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ORCIDSongsak Sriboonchitta
Songsak Sriboonjitta – ทรงศักดิ ศรีบุญจิตต์
Person information
- affiliation: Chiang Mai University, Thailand
- unicode name: ทรงศักดิ ศรีบุญจิตต์
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2020 – today
- 2023
[j64]Jianxu Liu
, Yang Wan, Songze Qu, Ruihan Qing, Songsak Sriboonchitta:
Dynamic Correlation between the Chinese and the US Financial Markets: From Global Financial Crisis to COVID-19 Pandemic. Axioms 12(1): 14 (2023)- [j63]Thu-Hien Thi Nguyen, Duy-Tai Dinh, Songsak Sriboonchitta, Van-Nam Huynh:
A method for k-means-like clustering of categorical data. J. Ambient Intell. Humaniz. Comput. 14(11): 15011-15021 (2023) - 2022
- [j62]Jianxu Liu, Yangnan Cheng, Xiaoqing Li, Songsak Sriboonchitta:
The Role of Risk Forecast and Risk Tolerance in Portfolio Management: A Case Study of the Chinese Financial Sector. Axioms 11(3): 134 (2022) - [j61]Yehui Wang, Jianxu Liu, Zhaolin Qiu, Songsak Sriboonchitta:
The Effect of Financial Market Factors on House Prices: An Expected Utility Three-Asset Approach. Axioms 11(4): 145 (2022) - [j60]Ji Ma, Xiaoqing Li, Jianxu Liu, Jiande Cui, Mingzhi Zhang, Songsak Sriboonchitta:
Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak - A Copula-GARCH with CES Approach. Axioms 11(12): 669 (2022) - [j59]Mingzhi Zhang, Hongyu Liu, Jianxu Liu, Chao Chen, Zhaocheng Li, Bowen Wang, Songsak Sriboonchitta:
Modelling Dependency Structures of Carbon Trading Markets between China and European Union: From Carbon Pilot to COVID-19 Pandemic. Axioms 11(12): 695 (2022) - [j58]Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta:
Entropy inference in smooth transition kink regression. Commun. Stat. Simul. Comput. 51(12): 7366-7389 (2022) - 2021
- [j57]Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta:
Does the Kuznets curve exist in Thailand? A two decades' perspective (1993-2015). Ann. Oper. Res. 300(2): 545-576 (2021) - [j56]Jianxu Liu, Songsak Sriboonchitta, Aree Wiboonpongse, Thierry Denoeux:
A trivariate Gaussian copula stochastic frontier model with sample selection. Int. J. Approx. Reason. 137: 181-198 (2021) - [j55]Duy-Tai Dinh, Van-Nam Huynh, Songsak Sriboonchitta:
Clustering mixed numerical and categorical data with missing values. Inf. Sci. 571: 418-442 (2021) - [j54]Yehui Wang, Jianxu Liu, Yuxuan Tang, Songsak Sriboonchitta:
Linkage structure of China's housing market and its risk-defusing capability. Soft Comput. 25(12): 7853-7866 (2021) - 2020
- [j53]Ruofan Liao, Woraphon Yamaka, Songsak Sriboonchitta:
Exchange Rate Volatility Forecasting by Hybrid Neural Network Markov Switching Beta-t-EGARCH. IEEE Access 8: 207563-207574 (2020) - [j52]Yan Liu, Minjia Shi, Hai Q. Dinh, Songsak Sriboonchitta:
Repeated-root constacyclic codes of length 3ℓmps. Adv. Math. Commun. 14(2): 359-378 (2020) - [j51]Woraphon Yamaka, Songsak Sriboonchitta:
Forecasting Using Information and Entropy Based on Belief Functions. Complex. 2020: 3269647:1-3269647:16 (2020) - [j50]Hai Q. Dinh, Abhay Kumar Singh, Pratyush Kumar, Songsak Sriboonchitta:
Cyclic codes over the ring GR(pe, m)[u]∕〈uk〉. Discret. Math. 343(1): 111543 (2020) - [j49]Hai Q. Dinh, Xiaoqiang Wang, Hongwei Liu, Songsak Sriboonchitta:
On the b-distance of repeated-root constacyclic codes of prime power lengths. Discret. Math. 343(4): 111780 (2020) - [j48]Radamanee Noppasit, Woraphon Yamaka, Paravee Maneejuk, Wachirawit Puttachai, Songsak Sriboonchitta:
Multifactor capital asset pricing model in emerging and advanced markets using two error components model. Int. J. Appl. Decis. Sci. 13(2): 247-266 (2020) - [j47]Ruofan Liao, Paravee Maneejuk, Songsak Sriboonchitta:
Beyond Deep Learning: An Econometric Example. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 28(Supplement-1): 31-38 (2020) - [j46]Hai Q. Dinh, Bac Trong Nguyen, Songsak Sriboonchitta:
MDS Symbol-Pair Cyclic Codes of Length 2ps over 𝔽pm. IEEE Trans. Inf. Theory 66(1): 240-262 (2020) - [j45]Van-Doan Nguyen, Van-Nam Huynh, Songsak Sriboonchitta:
Integrating Community Context Information Into a Reliably Weighted Collaborative Filtering System Using Soft Ratings. IEEE Trans. Syst. Man Cybern. Syst. 50(4): 1318-1330 (2020) - [c102]Heng Wang, Jianxu Liu, Songsak Sriboonchitta:
Analysis of the Determinants of CO2 Emissions: A Bayesian LASSO Approach. IUKM 2020: 225-237 - [c101]Yangnan Cheng, Jianxu Liu, Mengjiao Wang, Songsak Sriboonchitta:
Dependence of Financial Institutions in China: An Analysis Based on FDG Copula Model. IUKM 2020: 285-296 - [c100]Yefan Zhou, Jianxu Liu, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Measurements of the Conditional Dependence Structure Among Carbon, Fossil Energy and Renewable Energy Prices: Vine Copula Based GJR-GARCH Model. IUKM 2020: 322-334
2010 – 2019
- 2019
- [j44]Vladik Kreinovich, Olga Kosheleva, Songsak Sriboonchitta:
Why Use a Fuzzy Partition in F-Transform? Axioms 8(3): 94 (2019) - [j43]Yuan Cao, Yonglin Cao, Hai Q. Dinh, Fang-Wei Fu, Yun Gao, Songsak Sriboonchitta:
Type 2 constacyclic codes over F2m[u]∕〈u3〉 of oddly even length. Discret. Math. 342(2): 412-426 (2019) - [j42]Hai Q. Dinh, Xiaoqiang Wang, Hongwei Liu, Songsak Sriboonchitta:
On the Hamming distances of repeated-root constacyclic codes of length 4ps. Discret. Math. 342(5): 1456-1470 (2019) - [j41]Hai Q. Dinh, Xiaoqiang Wang, Hongwei Liu, Songsak Sriboonchitta:
On the symbol-pair distances of repeated-root constacyclic codes of length 2ps. Discret. Math. 342(11): 3062-3078 (2019) - [j40]Yuan Cao, Yonglin Cao, Hai Q. Dinh, Fang-Wei Fu, Jian Gao, Songsak Sriboonchitta:
A class of repeated-root constacyclic codes over Fpm[u]/〈ue〉 of Type 2. Finite Fields Their Appl. 55: 238-267 (2019) - [j39]Thierry Denoeux, Orakanya Kanjanatarakul, Songsak Sriboonchitta:
A new evidential K-nearest neighbor rule based on contextual discounting with partially supervised learning. Int. J. Approx. Reason. 113: 287-302 (2019) - [j38]Warut Pannakkong, Van-Nam Huynh, Songsak Sriboonchitta:
A Novel Hybrid Autoregressive Integrated Moving Average and Artificial Neural Network Model for Cassava Export Forecasting. Int. J. Comput. Intell. Syst. 12(2): 1047-1061 (2019) - [j37]Hai Q. Dinh, Abhay Kumar Singh, Sukhamoy Pattanayak, Songsak Sriboonchitta:
Construction of cyclic DNA codes over the ring Z4[u]/〈u2-1〉 based on the deletion distance. Theor. Comput. Sci. 773: 27-42 (2019) - [c99]Thongchai Dumrongpokaphan, Vladik Kreinovich, Songsak Sriboonchitta:
Why Threshold Models: A Theoretical Explanation. ECONVN 2019: 137-145 - [c98]Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta:
