016 — ch.
Effect of Quantitative Easing on ASEAN-5 Financial Markets.
Causal Inference in Econometrics
Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
2016 — ch.
Efficient Frontier of Global Healthcare Portfolios Using High Dimensions of Copula Models.
Causal Inference in Econometrics
Nantiworn Thianpaen, Somsak Chanaim, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2016 J jnl
Evidential clustering of large dissimilarity data.
Knowl. Based Syst.
Thierry Denoeux, Songsak Sriboonchitta, Orakanya Kanjanatarakul
2016 — conf
For Multi-interval-valued Fuzzy Sets, Centroid Defuzzification Is Equivalent to Defuzzifying Its Interval Hull: A Theorem.
MICAI (1)
Vladik Kreinovich, Songsak Sriboonchitta
2016 — ch.
Invariance Explains Multiplicative and Exponential Skedactic Functions.
Causal Inference in Econometrics
Vladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta
2016 — ch.
Macroeconomic Factors Affecting the Growth Rate of FDI of AEC Member Countries Using Panel Quantile Regression.
Causal Inference in Econometrics
Tanaporn Tungtrakul, Kunsuda Nimanussornkul, Songsak Sriboonchitta
2016 — ch.
Modeling Co-Movement and Risk Management of Gold and Silver Spot Prices.
Causal Inference in Econometrics
Chen Yang, Songsak Sriboonchitta, Jirakom Sirisrisakulchai, Jianxu Liu
2016 — ch.
Modeling Dependence of Health Behaviors Using Copula-Based Bivariate Ordered Probit.
Causal Inference in Econometrics
Kanchit Suknark, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2016 — conf
Modeling and Forecasting Interdependence of the ASEAN-5 Stock Markets and the US, Japan and China.
IUKM
Krit Lattayaporn, Jianxu Liu, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2016 — conf
Modelling Co-movement and Portfolio Optimization of Gold and Global Major Currencies.
IUKM
Methas Rattanasorn, Jianxu Liu, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2016 J jnl
Need for Data Processing Naturally Leads to Fuzzy Logic (and Neural Networks): Fuzzy Beyond Experts and Beyond Probabilities.
Int. J. Intell. Syst.
Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta
2016 — conf
Need for Most Accurate Discrete Approximations Explains Effectiveness of Statistical Methods Based on Heavy-Tailed Distributions.
IUKM
Songsak Sriboonchitta, Vladik Kreinovich, Olga Kosheleva, Hung T. Nguyen
2016 — ch.
Nonlinear Estimations of Tourist Arrivals to Thailand: Forecasting Tourist Arrivals by Using SETAR Models and STAR Models.
Causal Inference in Econometrics
Nyo Min, Songsak Sriboonchitta, Vicente Ramos
2016 — ch.
Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based Approach.
Causal Inference in Econometrics
Kittawit Autchariyapanitkul, Sutthiporn Piamsuwannakit, Somsak Chanaim, Songsak Sriboonchitta
2016 — conf
Pair Trading Rule with Switching Regression GARCH Model.
IUKM
Kongliang Zhu, Woraphon Yamaka, Songsak Sriboonchitta
2016 J jnl
Prediction of future observations using belief functions: A likelihood-based approach.
Int. J. Approx. Reason.
Orakanya Kanjanatarakul, Thierry Denoeux, Songsak Sriboonchitta
2016 — ch.
Price Transmission Mechanism in the Thai Rice Market.
Causal Inference in Econometrics
Roengchai Tansuchat, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta
2016 — ch.
Reinvestigating the Effect of Alcohol Consumption on Hypertension Disease.
Causal Inference in Econometrics
Kanchit Suknark, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2016 J jnl
Repeated-root constacyclic codes of prime power length over and their duals.
Discret. Math.
Hai Q. Dinh, Sompong Dhompongsa, Songsak Sriboonchitta
2016 — ch.
Seemingly Unrelated Regression Based Copula: An Application on Thai Rice Market.
Causal Inference in Econometrics
Pathairat Pastpipatkul, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta
2016 — conf
Thailand's Export and ASEAN Economic Integration: A Gravity Model with State Space Approach.
IUKM
Pathairat Pastpipatkul, Petchaluck Boonyakunakorn, Songsak Sriboonchitta
2016 — conf
The Best Copula Modeling of Dependence Structure Among Gold, Oil Prices, and U.S. Currency.
IUKM
Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta
2016 — ch.
The Causal Relationship between Government Opinions and Chinese Stock Market in Social Media Era.
Causal Inference in Econometrics
Xue Gong, Songsak Sriboonchitta
2016 — conf
Volatility Hedging Model for Precious Metal Futures Returns.
