default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDSongsak Sriboonchitta
Songsak Sriboonjitta – ทรงศักดิ ศรีบุญจิตต์
Person information
- affiliation: Chiang Mai University, Thailand
- unicode name: ทรงศักดิ ศรีบุญจิตต์
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
showing all ?? records
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]
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-10-07 21:21 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
