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Results 1-10 of 14 (Search time: 0.016 seconds).
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Issue DateTitleAuthor(s)
1-Jan-2014Predicting stock returns in the capital asset pricing model using quantile regression and belief functionsKittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta; Thierry Denoeux
1-Sep-2015Optimal outpatient appointment system with uncertain parameters using adaptive-penalty genetic algorithmNapat Harnpornchai; Kittawit Autchariyapanitkul; Jirakom Sirisrisakulchai; Songsak Sriboonchitta
1-Sep-2015Portfolio optimization of financial returns using fuzzy approach with NSGA-II algorithmJirakom Sirisrisakulchai; Kittawit Autchariyapanitkul; Napat Harnpornchai; Songsak Sriboonchitta
1-Jan-2015Evaluation of portfolio returns in fama-french model using quantile regression under asymmetric laplace distributionKittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta
1-Jan-2015Quantile regression under asymmetric laplace distribution in capital asset pricing modelKittawit Autchariyapanitkul; Somsak Chanaim; Songsak Sriboonchitta
1-Jan-2015Volatility linkages between price returns of Crude oil and crude palm oil in the ASEAN region: A copula based GARCH approachTeera Kiatmanaroch; Ornanong Puarattanaarunkorn; Kittawit Autchariyapanitkul; Songsak Sriboonchitta
1-Jan-2015Capital asset pricing model with interval dataSutthiporn Piamsuwannakit; Kittawit Autchariyapanitkul; Songsak Sriboonchitta; Rujira Ouncharoen
1-Jan-2015Capital asset pricing model with interval dataSutthiporn Piamsuwannakit; Kittawit Autchariyapanitkul; Songsak Sriboonchitta; Rujira Ouncharoen
1-Jan-2016A flood risk assessment based on maximum flow capacity of canal systemJirakom Sirisrisakulchai; Napat Harnpornchai; Kittawit Autchariyapanitkul; Songsak Sriboonchitta
1-Jan-2016Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based ApproachKittawit Autchariyapanitkul; Sutthiporn Piamsuwannakit; Somsak Chanaim; Songsak Sriboonchitta