IUKM
Roengchai Tansuchat, Paravee Maneejuk, Songsak Sriboonchitta
2016 — ch.
Why Some Families of Probability Distributions Are Practically Efficient: A Symmetry-Based Explanation.
Causal Inference in Econometrics
Vladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta
2016 — conf
k-EVCLUS: Clustering Large Dissimilarity Data in the Belief Function Framework.
BELIEF
Orakanya Kanjanatarakul, Songsak Sriboonchitta, Thierry Denoeux
2015 — conf
A Copula-Based Stochastic Frontier Model for Financial Pricing.
IUKM
Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta
2015 J jnl
A Statistical Basis for Fuzzy Engineering Economics.
Int. J. Fuzzy Syst.
Hung T. Nguyen, Songsak Sriboonchitta, Berlin Wu
2015 — conf
Business Cycle of International Tourism Demand in Thailand: A Markov-Switching Bayesian Vector Error Correction Model.
IUKM
Woraphon Yamaka, Pathairat Pastpipatkul, Songsak Sriboonchitta
2015 — conf
Capital Asset Pricing Model with Interval Data.
IUKM
Sutthiporn Piamsuwannakit, Kittawit Autchariyapanitkul, Songsak Sriboonchitta, Rujira Ouncharoen
2015 — conf
Co-Movement and Dependency Between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, Oil Price, and Gold Price.
IUKM
Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
2015 — ch.
Copula Based Polychotomous Choice Selectivity Model: Application to Occupational Choice and Wage Determination of Older Workers.
Econometrics of Risk
Anyarat Wichian, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2015 J jnl
EK-NNclus: A clustering procedure based on the evidential K-nearest neighbor rule.
Knowl. Based Syst.
Thierry Denoeux, Orakanya Kanjanatarakul, Songsak Sriboonchitta
2015 — book
Econometrics of Risk
Econometrics of Risk
Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, Komsan Suriya
2015 — ch.
Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel.
Econometrics of Risk
Jianxu Liu, Songsak Sriboonchitta, Roland-Holst David, David Zilberman, Aree Wiboonpongse
2015 — ch.
Estimating Oil Price Value at Risk Using Belief Functions.
Econometrics of Risk
Panisara Phochanachan, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2015 — ch.
Estimation and Prediction Using Belief Functions: Application to Stochastic Frontier Analysis.
Econometrics of Risk
Orakanya Kanjanatarakul, Nachatchapong Kaewsompong, Songsak Sriboonchitta, Thierry Denoeux
2015 — ch.
Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace Distribution.
Econometrics of Risk
Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta
2015 — ch.
Forecasting Inbound Tourism Demand to China Using Time Series Models and Belief Functions.
Econometrics of Risk
Jiechen Tang, Songsak Sriboonchitta, Xinyu Yuan
2015 — ch.
Forecasting Risk and Returns: CAPM Model with Belief Functions.
Econometrics of Risk
Sutthiporn Piamsuwannakit, Songsak Sriboonchitta
2015 — ch.
Forecasting Tourist Arrivals to Thailand Using Belief Functions.
Econometrics of Risk
Nyo Min, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2015 — conf
Impacts of Quantitative Easing Policy of United States of America on Thai Economy by MS-SFABVAR.
IUKM
Pathairat Pastpipatkul, Warawut Ruankham, Aree Wiboonpongse, Songsak Sriboonchitta
2015 — conf
Modeling Daily Peak Electricity Demand in Thailand.
IUKM
Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2015 J jnl
Modeling dependence between error components of the stochastic frontier model using copula: Application to intercrop coffee production in Northern Thailand.
Int. J. Approx. Reason.
Aree Wiboonpongse, Jianxu Liu, Songsak Sriboonchitta, Thierry Denoeux
2015 — ch.
On Fuzzy Theory for Econometrics.
Fifty Years of Fuzzy Logic and its Applications
Hung T. Nguyen, Songsak Sriboonchitta
2015 — conf
On the Estimation of Western Countries' Tourism Demand for Thailand Taking into Account of Possible Structural Changes Leading to a Better Prediction.
IUKM
Nyo Min, Songsak Sriboonchitta
2015 J jnl
Optimal Outpatient Appointment System with Uncertain Parameters Using Adaptive-Penalty Genetic Algorithm.
J. Adv. Comput. Intell. Intell. Informatics
Napat Harnpornchai, Kittawit Autchariyapanitkul, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2015 — ch.
Optimal Portfolio Selection Using Maximum Entropy Estimation Accounting for the Firm Specific Characteristics.
Econometrics of Risk
Xue Gong, Songsak Sriboonchitta
2015 J jnl
Portfolio Optimization of Financial Returns Using Fuzzy Approach with NSGA-II Algorithm.
