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ORCIDKittawit Autchariyapanitkul
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2020 – today
- 2022
[c9]Kittawit Autchariyapanitkul, Terdthiti Chitkasame, Namchok Chimprang
, Chaiwat Klinlampu:
Investigating the Predictive Power of Google Trend and Real Price Indexes in Forecasting the Inflation Volatility. IUKM 2022: 355-367
2010 – 2019
- 2018
- [c8]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 - [p7]Ziwei Ma, Xiaonan Zhu, Tonghui Wang, Kittawit Autchariyapanitkul:
Joint Plausibility Regions for Parameters of Skew Normal Family. Predictive Econometrics and Big Data 2018: 233-245 - [p6]Xiaonan Zhu, Tonghui Wang, S. T. Boris Choy, Kittawit Autchariyapanitkul:
Measures of Mutually Complete Dependence for Discrete Random Vectors. Predictive Econometrics and Big Data 2018: 303-317 - 2017
- [c7]Hung T. Nguyen, Kittawit Autchariyapanitkul, Vladik Kreinovich:
Fuzzy techniques explain empirical power law governing wars and terrorist attacks. IFSA-SCIS 2017: 1-4 - [c6]Hung T. Nguyen, Kittawit Autchariyapanitkul, Olga Kosheleva, Vladik Kreinovich:
Uncertain information fusion and knowledge integration: How to take reliability into account. IFSA-SCIS 2017: 1-8 - [p5]Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta:
Stochastic Frontier Model in Financial Econometrics: A Copula-Based Approach. Robustness in Econometrics 2017: 575-586 - [p4]K. Chuangchid, Kittawit Autchariyapanitkul, Songsak Sriboonchitta:
The Impact of Extreme Events on Portfolio in Financial Risk Management. Robustness in Econometrics 2017: 679-690 - 2016
- [c5]Jirakom Sirisrisakulchai, Napat Harnpornchai, Kittawit Autchariyapanitkul, Songsak Sriboonchitta:
A Flood Risk Assessment Based on Maximum Flow Capacity of Canal System. IUKM 2016: 136-148 - [p3]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 - 2015
- [j2]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) - [j1]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) - [c4]Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta:
A Copula-Based Stochastic Frontier Model for Financial Pricing. IUKM 2015: 151-162 - [c3]Sutthiporn Piamsuwannakit, Kittawit Autchariyapanitkul, Songsak Sriboonchitta, Rujira Ouncharoen:
Capital Asset Pricing Model with Interval Data. IUKM 2015: 163-170 - [c2]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 - [p2]Kittawit Autchariyapanitkul, Somsak Chanaim, Songsak Sriboonchitta:
Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model. Econometrics of Risk 2015: 219-231 - [p1]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 - 2014
- [c1]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
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