Value at Risk of the Stock Market in ASEAN-5. ECONVN 2019: 452-462 - [c97]Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta:
Analysis of Herding Behavior Using Bayesian Quantile Regression. ECONVN 2019: 795-805 - [c96]Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta:
Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign Exchange Market. ECONVN 2019: 806-817 - [c95]Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta:
Bayesian Approach for Mixture Copula Model. ECONVN 2019: 818-827 - [c94]Payap Tarkhamtham, Woraphon Yamaka, Songsak Sriboonchitta:
Modeling the Dependence Among Crude Oil, Stock and Exchange Rate: A Bayesian Smooth Transition Vector Autoregression. ECONVN 2019: 828-839 - [c93]Nartrudee Sapsaad, Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta:
Effect of FDI on the Economy of Host Country: Case Study of ASEAN and Thailand. ECONVN 2019: 840-852 - [c92]Wilawan Srichaikul, Woraphon Yamaka, Songsak Sriboonchitta:
The Effect of Energy Consumption on Economic Growth in BRICS Countries: Evidence from Panel Quantile Bayesian Regression. ECONVN 2019: 853-862 - [c91]Wachirawit Puttachai, Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta:
Analysis of the Global Economic Crisis Using the Cox Proportional Hazards Model. ECONVN 2019: 863-872 - [c90]Natthaphat Kingnetr, Supanika Leurcharusmee, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Income Risk Across Industries in Thailand: A Pseudo-Panel Analysis. ECONVN 2019: 898-909 - [c89]Worrawat Saijai, Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta:
Time-Varying Spillover Effect Among Oil Price and Macroeconomic Variables. ECONVN 2019: 1121-1131 - [c88]Ruofan Liao, Petchaluck Boonyakunakorn, Songsak Sriboonchitta:
VaR of SSE returns Based on Bayesian Markov-Switching GARCH Approach. ICBDT 2019: 339-343 - [c87]Bing Yang, Jianxu Liu, Songsak Sriboonchitta:
An Econometric Study of Inbound Tourism Demand in Hong Kong, Macao and Taiwan: A Case Study of Mainland China. IUKM 2019: 149-160 - [c86]Jittima Singvejsakul, Chukiat Chaiboonsri, Songsak Sriboonchitta:
The Dependence Structure and Portfolio Optimization in Economic Cycles: An Application in ASEAN Stock Market. IUKM 2019: 161-171 - [c85]Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta:
Hedging Benefit of Safe-Haven Gold in Terms of Co-skewness and Covariance in Stock Market. IUKM 2019: 172-183 - [c84]Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta:
Markov Switching Beta-skewed-t EGARCH. IUKM 2019: 184-196 - [c83]Jianxu Liu, Zihe Li, Changrui Dong, Songsak Sriboonchitta:
The Impact of Economic Growth, Energy Consumption and Trade Openness on Carbon Emissions: An Empirical Analysis in China. IUKM 2019: 235-244 - [c82]Yefan Zhou, Jirakom Sirisrisakulchai, Jianxu Liu, Songsak Sriboonchitta:
Factors Affecting Carbon Emissons in the G7 and BRICS Countries: Evidence from Quantile Regression. IUKM 2019: 406-417 - [p96]Hung T. Nguyen, Songsak Sriboonchitta, Nguyen Ngoc Thach:
On Quantum Probability Calculus for Modeling Economic Decisions. Structural Changes and their Econometric Modeling 2019: 18-34 - [p95]Songsak Sriboonchitta, Luc Longpré, Vladik Kreinovich, Thongchai Dumrongpokaphan:
Why the Best Predictive Models Are Often Different from the Best Explanatory Models: A Theoretical Explanation. Structural Changes and their Econometric Modeling 2019: 163-171 - [p94]Songsak Sriboonchitta, Hung T. Nguyen, Olga Kosheleva, Vladik Kreinovich, Thach Ngoc Nguyen:
Quantum Approach Explains the Need for Expert Knowledge: On the Example of Econometrics. Structural Changes and their Econometric Modeling 2019: 191-199 - [p93]Natthaphat Kingnetr, Supanika Leurcharusmee, Songsak Sriboonchitta:
Thailand's Household Income Inequality Revisited: Evidence from Decomposition Approaches. Structural Changes and their Econometric Modeling 2019: 220-234 - [p92]Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta:
Value at Risk of SET Returns Based on Bayesian Markov-Switching GARCH Approach. Structural Changes and their Econometric Modeling 2019: 329-341 - [p91]Chanamart Intapan, Songsak Sriboonchitta, Chukiat Chaiboonsri, Pairach Piboonrungroj:
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 2019: 389-401 - [p90]Woraphon Yamaka, Payap Tarkhamtham, Paravee Maneejuk, Songsak Sriboonchitta:
A Regime Switching Skew-Distribution Model of Contagion. Structural Changes and their Econometric Modeling 2019: 439-450 - [p89]Nopasit Chakpitak, Payap Tarkhamtham, Woraphon Yamaka, Songsak Sriboonchitta:
Structural Breaks Dependence Analysis of Oil, Natural Gas, and Heating Oil: A Vine-Copula Approach. Structural Changes and their Econometric Modeling 2019: 451-462 - [p88]Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta:
Markov Switching Quantile Model Unknown tau Energy Stocks Price Index Thailand. Structural Changes and their Econometric Modeling 2019: 488-496 - [p87]Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta:
A Regime Switching Vector Error Correction Model of Analysis of Cointegration in Oil, Gold, Stock Markets. Structural Changes and their Econometric Modeling 2019: 514-524 - [p86]Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta:
A Regime Switching Time-Varying Copula Approach to Oil and Stock Markets Dependence: The Case of G7 Economies. Structural Changes and their Econometric Modeling 2019: 525-540 - [p85]Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta:
Forecasting Exchange Rate with Linear and Non-linear Vector Autoregressive. Structural Changes and their Econometric Modeling 2019: 541-551 - [p84]Wilawan Srichaikul, Woraphon Yamaka, Songsak Sriboonchitta:
The Impacts of Macroeconomic Variables on Economic Growth: Evidence from China, Japan, and South Korea. Structural Changes and their Econometric Modeling 2019: 552-562 - [p83]Noppasit Chakpitak, Wilawan Srichaikul, Woraphon Yamaka, Songsak Sriboonchitta:
Determinants of Foreign Direct Investment Inflow in ASEAN Countries: Panel Threshold Approach and Panel Smooth Transition Regression Approach. Structural Changes and their Econometric Modeling 2019: 563-571 - [p82]Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta:
Measuring U.S. Business Cycle Using Markov-Switching Model: A Comparison Between Empirical Likelihood Estimation and Parametric Estimations. Structural Changes and their Econometric Modeling 2019: 596-606 - [p81]Chalerm Jaitang, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta:
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 2019: 607-619 - [p80]Kewalin Somboon, Chukiat Chaiboonsri, Satawat Wannapan, Songsak Sriboonchitta:
