Songsak Sriboonchitta

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time-varying correlations
Applied Stochastic Models in Business and Industry
2024-07-18Paper
Why Bohmian approach to quantum econometrics: an algebraic explanation
 
2024-05-30Paper
Clustering mixed numerical and categorical data with missing values
Information Sciences
2023-11-23Paper
Beyond Deep Learning: An Econometric Example
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
2023-01-31Paper
Entropy inference in smooth transition kink regression
Communications in Statistics. Simulation and Computation
2022-12-13Paper
The impact of oil shock on exchange rates in BRICS countries: a Markov switching model
 
2022-10-25Paper
Contagion effects among stock markets, treasury bill, petroleum, gold, and cryptocurrency during the COVID-19 pandemic: a dynamic conditional correlation approach
 
2022-10-25Paper
A Bayesian analysis of the determinants of China's overseas contracted projects in countries along the belt and road initiative
Studies in Computational Intelligence
2021-12-10Paper
Probabilistic and more general uncertainty-based (e.g., fuzzy) approaches to crisp clustering explain the empirical success of the K-sets algorithm
Recent Developments in Fuzzy Logic and Fuzzy Sets
2021-12-09Paper
Does the Kuznets curve exist in Thailand? A two decades' perspective (1993--2015)
Annals of Operations Research
2021-11-08Paper
A trivariate Gaussian copula stochastic frontier model with sample selection
International Journal of Approximate Reasoning
2021-10-27Paper
Housing risk and its influence on house price: an expected utility approach
Mathematical Problems in Engineering
2021-05-07Paper
Hysteretic Poisson INGARCH model for integer-valued time series
Statistical Modelling
2020-12-30Paper
Beyond integration: a symmetry-based approach to reaching stationarity in economic time series
 
2020-12-15Paper
A note on skew cyclic codes over a class of rings
Algebra Colloquium
2020-11-10Paper
Forecasting using information and entropy based on belief functions
Complexity
2020-10-21Paper
How to Reconcile Maximum Entropy Approach with Intuition: E.g., Should Interval Uncertainty Be Represented by a Uniform Distribution
Statistical and Fuzzy Approaches to Data Processing, with Applications to Econometrics and Other Areas
2020-10-16Paper
scientific article; zbMATH DE number 7255561 (Why is no real title available?)
 
2020-10-05Paper
Preferences (partial pre-orders) on complex numbers -- in view of possible use in quantum econometrics
 
2020-10-05Paper
scientific article; zbMATH DE number 7255568 (Why is no real title available?)
 
2020-10-05Paper
scientific article; zbMATH DE number 7255572 (Why is no real title available?)
 
2020-10-05Paper
Forecasting GDP in Asian countries using relevant vector machines
 
2020-10-05Paper
scientific article; zbMATH DE number 7255567 (Why is no real title available?)
 
2020-10-05Paper
Time-varying threshold regression model using the Kalman filter method
 
2020-09-15Paper
scientific article; zbMATH DE number 7247637 (Why is no real title available?)
 
2020-09-15Paper
Causal effect for ordinal outcomes from observational data: Bayesian approach
 
2020-09-15Paper
Capital asset pricing model through quantile regression: an entropy approach
 
2020-09-15Paper
Multi-asset portfolio returns: a Markov switching copula-based approach
 
2020-09-15Paper
Which robust versions of sample variance and sample covariance are most appropriate for econometrics: symmetry-based analysis
 
2020-09-15Paper
Robust regression for capital asset pricing model using Bayesian approach
 
2020-09-15Paper
scientific article; zbMATH DE number 7247634 (Why is no real title available?)
 
2020-09-15Paper
Analyzing the effect of time-varying factors for Thai rice export
 
2020-09-15Paper
How to get beyond uniform when applying maxent to interval uncertainty
 
2020-09-15Paper
MaxEnt-based explanation of why financial analysts systematically under-predict companies' performance
 
2020-09-15Paper
Coffee stochastic frontier model with maximum entropy
 
2020-09-15Paper
Measurement and comparison of rice production efficiency in Thailand and India: an efficient frontier approach
 
2020-09-15Paper
Child-gender preference generalized maximum entropy approach
 
2020-09-15Paper
scientific article; zbMATH DE number 7246957 (Why is no real title available?)
 
2020-09-14Paper
A mixture of canonical vine copula-GARCH approach for modeling dependence of European electricity markets
 
2020-09-14Paper
Dependence structure between world crude oil prices: evidence from NYMEX, ICE, and DME markets
 
2020-09-14Paper
Dependence structure between TOURISM and TRANS sector indices of the stock exchange of Thailand
 
2020-09-14Paper
The impact of trading activity on volatility transmission and interdependence among agricultural commodity markets
 
2020-09-14Paper
Econometric analysis of private and public wage determination for older workers using a copula and switching regression
 
2020-09-14Paper
Economic forecasting based on copula quantile curves and beliefs
 
2020-09-14Paper
scientific article; zbMATH DE number 7246951 (Why is no real title available?)
 