J. Adv. Comput. Intell. Intell. Informatics
Jirakom Sirisrisakulchai, Kittawit Autchariyapanitkul, Napat Harnpornchai, Songsak Sriboonchitta
2015 — ch.
Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model.
Econometrics of Risk
Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta
2015 — ch.
Risk, Return and International Portfolio Analysis: Entropy and Linear Belief Functions.
Econometrics of Risk
Apiwat Ayusuk, Songsak Sriboonchitta
2015 — conf
Spillovers of Quantitative Easing on Financial Markets of Thailand, Indonesia, and the Philippines.
IUKM
Pathairat Pastpipatkul, Woraphon Yamaka, Aree Wiboonpongse, Songsak Sriboonchitta
2015 — ch.
The Classifier Chain Generalized Maximum Entropy Model for Multi-label Choice Problems.
Econometrics of Risk
Supanika Leurcharusmee, Jirakom Sirisrisakulchai, Songsak Sriboonchitta, Thierry Denoeux
2015 — conf
The Economic Evaluation of Volatility Timing on Commodity Futures Using Periodic GARCH-Copula Model.
IUKM
Xue Gong, Songsak Sriboonchitta, Jianxu Liu
2015 — conf
Volatility Linkages Between Price Returns of Crude Oil and Crude Palm Oil in the ASEAN Region: A Copula Based GARCH Approach.
IUKM
Teera Kiatmanaroch, Ornanong Puarattanaarunkorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta
2015 — conf
Volatility and Dependence for Systemic Risk Measurement of the International Financial System.
IUKM
Jianxu Liu, Songsak Sriboonchitta, Panisara Phochanachan, Jiechen Tang
2015 — conf
Welfare Measurement on Thai Rice Market: A Markov Switching Bayesian Seemingly Unrelated Regression.
IUKM
Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta
2015 — ch.
What if We Only Have Approximate Stochastic Dominance?
Econometrics of Risk
Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta
2015 — conf
What is the Right Context for an Engineering Problem: Finding Such a Context is NP-Hard.
SSCI
Martine Ceberio, Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta, Rujira Ouncharoen
2015 — conf
Why ARMAX-GARCH Linear Models Successfully Describe Complex Nonlinear Phenomena: A Possible Explanation.
IUKM
Hung T. Nguyen, Vladik Kreinovich, Olga Kosheleva, Songsak Sriboonchitta
2015 — conf
Why Copulas Have Been Successful in Many Practical Applications: A Theoretical Explanation Based on Computational Efficiency.
IUKM
Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta, Olga Kosheleva
2015 J jnl
Why are Vine Copulas so Successful in Econometrics?
Int. J. Uncertain. Fuzziness Knowl. Based Syst.
Songsak Sriboonchitta, Olga Kosheleva, Hung T. Nguyen
2015 J jnl
Willingness-to-pay estimation using generalized maximum-entropy: A case study.
Int. J. Approx. Reason.
Songsak Sriboonchitta, Jianxu Liu, Jirakom Sirisrisakulchai
2014 — conf
A Study on Whether Economic Development and Urbanization of Areas Are Associated with Prevalence of Obesity in Chinese Adults: Findings from 2009 China Health and Nutrition Surveys.
TES
Jing Dai, Songsak Sriboonchitta, Cheng Zi, Yunjuan Yang
2014 — conf
A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets.
TES
Songsak Sriboonchitta, Jianxu Liu, Vladik Kreinovich, Hung T. Nguyen
2014 — conf
An Analysis of Interdependencies among Energy, Biofuel, and Agricultural Markets Using Vine Copula Model.
TES
Phattanan Boonyanuphong, Songsak Sriboonchitta
2014 — conf
An Analysis of Volatility and Dependence between Rubber Spot and Futures Prices Using Copula-Extreme Value Theory.
TES
Phattanan Boonyanuphong, Songsak Sriboonchitta
2014 — conf
An Integration of Eco-Health One-Health Transdisciplinary Approach and Bayesian Belief Network.
TES
Chalisa Kallayanamitra, Pisit Leeahtam, Manoj Potapohn, Bruce A. Wilcox, Songsak Sriboonchitta
2014 — conf
Analysis of Volatility of and Dependence between Exchange Rate and Inflation Rate in Lao People's Democratic Republic Using Copula-Based GARCH Approach.
TES
Tongvang Xiongtoua, Songsak Sriboonchitta
2014 — conf
Analyzing Relationship between Tourist Arrivals from China and India to Thailand Using Copula Based GARCH and Seasonal Pattern.
TES
Ornanong Puarattanaarunkorn, Songsak Sriboonchitta
2014 — conf
Co-movement of Prices of Energy and Agricultural Commodities in Biofuel Era: A Period-GARCH Copula Approach.