Investigating Structural Dependence in Natural Rubber Supplys Based on Entropy Analyses and Copulas. Structural Changes and their Econometric Modeling 2019: 639-647 - [p79]Chanamart Intapan, Songsak Sriboonchitta, Chukiat Chaiboonsri, Pairach Piboonrungroj:
Analytic on Long-Run Equilibrium Between Thailand's Economy and Business Tourism (MICE) Industry Using Bayesian Inference. Structural Changes and their Econometric Modeling 2019: 684-701 - [p78]Jianxu Liu, Hui Li, Songsak Sriboonchitta, Sanzidur Rahman:
Technical Efficiency Analysis of Top Agriculture Producing Countries in Asia: Zero Inefficiency Meta-Frontier Approach. Structural Changes and their Econometric Modeling 2019: 702-723 - [p77]Jianxu Liu, Yangnan Cheng, Sanzidur Rahman, Songsak Sriboonchitta:
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 2019: 724-744 - [e6]Vladik Kreinovich, Songsak Sriboonchitta:
Structural Changes and their Econometric Modeling. Studies in Computational Intelligence 808, Springer 2019, ISBN 978-3-030-04262-2 [contents] - [i2]Yuan Cao, Yonglin Cao, Hai Q. Dinh, Songsak Sriboonchitta, Guidong Wang:
Explicit representation for a class of Type 2 constacyclic codes over the ring F22[u]/〈u2λ〉 with even length. CoRR abs/1905.03621 (2019) - 2018
- [j36]Songsak Sriboonchitta, Vladik Kreinovich:
Why Are FGM Copulas Successful? A Simple Explanation. Adv. Fuzzy Syst. 2018: 5872195:1-5872195:5 (2018) - [j35]Yonglin Cao, Yuan Cao, Hai Q. Dinh, Fang-Wei Fu, Jian Gao, Songsak Sriboonchitta:
Constacyclic codes of length nps over 𝔽pm+u𝔽pm. Adv. Math. Commun. 12(2): 231-262 (2018) - [j34]Hai Q. Dinh, Abhay Kumar Singh, Sukhamoy Pattanayak, Songsak Sriboonchitta:
Cyclic DNA codes over the ring 𝔽2+u𝔽2+v𝔽2+uv𝔽2+v2𝔽2+uv2𝔽2. Des. Codes Cryptogr. 86(7): 1451-1467 (2018) - [j33]Hai Q. Dinh, Yun Fan, Hualu Liu, Xiusheng Liu, Songsak Sriboonchitta:
On self-dual constacyclic codes of length over. Discret. Math. 341(2): 324-335 (2018) - [j32]Hai Q. Dinh, Abhay Kumar Singh, Songsak Sriboonchitta:
Negacyclic codes of length 4ps over Fpm+uFpm and their duals. Discret. Math. 341(4): 1055-1071 (2018) - [j31]Hai Q. Dinh, Abhay Kumar Singh, Pratyush Kumar, Songsak Sriboonchitta:
On the structure of cyclic codes over the ring Z2s[u]∕〈uk〉. Discret. Math. 341(8): 2243-2275 (2018) - [j30]Wei Ou, Van-Nam Huynh, Songsak Sriboonchitta:
Training attractive attribute classifiers based on opinion features extracted from review data. Electron. Commer. Res. Appl. 32: 13-22 (2018) - [j29]Hai Q. Dinh, Abhay Kumar Singh, Narendra Kumar, Songsak Sriboonchitta:
On Constacyclic Codes Over ℤ4[v] / 〈v2-v〉 and Their Gray Images. IEEE Commun. Lett. 22(9): 1758-1761 (2018) - [j28]Hai Q. Dinh, Bac Trong Nguyen, Abhay Kumar Singh, Songsak Sriboonchitta:
Hamming and Symbol-Pair Distances of Repeated-Root Constacyclic Codes of Prime Power Lengths Over 𝔽pm+u𝔽pm. IEEE Commun. Lett. 22(12): 2400-2403 (2018) - [j27]Thierry Denoeux, Shoumei Li, Songsak Sriboonchitta:
Evaluating and Comparing Soft Partitions: An Approach Based on Dempster-Shafer Theory. IEEE Trans. Fuzzy Syst. 26(3): 1231-1244 (2018) - [j26]Hai Q. Dinh, Bac Trong Nguyen, Abhay Kumar Singh, Songsak Sriboonchitta:
On the Symbol-Pair Distance of Repeated-Root Constacyclic Codes of Prime Power Lengths. IEEE Trans. Inf. Theory 64(4): 2417-2430 (2018) - [c81]Michael Beer, Zitong Gong, Ingo Neumann, Songsak Sriboonchitta, Vladik Kreinovich:
What If We Do Not Know Correlations? ECONVN 2018: 78-85 - [c80]Vladik Kreinovich, Anh Hoang Ly, Olga Kosheleva, Songsak Sriboonchitta:
Efficient Parameter-Estimating Algorithms for Symmetry-Motivated Models: Econometrics and Beyond. ECONVN 2018: 134-145 - [c79]Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta:
Quantum Ideas in Economics Beyond Quantum Econometrics. ECONVN 2018: 146-151 - [c78]Somsak Chanaim, Chatchai Khiewngamdee, Songsak Sriboonchitta, Chongkolnee Rungruang:
A Convex Combination Method for Quantile Regression with Interval Data. ECONVN 2018: 440-449 - [c77]Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta:
Mixed-Copulas Approach in Examining the Relationship Between Oil Prices and ASEAN's Stock Markets. ECONVN 2018: 531-541 - [c76]Kobpongkit Navapan, Jianxu Liu, Songsak Sriboonchitta:
Forecasting Credit-to-GDP. ECONVN 2018: 542-552 - [c75]Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta:
Portfolio Selection with Stock, Gold and Bond in Thailand Under Vine Copulas Functions. ECONVN 2018: 698-711 - [c74]Varith Pipitpojanakarn, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta:
Expectile Kink Regression: An Application to Service Sector Output. ECONVN 2018: 859-869 - [c73]Tanarat Rattanadamrongaksorn, Duangthip Sirikanchanarak, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Adjusting Beliefs via Transformed Fuzzy Prices. ECONVN 2018: 870-889 - [c72]Roengchai Tansuchat, Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta:
Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model. ECONVN 2018: 902-915 - [c71]Kittawit Autchariyapanitkul, Olga Kosheleva, Vladik Kreinovich, Songsak Sriboonchitta:
Quantum Econometrics: How to Explain Its Quantitative Successes and How the Resulting Formulas Are Related to Scale Invariance, Entropy, and Fuzziness. IUKM 2018: 264-275 - [c70]Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta:
A Markov-Switching Model with Mixture Distribution Regimes. IUKM 2018: 312-323 - [c69]Quanrui Song, Songsak Sriboonchitta, Somsak Chanaim, Chongkolnee Rungruang:
Estimation of Volatility on the Small Sample with Generalized Maximum Entropy. IUKM 2018: 324-334 - [c68]Tanarat Rattanadamrongaksorn, Duangthip Sirikanchanarak, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Estimating and Predicting Financial Series by Entropy-Based Inferential Model. IUKM 2018: 335-346 - [c67]Arisara Romyen, Jianxu Liu, Songsak Sriboonchitta:
Impact of Trade Liberalization on Economic Growth in ASEAN: Copula-Based Seemingly Unrelated Regression Model. IUKM 2018: 349-360 - [c66]Saowaluk Duangin, Woraphon Yamaka, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Macroeconomic News Announcement and Thailand Stock Market. IUKM 2018: 408-419 - [c65]Saowaluk Duangin, Woraphon Yamaka, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Volatility Jump Detection in Thailand Stock Market. IUKM 2018: 445-456 - [c64]Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta:
Thai Export Efficiency in AFTA: Copula-Based Gravity Stochastic Frontier Model with Autocorrelated Inefficiency. IUKM 2018: 457-466 - [c63]Kewalin Somboon, Chukiat Chaiboonsri, Songsak Sriboonchitta:
Efficiency Analysis of Natural Rubber Production in ASEAN: The Comparison of Panel DEA and Bootstrapping Panel DEA Analysis Based Decision on Copula Approach. IUKM 2018: 467-476 - [p76]Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta, Olga Kosheleva:
How Better Are Predictive Models: Analysis on the Practically Important Example of Robust Interval Uncertainty. Predictive Econometrics and Big Data 2018: 205-213 - [p75]Vladik Kreinovich, Songsak Sriboonchitta:
Quantitative Justification for the Gravity Model in Economics. Predictive Econometrics and Big Data 2018: 214-221 - [p74]Songsak Sriboonchitta, Vladik Kreinovich:
A Bad Plan Is Better Than No Plan: A Theoretical Justification of an Empirical Observation. Predictive Econometrics and Big Data 2018: 266-272 - [p73]Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta:
Forecasting Thailand's Exports to ASEAN with Non-linear Models. Predictive Econometrics and Big Data 2018: 339-349 - [p72]Noppasit Chakpitak, Paravee Maneejuk, Somsak Chanaim, Songsak Sriboonchitta:
Thailand in the Era of Digital Economy: How Does Digital Technology Promote Economic Growth? Predictive Econometrics and Big Data 2018: 350-362 - [p71]Noppasit Chakpitak, Woraphon Yamaka, Songsak Sriboonchitta:
Comparing Linear and Nonlinear Models in Forecasting Telephone Subscriptions Using Likelihood Based Belief Functions. Predictive Econometrics and Big Data 2018: 363-374 - [p70]Saowaluk Duangin, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Volatility in Thailand Stock Market Using High-Frequency Data. Predictive Econometrics and Big Data 2018: 375-391 - [p69]Chalerm Jaitang, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta:
Analysis of Thailand's Foreign Direct Investment in CLMV Countries Using SUR Model with Missing Data. Predictive Econometrics and Big Data 2018: 408-421 - [p68]Rossarin Osathanunkul, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta:
The Role of Oil Price in the Forecasts of Agricultural Commodity Prices. Predictive Econometrics and Big Data 2018: 422-429 - [p67]Natthaphat Kingnetr, Tanaporn Tungtrakul, Songsak Sriboonchitta:
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 2018: 430-442 - [p66]Ji Ma, Jianxu Liu, Songsak Sriboonchitta:
A Portfolio Optimization Between US Dollar Index and Some Asian Currencies with a Copula-EGARCH Approach. Predictive Econometrics and Big Data 2018: 443-453 - [p65]Ji Ma, Jianxu Liu, Songsak Sriboonchitta:
Technical Efficiency Analysis of China's Agricultural Industry: A Stochastic Frontier Model with Panel Data. Predictive Econometrics and Big Data 2018: 454-463 - [p64]Kobpongkit Navapan, Petchaluck Boonyakunakorn, Songsak Sriboonchitta:
Forecasting the Growth of Total Debt Service Ratio with ARIMA and State Space Model. Predictive Econometrics and Big Data 2018: 492-501 - [p63]Rossarin Osathanunkul, Natthaphat Kingnetr, Songsak Sriboonchitta:
Emissions, Trade Openness, Urbanisation, and Income in Thailand: An Empirical Analysis. Predictive Econometrics and Big Data 2018: 517-535 - [p62]Songsak Sriboonchitta, Chukiat Chaiboonsri, Jittima Singvejsakul:
The Understanding of Dependent Structure and Co-movement of World Stock Exchanges Under the Economic Cycle. Predictive Econometrics and Big Data 2018: 573-589 - [p61]Teerawut Teetranont, Woraphon Yamaka, Songsak Sriboonchitta:
Generalize Weighted in Interval Data for Fitting a Vector Autoregressive Model. Predictive Econometrics and Big Data 2018: 600-612 - [p60]Teerawut Teetranont, Woraphon Yamaka, Songsak Sriboonchitta:
Asymmetric Effect with Quantile Regression for Interval-Valued Variables. Predictive Econometrics and Big Data 2018: 613-628 - [p59]Duangthip Sirikanchanarak, Tanaporn Tungtrakul, Songsak Sriboonchitta:
The Future of Global Rice Consumption: Evidence from Dynamic Panel Data Approach. Predictive Econometrics and Big Data 2018: 629-642 - [p58]Jirawan Suwannajak, Woraphon Yamaka, Songsak Sriboonchitta, Roengchai Tansuchat:
The Analysis of the Effect of Monetary Policy on Consumption and Investment in Thailand. Predictive Econometrics and Big Data 2018: 643-655 - [p57]Teerawut Teetranont, Somsak Chanaim, Woraphon Yamaka, Songsak Sriboonchitta:
Investigating Relationship Between Gold Price and Crude Oil Price Using Interval Data with Copula Based GARCH. Predictive Econometrics and Big Data 2018: 656-669 - [p56]Satawat Wannapan, Chukiat Chaiboonsri, Songsak Sriboonchitta:
Macro-Econometric Forecasting for During Periods of Economic Cycle Using Bayesian Extreme Value Optimization Algorithm. Predictive Econometrics and Big Data 2018: 706-723 - [p55]Woraphon Yamaka, Pathairat Pastpipatkul, Songsak Sriboonchitta:
Bayesian Empirical Likelihood Estimation for Kink Regression with Unknown Threshold. Predictive Econometrics and Big Data 2018: 752-766 - [e5]Vladik Kreinovich, Songsak Sriboonchitta, Nopasit Chakpitak:
Predictive Econometrics and Big Data. Studies in Computational Intelligence 753, Springer 2018, ISBN 978-3-319-70941-3 [contents] - [i1]Yuan Cao, Yonglin Cao, Hai Q. Dinh, Fang-Wei Fu, Jian Gao, Songsak Sriboonchitta:
A class of repeated-root constacyclic codes over 𝔽pm[u]/〈ue〉 of Type 2. CoRR abs/1805.05595 (2018) - 2017
- [j25]Christian Gouriéroux, Hung T. Nguyen, Songsak Sriboonchitta:
Nonparametric estimation of a scalar diffusion model from discrete time data: a survey. Ann. Oper. Res. 256(2): 203-219 (2017) - [j24]Wen-Tao Guo, Van-Nam Huynh, Songsak Sriboonchitta:
A proportional linguistic distribution based model for multiple attribute decision making under linguistic uncertainty. Ann. Oper. Res. 256(2): 305-328 (2017) - [j23]Hongbin Yan, Tieju Ma, Songsak Sriboonchitta, Van-Nam Huynh:
A stochastic dominance based approach to consumer-oriented Kansei evaluation with multiple priorities. Ann. Oper. Res. 256(2): 329-357 (2017) - [j22]Hai Q. Dinh, Sompong Dhompongsa, Songsak Sriboonchitta:
On constacyclic codes of length 4ps over Fpm+uFpm. Discret. Math. 340(4): 832-849 (2017) - [j21]Van-Doan Nguyen, Songsak Sriboonchitta, Van-Nam Huynh:
Using community preference for overcoming sparsity and cold-start problems in collaborative filtering system offering soft ratings. Electron. Commer. Res. Appl. 26: 101-108 (2017) - [j20]Hai Q. Dinh, Hien D. T. Nguyen, Songsak Sriboonchitta, Thang M. Vo:
Repeated-root constacyclic codes of prime power lengths over finite chain rings. Finite Fields Their Appl. 43: 22-41 (2017) - [j19]Hai Q. Dinh, Hongwei Liu, Xiusheng Liu, Songsak Sriboonchitta:
On structure and distances of some classes of repeated-root constacyclic codes over Galois rings. Finite Fields Their Appl. 43: 86-105 (2017) - [j18]Hai Q. Dinh, Abhay Kumar Singh, Songsak Sriboonchitta:
Constacyclic codes over finite commutative semi-simple rings. Finite Fields Their Appl. 45: 1-18 (2017) - [j17]Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse, Thierry Denoeux:
A double-copula stochastic frontier model with dependent error components and correction for sample selection. Int. J. Approx. Reason. 80: 174-184 (2017) - [j16]Sapa Chanyachatchawan, Hongbin Yan, Songsak Sriboonchitta, Van-Nam Huynh:
A linguistic representation based approach to modelling Kansei data and its application to consumer-oriented evaluation of traditional products. Knowl. Based Syst. 138: 124-133 (2017) - [c62]Ji Ma, Jiangxu Liu, Songsak Sriboonchitta:
VaR and Tail Dependence Between the US and Asian Stock Exchange Indices - An EGARCH-Copula Approach. FSDM 2017: 79-84 - [p54]Songsak Sriboonchitta, Hung T. Nguyen, Vladik Kreinovich, Olga Kosheleva:
Robustness as a Criterion for Selecting a Probability Distribution Under Uncertainty. Robustness in Econometrics 2017: 51-68 - [p53]Olga Kosheleva, Vladik Kreinovich, Songsak Sriboonchitta:
Econometric Models of Probabilistic Choice: Beyond McFadden's Formulas. Robustness in Econometrics 2017: 79-87 - [p52]Songsak Sriboonchitta, Woraphon Yamaka, Paravee Maneejuk, Pathairat Pastpipatkul:
A Generalized Information Theoretical Approach to Non-linear Time Series Model. Robustness in Econometrics 2017: 333-348 - [p51]Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta:
Predictive Recursion Maximum Likelihood of Threshold Autoregressive Model. Robustness in Econometrics 2017: 349-362 - [p50]Jianxu Liu, Chatchai Khiewngamdee, Songsak Sriboonchitta:
The Role of Asian Credit Default Swap Index in Portfolio Risk Management. Robustness in Econometrics 2017: 435-447 - [p49]Jianxu Liu, Duangthip Sirikanchanarak, Jiachun Xie, Songsak Sriboonchitta:
Chinese Outbound Tourism Demand to Singapore, Malaysia and Thailand Destinations: A Study of Political Events and Holiday Impacts. Robustness in Econometrics 2017: 449-469 - [p48]Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta:
Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime Models. Robustness in Econometrics 2017: 471-489 - [p47]Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Effect of Helmet Use on Severity of Head Injuries Using Doubly Robust Estimators. Robustness in Econometrics 2017: 491-500 - [p46]Kobpongkit Navapan, Jianxu Liu, Songsak Sriboonchitta:
Forecasting Cash Holding with Cash Deposit Using Time Series Approaches. Robustness in Econometrics 2017: 501-510 - [p45]Natthaphat Kingnetr, Tanaporn Tungtrakul, Songsak Sriboonchitta:
Forecasting GDP Growth in Thailand with Different Leading Indicators Using MIDAS Regression Models. Robustness in Econometrics 2017: 511-521 - [p44]Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta:
Testing the Validity of Economic Growth Theories Using Copula-Based Seemingly Unrelated Quantile Kink Regression. Robustness in Econometrics 2017: 523-541 - [p43]Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta:
Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink Model. Robustness in Econometrics 2017: 543-559 - [p42]Pathairat Pastpipatkul, Petchaluck Boonyakunakorn, Songsak Sriboonchitta:
Gravity Model of Trade with Linear Quantile Mixed Models Approach. Robustness in Econometrics 2017: 561-574 - [p41]Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta:
Stochastic Frontier Model in Financial Econometrics: A Copula-Based Approach. Robustness in Econometrics 2017: 575-586 - [p40]Tanaporn Tungtrakul, Natthaphat Kingnetr, Songsak Sriboonchitta:
Do We Have Robust GARCH Models Under Different Mean Equations: Evidence from Exchange Rates of Thailand? Robustness in Econometrics 2017: 599-613 - [p39]Roengchai Tansuchat, Woraphon Yamaka, Kritsana Khemawanit, Songsak Sriboonchitta:
Analyzing the Contribution of ASEAN Stock Markets to Systemic Risk. Robustness in Econometrics 2017: 649-666 - [p38]Phachongchit Tibprasorn, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta:
Estimating Efficiency of Stock Return with Interval Data. Robustness in Econometrics 2017: 667-678 - [p37]K. Chuangchid, Kittawit Autchariyapanitkul, Songsak Sriboonchitta:
The Impact of Extreme Events on Portfolio in Financial Risk Management. Robustness in Econometrics 2017: 679-690 - [p36]Pheara Pheang, Jianxu Liu, Jirakom Sirisrisakulchai, Chukiat Chaiboonsri, Songsak Sriboonchitta:
Foreign Direct Investment, Exports and Economic Growth in ASEAN Region: Empirical Analysis from Panel Data. Robustness in Econometrics 2017: 691-705 - [e4]Vladik Kreinovich, Songsak Sriboonchitta, Van-Nam Huynh:
Robustness in Econometrics. Studies in Computational Intelligence 692, 2017, ISBN 978-3-319-50741-5 [contents] - 2016
- [j15]Hai Q. Dinh, Sompong Dhompongsa, Songsak Sriboonchitta:
Repeated-root constacyclic codes of prime power length over and their duals. Discret. Math. 339(6): 1706-1715 (2016) - [j14]Orakanya Kanjanatarakul, Thierry Denoeux, Songsak Sriboonchitta:
Prediction of future observations using belief functions: A likelihood-based approach. Int. J. Approx. Reason. 72: 71-94 (2016) - [j13]Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta:
Need for Data Processing Naturally Leads to Fuzzy Logic (and Neural Networks): Fuzzy Beyond Experts and Beyond Probabilities. Int. J. Intell. Syst. 31(3): 276-293 (2016) - [j12]Thierry Denoeux, Songsak Sriboonchitta, Orakanya Kanjanatarakul:
Evidential clustering of large dissimilarity data. Knowl. Based Syst. 106: 179-195 (2016) - [c61]Orakanya Kanjanatarakul, Songsak Sriboonchitta, Thierry Denoeux:
k-EVCLUS: Clustering Large Dissimilarity Data in the Belief Function Framework. BELIEF 2016: 105-112 - [c60]Tanarat Rattanadamrongaksorn, Jirakom Sirisrisakulchai, Songsak Sriboonjitta:
Usages of Fuzzy Returns on Markowitz's Portfolio Selection. IUKM 2016: 124-135 - [c59]Jirakom Sirisrisakulchai, Napat Harnpornchai, Kittawit Autchariyapanitkul, Songsak Sriboonchitta:
A Flood Risk Assessment Based on Maximum Flow Capacity of Canal System. IUKM 2016: 136-148 - [c58]Somsak Chanaim, Songsak Sriboonchitta, Chongkolnee Rungruang:
A Convex Combination Method for Linear Regression with Interval Data. IUKM 2016: 469-480 - [c57]Pathairat Pastpipatkul, Nisit Panthamit, Woraphon Yamaka, Songsak Sriboonchitta:
A Copula-Based Markov Switching Seemingly Unrelated Regression Approach for Analysis the Demand and Supply on Sugar Market. IUKM 2016: 481-492 - [c56]Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta:
The Best Copula Modeling of Dependence Structure Among Gold, Oil Prices, and U.S. Currency. IUKM 2016: 493-507 - [c55]Krit Lattayaporn, Jianxu Liu, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Modeling and Forecasting Interdependence of the ASEAN-5 Stock Markets and the US, Japan and China. IUKM 2016: 508-519 - [c54]Songsak Sriboonchitta, Vladik Kreinovich, Olga Kosheleva, Hung T. Nguyen:
Need for Most Accurate Discrete Approximations Explains Effectiveness of Statistical Methods Based on Heavy-Tailed Distributions. IUKM 2016: 523-531 - [c53]Kongliang Zhu, Woraphon Yamaka, Songsak Sriboonchitta:
Pair Trading Rule with Switching Regression GARCH Model. IUKM 2016: 586-598 - [c52]Tanaporn Tungtrakul, Natthaphat Kingnetr, Songsak Sriboonchitta:
An Empirical Confirmation of the Superior Performance of MIDAS over ARIMAX. IUKM 2016: 601-611 - [c51]Methas Rattanasorn, Jianxu Liu, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Modelling Co-movement and Portfolio Optimization of Gold and Global Major Currencies. IUKM 2016: 612-623 - [c50]Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta:
Does Asian Credit Default Swap Index Improve Portfolio Performance? IUKM 2016: 624-636 - [c49]Phachongchit Tibprasorn, Somsak Chanaim, Songsak Sriboonchitta:
A Copula-Based Stochastic Frontier Model and Efficiency Analysis: Evidence from Stock Exchange of Thailand. IUKM 2016: 637-648 - [c48]Paravee Maneejuk, Pathairat Pastpipatkul, Songsak Sriboonchitta:
Economic Growth and Income Inequality: Evidence from Thailand. IUKM 2016: 649-663 - [c47]Pathairat Pastpipatkul, Petchaluck Boonyakunakorn, Songsak Sriboonchitta:
Thailand's Export and ASEAN Economic Integration: A Gravity Model with State Space Approach. IUKM 2016: 664-674 - [c46]Roengchai Tansuchat, Paravee Maneejuk, Songsak Sriboonchitta:
Volatility Hedging Model for Precious Metal Futures Returns. IUKM 2016: 675-688 - [c45]Varith Pipitpojanakarn, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta:
Analysis of Agricultural Production in Asia and Measurement of Technical Efficiency Using Copula-Based Stochastic Frontier Quantile Model. IUKM 2016: 701-714 - [c44]Vladik Kreinovich, Songsak Sriboonchitta:
For Multi-interval-valued Fuzzy Sets, Centroid Defuzzification Is Equivalent to Defuzzifying Its Interval Hull: A Theorem. MICAI (1) 2016: 211-218 - [c43]Sapa Chanyachatchawan, Hongbin Yan, Songsak Sriboonchitta, Van-Nam Huynh:
A Linguistic Representation Method for Kansei Data. SCIS&ISIS 2016: 194-199 - [p35]Vladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta:
Across-the-Board Spending Cuts Are Very Inefficient: A Proof. Causal Inference in Econometrics 2016: 109-118 - [p34]Vladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta:
Invariance Explains Multiplicative and Exponential Skedactic Functions. Causal Inference in Econometrics 2016: 119-131 - [p33]Vladik Kreinovich, Olga Kosheleva, Hung T. Nguyen, Songsak Sriboonchitta:
Why Some Families of Probability Distributions Are Practically Efficient: A Symmetry-Based Explanation. Causal Inference in Econometrics 2016: 133-152 - [p32]Warut Pannakkong, Van-Nam Huynh, Songsak Sriboonchitta:
ARIMA Versus Artificial Neural Network for Thailand's Cassava Starch Export Forecasting. Causal Inference in Econometrics 2016: 255-277 - [p31]Apiwat Ayusuk, Songsak Sriboonchitta:
Copula Based Volatility Models and Extreme Value Theory for Portfolio Simulation with an Application to Asian Stock Markets. Causal Inference in Econometrics 2016: 279-293 - [p30]Kanchit Suknark, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Modeling Dependence of Health Behaviors Using Copula-Based Bivariate Ordered Probit. Causal Inference in Econometrics 2016: 295-306 - [p29]Kanchit Suknark, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Reinvestigating the Effect of Alcohol Consumption on Hypertension Disease. Causal Inference in Econometrics 2016: 307-318 - [p28]Kittawit Autchariyapanitkul, Sutthiporn Piamsuwannakit, Somsak Chanaim, Songsak Sriboonchitta:
Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based Approach. Causal Inference in Econometrics 2016: 319-331 - [p27]Duangthip Sirikanchanarak, Jianxu Liu, Songsak Sriboonchitta, Jiachun Xie:
Analysis of Transmission and Co-Movement of Rice Export Prices Between Thailand and Vietnam. Causal Inference in Econometrics 2016: 333-346 - [p26]Chen Yang, Songsak Sriboonchitta, Jirakom Sirisrisakulchai, Jianxu Liu:
Modeling Co-Movement and Risk Management of Gold and Silver Spot Prices. Causal Inference in Econometrics 2016: 347-362 - [p25]Nantiworn Thianpaen, Somsak Chanaim, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Efficient Frontier of Global Healthcare Portfolios Using High Dimensions of Copula Models. Causal Inference in Econometrics 2016: 363-372 - [p24]Nantiworn Thianpaen, Songsak Sriboonchitta:
Analyzing MSCI Global Healthcare Return and Volatility with Structural Change Based on Residual CUSUM GARCH Approach. Causal Inference in Econometrics 2016: 373-383 - [p23]Nyo Min, Songsak Sriboonchitta, Vicente Ramos:
Nonlinear Estimations of Tourist Arrivals to Thailand: Forecasting Tourist Arrivals by Using SETAR Models and STAR Models. Causal Inference in Econometrics 2016: 401-413 - [p22]Ornanong Puarattanaarunkorn, Teera Kiatmanaroch, Songsak Sriboonchitta:
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 2016: 415-435 - [p21]Pathairat Pastpipatkul, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta:
Seemingly Unrelated Regression Based Copula: An Application on Thai Rice Market. Causal Inference in Econometrics 2016: 437-450 - [p20]Roengchai Tansuchat, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta:
Price Transmission Mechanism in the Thai Rice Market. Causal Inference in Econometrics 2016: 451-461 - [p19]Xue Gong, Songsak Sriboonchitta:
The Causal Relationship between Government Opinions and Chinese Stock Market in Social Media Era. Causal Inference in Econometrics 2016: 481-493 - [p18]Tanaporn Tungtrakul, Kunsuda Nimanussornkul, Songsak Sriboonchitta:
Macroeconomic Factors Affecting the Growth Rate of FDI of AEC Member Countries Using Panel Quantile Regression. Causal Inference in Econometrics 2016: 507-514 - [p17]Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta:
Effect of Quantitative Easing on ASEAN-5 Financial Markets. Causal Inference in Econometrics 2016: 525-543 - [p16]Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta:
Dependence Structure of and Co-Movement Between Thai Currency and International Currencies After Introduction of Quantitative Easing. Causal Inference in Econometrics 2016: 545-564 - [p15]Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta:
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 2016: 565-586 - [e3]Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta:
Causal Inference in Econometrics. Studies in Computational Intelligence 622, Springer 2016, ISBN 978-3-319-27283-2 [contents] - 2015
- [j11]Songsak Sriboonchitta, Jianxu Liu, Jirakom Sirisrisakulchai:
Willingness-to-pay estimation using generalized maximum-entropy: A case study. Int. J. Approx. Reason. 60: 1-7 (2015) - [j10]Aree Wiboonpongse, Jianxu Liu, Songsak Sriboonchitta, Thierry Denoeux:
Modeling dependence between error components of the stochastic frontier model using copula: Application to intercrop coffee production in Northern Thailand. Int. J. Approx. Reason. 65: 34-44 (2015) - [j9]Hung T. Nguyen, Songsak Sriboonchitta, Berlin Wu:
A Statistical Basis for Fuzzy Engineering Economics. Int. J. Fuzzy Syst. 17(1): 1-11 (2015) - [j8]Songsak Sriboonchitta, Olga Kosheleva, Hung T. Nguyen:
Why are Vine Copulas so Successful in Econometrics? Int. J. Uncertain. Fuzziness Knowl. Based Syst. 23(Supplement-1): 133-142 (2015) - [j7]Napat Harnpornchai, Kittawit Autchariyapanitkul, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Optimal Outpatient Appointment System with Uncertain Parameters Using Adaptive-Penalty Genetic Algorithm. J. Adv. Comput. Intell. Intell. Informatics 19(5): 585-592 (2015) - [j6]Jirakom Sirisrisakulchai, Kittawit Autchariyapanitkul, Napat Harnpornchai, Songsak Sriboonchitta:
Portfolio Optimization of Financial Returns Using Fuzzy Approach with NSGA-II Algorithm. J. Adv. Comput. Intell. Intell. Informatics 19(5): 619-623 (2015) - [j5]Thierry Denoeux, Orakanya Kanjanatarakul, Songsak Sriboonchitta:
EK-NNclus: A clustering procedure based on the evidential K-nearest neighbor rule. Knowl. Based Syst. 88: 57-69 (2015) - [c42]Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta, Olga Kosheleva:
Why Copulas Have Been Successful in Many Practical Applications: A Theoretical Explanation Based on Computational Efficiency. IUKM 2015: 112-125 - [c41]Hung T. Nguyen, Vladik Kreinovich, Olga Kosheleva, Songsak Sriboonchitta:
Why ARMAX-GARCH Linear Models Successfully Describe Complex Nonlinear Phenomena: A Possible Explanation. IUKM 2015: 138-150 - [c40]Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta:
A Copula-Based Stochastic Frontier Model for Financial Pricing. IUKM 2015: 151-162 - [c39]Sutthiporn Piamsuwannakit, Kittawit Autchariyapanitkul, Songsak Sriboonchitta, Rujira Ouncharoen:
Capital Asset Pricing Model with Interval Data. IUKM 2015: 163-170 - [c38]Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta:
Co-Movement and Dependency Between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, Oil Price, and Gold Price. IUKM 2015: 362-373 - [c37]Pathairat Pastpipatkul, Woraphon Yamaka, Aree Wiboonpongse, Songsak Sriboonchitta:
Spillovers of Quantitative Easing on Financial Markets of Thailand, Indonesia, and the Philippines. IUKM 2015: 374-388 - [c36]Pathairat Pastpipatkul, Warawut Ruankham, Aree Wiboonpongse, Songsak Sriboonchitta:
Impacts of Quantitative Easing Policy of United States of America on Thai Economy by MS-SFABVAR. IUKM 2015: 389-402 - [c35]Jianxu Liu, Songsak Sriboonchitta, Panisara Phochanachan, Jiechen Tang:
Volatility and Dependence for Systemic Risk Measurement of the International Financial System. IUKM 2015: 403-414 - [c34]Woraphon Yamaka, Pathairat Pastpipatkul, Songsak Sriboonchitta:
Business Cycle of International Tourism Demand in Thailand: A Markov-Switching Bayesian Vector Error Correction Model. IUKM 2015: 415-427 - [c33]Teera Kiatmanaroch, Ornanong Puarattanaarunkorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta:
Volatility Linkages Between Price Returns of Crude Oil and Crude Palm Oil in the ASEAN Region: A Copula Based GARCH Approach. IUKM 2015: 428-439 - [c32]Xue Gong, Songsak Sriboonchitta, Jianxu Liu:
The Economic Evaluation of Volatility Timing on Commodity Futures Using Periodic GARCH-Copula Model. IUKM 2015: 440-451 - [c31]Nyo Min, Songsak Sriboonchitta:
On the Estimation of Western Countries' Tourism Demand for Thailand Taking into Account of Possible Structural Changes Leading to a Better Prediction. IUKM 2015: 452-463 - [c30]Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta:
Welfare Measurement on Thai Rice Market: A Markov Switching Bayesian Seemingly Unrelated Regression. IUKM 2015: 464-477 - [c29]Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Modeling Daily Peak Electricity Demand in Thailand. IUKM 2015: 478-487 - [c28]Martine Ceberio, Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta, Rujira Ouncharoen:
What is the Right Context for an Engineering Problem: Finding Such a Context is NP-Hard. SSCI 2015: 1615-1620 - [p14]Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta:
What if We Only Have Approximate Stochastic Dominance? Econometrics of Risk 2015: 53-61 - [p13]Orakanya Kanjanatarakul, Nachatchapong Kaewsompong, Songsak Sriboonchitta, Thierry Denoeux:
Estimation and Prediction Using Belief Functions: Application to Stochastic Frontier Analysis. Econometrics of Risk 2015: 171-184 - [p12]Supanika Leurcharusmee, Jirakom Sirisrisakulchai, Songsak Sriboonchitta, Thierry Denoeux:
The Classifier Chain Generalized Maximum Entropy Model for Multi-label Choice Problems. Econometrics of Risk 2015: 185-199 - [p11]Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta:
Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model. Econometrics of Risk 2015: 219-231 - [p10]Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta:
Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplace Distribution. Econometrics of Risk 2015: 233-244 - [p9]Sutthiporn Piamsuwannakit, Songsak Sriboonchitta:
Forecasting Risk and Returns: CAPM Model with Belief Functions. Econometrics of Risk 2015: 259-271 - [p8]Jianxu Liu, Songsak Sriboonchitta, Roland-Holst David, David Zilberman, Aree Wiboonpongse:
Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel. Econometrics of Risk 2015: 287-303 - [p7]Xue Gong, Songsak Sriboonchitta:
Optimal Portfolio Selection Using Maximum Entropy Estimation Accounting for the Firm Specific Characteristics. Econometrics of Risk 2015: 305-318 - [p6]Apiwat Ayusuk, Songsak Sriboonchitta:
Risk, Return and International Portfolio Analysis: Entropy and Linear Belief Functions. Econometrics of Risk 2015: 319-328 - [p5]Jiechen Tang, Songsak Sriboonchitta, Xinyu Yuan:
Forecasting Inbound Tourism Demand to China Using Time Series Models and Belief Functions. Econometrics of Risk 2015: 329-341 - [p4]Nyo Min, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Forecasting Tourist Arrivals to Thailand Using Belief Functions. Econometrics of Risk 2015: 343-357 - [p3]Anyarat Wichian, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Copula Based Polychotomous Choice Selectivity Model: Application to Occupational Choice and Wage Determination of Older Workers. Econometrics of Risk 2015: 359-375 - [p2]Panisara Phochanachan, Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Estimating Oil Price Value at Risk Using Belief Functions. Econometrics of Risk 2015: 377-389 - [p1]Hung T. Nguyen, Songsak Sriboonchitta:
On Fuzzy Theory for Econometrics. Fifty Years of Fuzzy Logic and its Applications 2015: 401-414 - [e2]Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, Komsan Suriya:
Econometrics of Risk. Studies in Computational Intelligence 583, Springer 2015, ISBN 978-3-319-13448-2 [contents] - 2014
- [j4]Orakanya Kanjanatarakul, Songsak Sriboonchitta, Thierry Denoeux:
Forecasting using belief functions: An application to marketing econometrics. Int. J. Approx. Reason. 55(5): 1113-1128 (2014) - [c27]Supanika Leurcharusmee, Peerapat Jatukannyaprateep, Songsak Sriboonchitta, Thierry Denoeux:
The Evidence-Theoretic k-NN Rule for Rank-Ordered Data: Application to Predict an Individual's Source of Loan. Belief Functions 2014: 58-67 - [c26]Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta, Thierry Denoeux:
Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions. Belief Functions 2014: 219-226 - [c25]Orakanya Kanjanatarakul, Philai Lertpongpiroon, Sombat Singkharat, Songsak Sriboonchitta:
Econometric Forecasting Using Linear Regression and Belief Functions. Belief Functions 2014: 304-312 - [c24]Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta:
How to Detect Linear Dependence on the Copula Level? TES 2014: 63-79 - [c23]Songsak Sriboonchitta, Jianxu Liu, Vladik Kreinovich, Hung T. Nguyen:
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 2014: 169-184 - [c22]Chakorn Praprom, Songsak Sriboonchitta:
Extreme Value Copula Analysis of Dependences between Exchange Rates and Exports of Thailand. TES 2014: 187-199 - [c21]Tongvang Xiongtoua, Songsak Sriboonchitta:
Analysis of Volatility of and Dependence between Exchange Rate and Inflation Rate in Lao People's Democratic Republic Using Copula-Based GARCH Approach. TES 2014: 201-214 - [c20]Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Modeling Dependence of Accident-Related Outcomes Using Pair Copula Constructions for Discrete Data. TES 2014: 215-228 - [c19]Chakorn Praprom, Songsak Sriboonchitta:
Dependence Analysis of Exchange Rate and International Trade of Thailand: Application of Vine Copulas. TES 2014: 229-243 - [c18]Songsak Sriboonchitta, Jianxu Liu, Vladik Kreinovich, Hung T. Nguyen:
A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets. TES 2014: 245-257 - [c17]Jianxu Liu, Songsak Sriboonchitta, Hung T. Nguyen, Vladik Kreinovich:
Studying Volatility and Dependency of Chinese Outbound Tourism Demand in Singapore, Malaysia, and Thailand: A Vine Copula Approach. TES 2014: 259-274 - [c16]Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse:
Vine Copula-Cross Entropy Evaluation of Dependence Structure and Financial Risk in Agricultural Commodity Index Returns. TES 2014: 275-287 - [c15]Jing Dai, Songsak Sriboonchitta, Cheng Zi, Yunjuan Yang:
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 2014: 289-305 - [c14]Teera Kiatmanaroch, Songsak Sriboonchitta:
Dependence Structure between Crude Oil, Soybeans, and Palm Oil in ASEAN Region: Energy and Food Security Context. TES 2014: 329-341 - [c13]Ornanong Puarattanaarunkorn, Songsak Sriboonchitta:
Copula Based GARCH Dependence Model of Chinese and Korean Tourist Arrivals to Thailand: Implications for Risk Management. TES 2014: 343-365 - [c12]Ornanong Puarattanaarunkorn, Songsak Sriboonchitta:
Analyzing Relationship between Tourist Arrivals from China and India to Thailand Using Copula Based GARCH and Seasonal Pattern. TES 2014: 367-382 - [c11]Ornanong Puarattanaarunkorn, Songsak Sriboonchitta:
Modeling Dependency in Tourist Arrivals to Thailand from China, Korea, and Japan Using Vine Copulas. TES 2014: 383-398 - [c10]Teera Kiatmanaroch, Songsak Sriboonchitta:
Relationship between Exchange Rates, Palm Oil Prices, and Crude Oil Prices: A Vine Copula Based GARCH Approach. TES 2014: 399-413 - [c9]Phattanan Boonyanuphong, Songsak Sriboonchitta:
An Analysis of Interdependencies among Energy, Biofuel, and Agricultural Markets Using Vine Copula Model. TES 2014: 415-429 - [c8]Phattanan Boonyanuphong, Songsak Sriboonchitta:
An Analysis of Volatility and Dependence between Rubber Spot and Futures Prices Using Copula-Extreme Value Theory. TES 2014: 431-444 - [c7]Arjaree Thongon, Songsak Sriboonchitta, Yongyut Laosiritaworn:
Effect of Markets Temperature on Stock-Price: Monte Carlo Simulation on Spin Model. TES 2014: 445-453 - [c6]Chalisa Kallayanamitra, Pisit Leeahtam, Manoj Potapohn, Bruce A. Wilcox, Songsak Sriboonchitta:
An Integration of Eco-Health One-Health Transdisciplinary Approach and Bayesian Belief Network. TES 2014: 463-477 - [c5]Jirakom Sirisrisakulchai, Songsak Sriboonchitta:
Factors Affecting Hospital Stay Involving Drunk Driving and Non-Drunk Driving in Phuket, Thailand. TES 2014: 479-489 - [c4]Xue Gong, Songsak Sriboonchitta:
How Macroeconomic Factors and International Prices Affect Agriculture Prices Volatility?-Evidence from GARCH-X Model. TES 2014: 491-504 - [c3]Xue Gong, Songsak Sriboonchitta:
Co-movement of Prices of Energy and Agricultural Commodities in Biofuel Era: A Period-GARCH Copula Approach. TES 2014: 505-519 - [e1]Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta:
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. Advances in Intelligent Systems and Computing 251, Springer 2014, ISBN 978-3-319-03394-5 [contents] - 2013
- [j3]Songsak Sriboonchitta, Hung T. Nguyen, Aree Wiboonpongse, Jianxu Liu:
Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulas. Int. J. Approx. Reason. 54(6): 793-808 (2013) - [j2]Warattaya Chinnakum, Songsak Sriboonchitta, Pathairat Pastpipatkul:
Factors affecting economic output in developed countries: A copula approach to sample selection with panel data. Int. J. Approx. Reason. 54(6): 809-824 (2013) - 2010
- [c2]Hung T. Nguyen, Songsak Sriboonchitta:
On Choquet Integral Risk Measures. IUM 2010: 15-22 - [c1]Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta:
Symmetries: A General Approach to Integrated Uncertainty Management. IUM 2010: 141-152
2000 – 2009
- 2009
- [j1]Chia-Lin Chang, Songsak Sriboonchitta, Aree Wiboonpongse:
Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation. Math. Comput. Simul. 79(5): 1730-1744 (2009)
Coauthor Index
[j58] [j57] [j53] [j51] [j48] [c97] [c96] [c95] [c94] [c93] [c92] [c91] [c89] [c85] [c84] [p90] [p89] [p88] [p87] [p86] [p85] [p84] [p83] [p82] [c77] [c75] [c74] [c72] [c70] [c66] [c65] [p71] [p68] [p61] [p60] [p58] [p57] [p55] [p52] [p51] [p48] [p43] [p39] [p38] [c57] [c53] [c50] [c45] [p17] [p16] [p15] [c38] [c37] [c34]
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