2020-09-14Paper
Portfolio optimization of stock returns in high-dimensions: a copula-based approach
 
2020-09-14Paper
scientific article; zbMATH DE number 7246952 (Why is no real title available?)
 
2020-09-14Paper
scientific article; zbMATH DE number 7246954 (Why is no real title available?)
 
2020-09-14Paper
Investigation of the dependence structure between imports and manufacturing production index of Thailand using copula-based GARCH model
 
2020-09-14Paper
scientific article; zbMATH DE number 7246956 (Why is no real title available?)
 
2020-09-14Paper
A class of linear codes of length \(2\) over finite chain rings
Journal of Algebra and its Applications
2020-07-14Paper
Repeated-root constacyclic codes of length \(3 \ell^m p^s\)
Advances in Mathematics of Communications
2020-05-04Paper
Why use a fuzzy partition in F-transform?
Axioms
2020-03-24Paper
A new evidential \(K\)-nearest neighbor rule based on contextual discounting with partially supervised learning
International Journal of Approximate Reasoning
2020-02-26Paper
On the \(b\)-distance of repeated-root constacyclic codes of prime power lengths
Discrete Mathematics
2020-02-20Paper
MDS Symbol-Pair Cyclic Codes of Length $2p^s$ over $\mathbb F_{p^m}$
IEEE Transactions on Information Theory
2020-01-28Paper
Cyclic codes over the ring \(\mathrm{GR}(p^e, m) [u / \langle u^k \rangle \)]
Discrete Mathematics
2019-12-12Paper
On the symbol-pair distances of repeated-root constacyclic codes of length \(2 p^s\)
Discrete Mathematics
2019-09-11Paper
Skew constacyclic codes over finite commutative semi-simple rings
 
2019-07-16Paper
On a class of constacyclic codes of length \(4p^s\) over \(\frac{\mathbb{F}_pm[u}{\langle u^a\rangle}\)]
Algebra Colloquium
2019-06-04Paper
On \((\alpha + u \beta)\)-constacyclic codes of length \(4 p^s\) over \(\mathbb{F}_{p^m} + u \mathbb{F}_{p^m}^\ast\)
Journal of Algebra and its Applications
2019-05-24Paper
On a class of constacyclic codes of length \(4 p^s\) over \(\mathbb{F}_{p^m} + u \mathbb{F}_{p^m}\)
Journal of Algebra and its Applications
2019-05-24Paper
Construction of cyclic DNA codes over the ring \(\mathbb{Z}_4 [u / \langle u^2 - 1 \rangle\) based on the deletion distance]
Theoretical Computer Science
2019-05-21Paper
RT distance and weight distributions of Type 1 constacyclic codes of length 4ps over Fpm[u]
Turkish Journal of Mathematics
2019-05-08Paper
On the Hamming distances of repeated-root constacyclic codes of length \(4p^s\)
Discrete Mathematics
2019-03-25Paper
Autoregressive conditional negative binomial model applied to over-dispersed time series of counts
Statistical Methodology
2019-03-18Paper
A class of repeated-root constacyclic codes over \(\mathbb{F}_{p^m} [u / \langle u^e \rangle\) of type 2]
Finite Fields and their Applications
2018-12-19Paper
Estimation and prediction using belief functions: application to stochastic frontier analysis
Econometrics of Risk
2018-11-30Paper
Optimal portfolio selection using maximum entropy estimation accounting for the firm specific characteristics
Econometrics of Risk
2018-11-30Paper
Forecasting risk and returns: CAPM model with belief functions
Econometrics of Risk
2018-11-30Paper
Estimating oil price value at risk using belief functions
Econometrics of Risk
2018-11-30Paper
Risk, return and international portfolio analysis: entropy and linear belief functions
Econometrics of Risk
2018-11-30Paper
Forecasting Inbound Tourism Demand to China Using Time Series Models and Belief Functions
Econometrics of Risk
2018-11-30Paper
What if we only have approximate stochastic dominance?
Econometrics of Risk
2018-11-30Paper
The classifier chain generalized maximum entropy model for multi-label choice problems
Econometrics of Risk
2018-11-30Paper
Quantile regression under asymmetric Laplace distribution in capital asset pricing model
Econometrics of Risk
2018-11-30Paper
Evaluation of portfolio returns in Fama-French model using quantile regression under asymmetric Laplace distribution
Econometrics of Risk
2018-11-30Paper
Empirical evidence linking futures price movements of biofuel crops and conventional energy fuel
Econometrics of Risk
2018-11-30Paper
Forecasting tourist arrivals to Thailand using belief functions
Econometrics of Risk
2018-11-30Paper
Copula Based Polychotomous Choice Selectivity Model: Application to Occupational Choice and Wage Determination of Older Workers
Econometrics of Risk
2018-11-30Paper
Type 2 constacyclic codes over \(\mathbb{F}_{2^m} [u \slash \langle u^3 \rangle\) of oddly even length]
Discrete Mathematics
2018-11-29Paper
Skew constacyclic codes over finite fields and finite chain rings
Mathematical Problems in Engineering
2018-10-12Paper
Why are FGM copulas successful? A simple explanation
Advances in Fuzzy Systems
2018-10-05Paper
Constacyclic codes of length \(np^s\) over \(\mathbb{F}_{p^m}+u\mathbb{F}_{p^m}\)
Advances in Mathematics of Communications
2018-09-21Paper
Cyclic and negacyclic codes of length \(4 p^s\) over \(\mathbb{F}_{p^m} + u \mathbb{F}_{p^m}\)
Journal of Algebra and its Applications
2018-09-07Paper
On a class of constacyclic codes of length \(2p^s\) over \(\frac{\mathbb{F}_{p^m}[u}{\langle u^a \rangle}\)]
 