TES
Xue Gong, Songsak Sriboonchitta
2014 — conf
Copula Based GARCH Dependence Model of Chinese and Korean Tourist Arrivals to Thailand: Implications for Risk Management.
TES
Ornanong Puarattanaarunkorn, Songsak Sriboonchitta
2014 — conf
Dependence Analysis of Exchange Rate and International Trade of Thailand: Application of Vine Copulas.
TES
Chakorn Praprom, Songsak Sriboonchitta
2014 — conf
Dependence Structure between Crude Oil, Soybeans, and Palm Oil in ASEAN Region: Energy and Food Security Context.
TES
Teera Kiatmanaroch, Songsak Sriboonchitta
2014 — conf
Econometric Forecasting Using Linear Regression and Belief Functions.
Belief Functions
Orakanya Kanjanatarakul, Philai Lertpongpiroon, Sombat Singkharat, Songsak Sriboonchitta
2014 — conf
Effect of Markets Temperature on Stock-Price: Monte Carlo Simulation on Spin Model.
TES
Arjaree Thongon, Songsak Sriboonchitta, Yongyut Laosiritaworn
2014 — conf
Extreme Value Copula Analysis of Dependences between Exchange Rates and Exports of Thailand.
TES
Chakorn Praprom, Songsak Sriboonchitta
2014 — conf
Factors Affecting Hospital Stay Involving Drunk Driving and Non-Drunk Driving in Phuket, Thailand.
TES
Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2014 J jnl
Forecasting using belief functions: An application to marketing econometrics.
Int. J. Approx. Reason.
Orakanya Kanjanatarakul, Songsak Sriboonchitta, Thierry Denoeux
2014 — conf
How Macroeconomic Factors and International Prices Affect Agriculture Prices Volatility?-Evidence from GARCH-X Model.
TES
Xue Gong, Songsak Sriboonchitta
2014 — conf
How to Detect Linear Dependence on the Copula Level?
TES
Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta
2014 — ed.
Modeling Dependence in Econometrics - Selected Papers of the Seventh International Conference of the Thailand Econometric Society, TES 2014, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014
TES
Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta
2014 — conf
Modeling Dependence of Accident-Related Outcomes Using Pair Copula Constructions for Discrete Data.
TES
Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2014 — conf
Modeling Dependency in Tourist Arrivals to Thailand from China, Korea, and Japan Using Vine Copulas.
TES
Ornanong Puarattanaarunkorn, Songsak Sriboonchitta
2014 — conf
Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions.
Belief Functions
Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta, Thierry Denoeux
2014 — conf
Relationship between Exchange Rates, Palm Oil Prices, and Crude Oil Prices: A Vine Copula Based GARCH Approach.
TES
Teera Kiatmanaroch, Songsak Sriboonchitta
2014 — conf
Studying Volatility and Dependency of Chinese Outbound Tourism Demand in Singapore, Malaysia, and Thailand: A Vine Copula Approach.
TES
Jianxu Liu, Songsak Sriboonchitta, Hung T. Nguyen, Vladik Kreinovich
2014 — conf
The Evidence-Theoretic k-NN Rule for Rank-Ordered Data: Application to Predict an Individual's Source of Loan.
Belief Functions
Supanika Leurcharusmee, Peerapat Jatukannyaprateep, Songsak Sriboonchitta, Thierry Denoeux
2014 — conf
Vine Copula-Cross Entropy Evaluation of Dependence Structure and Financial Risk in Agricultural Commodity Index Returns.
TES
Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse
2014 — conf
Vine Copulas As a Way to Describe and Analyze Multi-Variate Dependence in Econometrics: Computational Motivation and Comparison with Bayesian Networks and Fuzzy Approaches.
TES
Songsak Sriboonchitta, Jianxu Liu, Vladik Kreinovich, Hung T. Nguyen
2013 J jnl
Factors affecting economic output in developed countries: A copula approach to sample selection with panel data.
Int. J. Approx. Reason.
Warattaya Chinnakum, Songsak Sriboonchitta, Pathairat Pastpipatkul
2013 J jnl
Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulas.
Int. J. Approx. Reason.
Songsak Sriboonchitta, Hung T. Nguyen, Aree Wiboonpongse, Jianxu Liu
2010 — conf
On Choquet Integral Risk Measures.
IUM
Hung T. Nguyen, Songsak Sriboonchitta
2010 — conf
Symmetries: A General Approach to Integrated Uncertainty Management.
IUM
Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta
2009 J jnl
Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation.
Math. Comput. Simul.
Chia-Lin Chang, Songsak Sriboonchitta, Aree Wiboonpongse