2018-08-30Paper
On the Symbol-Pair Distance of Repeated-Root Constacyclic Codes of Prime Power Lengths
IEEE Transactions on Information Theory
2018-06-27Paper
Cyclic DNA codes over the ring \(\mathbb {F}_2+u\mathbb {F}_2+v\mathbb {F}_2+uv\mathbb {F}_2+v^2\mathbb {F}_2+uv^2\mathbb {F}_2\)
Designs, Codes and Cryptography
2018-06-26Paper
On the structure of cyclic codes over the ring \(\mathbb{Z}_{2^s} [u/\langle u^k \rangle\)]
Discrete Mathematics
2018-06-07Paper
DNA cyclic codes over the ring \(\mathbb{F}_2 [u, v / \langle u^2 - 1, v^3 - v, u v - v u \rangle\)]
International Journal of Biomathematics
2018-04-20Paper
Negacyclic codes of length \(4 p^s\) over \(\mathbb{F}_{p^m} + u \mathbb{F}_{p^m}\) and their duals
Discrete Mathematics
2018-02-23Paper
Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
Annals of Operations Research
2018-02-16Paper
A proportional linguistic distribution based model for multiple attribute decision making under linguistic uncertainty
Annals of Operations Research
2018-02-16Paper
A stochastic dominance based approach to consumer-oriented Kansei evaluation with multiple priorities
Annals of Operations Research
2018-02-16Paper
On self-dual constacyclic codes of length \(p^s\) over \(\mathbb{F}_{p^m} + u \mathbb{F}_{p^m}\)
Discrete Mathematics
2017-12-20Paper
On mathematical modeling and analysis of co-movement and optimal portfolios of stock markets
 
2017-05-26Paper
Time series forecast using AR-belief approach
 
2017-05-26Paper
Constacyclic codes over finite commutative semi-simple rings
Finite Fields and their Applications
2017-05-24Paper
On fuzzy theory for econometrics
Fifty Years of Fuzzy Logic and its Applications
2017-04-07Paper
On constacyclic codes of length \(4p^s\) over \(\mathbb{F}_{p^m} +u\mathbb{F}_{p^m}\)
Discrete Mathematics
2017-02-06Paper
A double-copula stochastic frontier model with dependent error components and correction for sample selection
International Journal of Approximate Reasoning
2016-12-15Paper
Repeated-root constacyclic codes of prime power lengths over finite chain rings
Finite Fields and their Applications
2016-12-05Paper
On structure and distances of some classes of repeated-root constacyclic codes over Galois rings
Finite Fields and their Applications
2016-12-05Paper
Prediction of future observations using belief functions: a likelihood-based approach
International Journal of Approximate Reasoning
2016-04-22Paper
Repeated-root constacyclic codes of prime power length over \(\frac{\mathbb{F}_{p^m} [u}{\langle u^a \rangle}\) and their duals]
Discrete Mathematics
2016-04-08Paper
Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
International Journal of Approximate Reasoning
2015-12-07Paper
Why Clayton and Gumbel Copulas: A Symmetry-Based Explanation
Uncertainty Analysis in Econometrics with Applications
2015-10-09Paper
Factors affecting economic output in developed countries: a copula approach to sample selection with panel data
International Journal of Approximate Reasoning
2015-07-10Paper
Forecasting using belief functions: an application to marketing econometrics
International Journal of Approximate Reasoning
2014-04-29Paper
On Choquet integral risk measures
Advances in Intelligent and Soft Computing
2010-09-21Paper
Symmetries: A General Approach to Integrated Uncertainty Management
Advances in Intelligent and Soft Computing
2010-09-21Paper
Stochastic Dominance and Applications to Finance, Risk and Economics
 
2009-10-28Paper
Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation
Mathematics and Computers in Simulation
2009-03-09Paper


Research outcomes over time


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