| Authors | Title | Year | Source.title |
|---|---|---|---|
| Srichaikul W.; Chanaim S. | Forecasting Market Index of Stock Exchange of Thailand, Malaysia, and Singapore with the Gaussian Process Regression Model | 2024 | Studies in Systems, Decision and Control |
| Srichaikul W.; Saijai W.; Chanaim S. | DCC-GARCH Using Histogram Valued Time Series in Asian Countries | 2024 | Studies in Systems, Decision and Control |
| Zhai F.; Dawod A.Y.; Chanaim S.; Suyaroj N. | A New Perspective on Real Estate in Thailand in the Post-Epidemic Era: Multi-Criteria Decision Analysis; [Una nueva perspectiva del sector inmobiliario en Tailandia en la era posepidémica: análisis de decisiones con criterios múltiples] | 2024 | Apuntes del Cenes |
| Wan G.; Dawod A.Y.; Chanaim S.; Li C. | Environmental, Social, and Governance (ESG) Ratings and Stock Mispricing: A Moderated Mediation Model | 2024 | Studies in Systems, Decision and Control |
| Maneejuk P.; Chanaim S.; Srichaikul W. | Efficiency of the ASEAN-5 Stock Markets: A Markov-Switching Model Estimation Using Adjusted Market Inefficiency Magnitude | 2024 | Studies in Systems, Decision and Control |
| Ramasamy S.S.; Chanaim S.; Somasundaram P.; Subramaneswara R.A. | Bio-Inspired Comparison Mechanism toward Intelligent Decision Support System | 2024 | Bio-Inspired Computational Paradigms: Security and Privacy in Dynamic Smart Networks |
| Ariya K.; Chanaim S.; Dawod A.Y. | Correlation between capital markets and cryptocurrency: impact of the coronavirus | 2023 | International Journal of Electrical and Computer Engineering |
| Wan G.; Dawod A.Y.; Chanaim S.; Ramasamy S.S. | Hotspots and trends of environmental, social and governance (ESG) research: a bibliometric analysis | 2023 | Data Science and Management |
| Khiewngamdee C.; Chanaim S. | Does Cryptocurrency Improve Forecasting Performance of Exchange Rate Returns? | 2023 | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) |
| Saijai W.; Srichaikul W.; Chanaim S. | Exploring Contagion Effects Between Commodity and Securities Markets During the Post-COVID-19 Pandemic and the Russia-Ukraine Conflict using a Dynamic Conditional Correlation Approach | 2023 | Proceedings - 2023 International Conference on Computer Applications Technology, CCAT 2023 |
| Chanaim S.; Srichikul W.; Mensaklo E. | A Copula-Based Stochastic Frontier Analysis of Thai Jasmine Rice Production in the Northeast of Thailand | 2023 | TEM Journal |
| Chursook A.; Dawod A.Y.; Chanaim S.; Naktnasukanjn N.; Chakpitak N. | Twitter Sentiment Analysis and Expert Ratings of Initial Coin Offering Fundraising: Evidence from Australia and Singapore Markets | 2022 | TEM Journal |
| Thaikruea L.; Srikitjakarn L.; Chakpitak N.; Pornprasert S.; Ouncharoen R.; Khamduang W.; Kaewpinta B.; Pattamakaew S.; Laiya E.; Chanaim S.; Wongyai J. | Model of COVID-19 Surveillance System for a Community-industry Setting | 2022 | Chiang Mai University Journal of Natural Sciences |
| Chanaim S.; Kreinovich V. | How to Find the Dependence Based on Measurements with Unknown Accuracy: Towards a Theoretical Justification for Midpoint and Convex-Combination Interval Techniques and Their Generalizations | 2022 | Studies in Systems, Decision and Control |
| Wan G.; Dawod A.Y.; Chanaim S. | Dynamic Evolution of Technical Achievement in China’s Provinces | 2022 | 8th International Conference on Engineering and Emerging Technologies, ICEET 2022 |
| Chanaim S.; Srichaikul W. | A Full Convex Combination Method for Linear Regression with Interval Data | 2022 | Studies in Computational Intelligence |
| Rungruang C.; Chanaim S.; Kananthai A.; Naktnasukanjn N.; Tamprasirt A.; Chandarasupsang T. | On the white noise of the option on future | 2020 | Thai Journal of Mathematics |
| Kananthai A.; Chanaim S.; Rungruang C. | On the parametric interest of the option price of stock from black-scholes equation | 2020 | Thai Journal of Mathematics |
| Tiammee S.; Wongyai J.; Udomwong P.; Phaphuangwittayakul A.; Saenchan L.; Chanaim S. | Smart farming in Thailand | 2019 | 2019 13th International Conference on Software, Knowledge, Information Management and Applications, SKIMA 2019 |
| Rungruang C.; Srichaikul W.; Chanaim S.; Sriboonchitta S. | Prediction the direction of SET50 index using support vector machines | 2019 | Thai Journal of Mathematics |
| Chanaim S.; Srichaikul W.; Rungruang C.; Sriboonchitta S. | Forecasting GDP in ASIAN countries using relevant vector machines | 2019 | Thai Journal of Mathematics |
| Kananthai A.; Chanaim S. | On the new form of the option price of the Foreign Currency related to Black-Scholes formula | 2019 | Thai Journal of Mathematics |
| Song Q.; Sriboonchitta S.; Chanaim S.; Rungruang C. | Estimation of Volatility on the Small Sample with Generalized Maximum Entropy | 2018 | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) |
| Chanaim S.; Khiewngamdee C.; Sriboonchitta S.; Rungruang C. | A convex combination method for quantile regression with interval data | 2018 | Studies in Computational Intelligence |
| Kananthai A.; Chanaim S.; Rungruang C. | On the kernel of the Black-Scholes equation for the option price on future related to the Black-Scholes formula | 2018 | Thai Journal of Mathematics |
| Khiewngamdee C.; Song Q.; Chanaim S. | The Role of Agricultural Commodity Prices in a Portfolio | 2018 | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) |
| Chakpitak N.; Maneejuk P.; Chanaim S.; Sriboonchitta S. | Thailand in the era of digital economy: How does digital technology promote economic growth? | 2018 | Studies in Computational Intelligence |
| Teetranont T.; Chanaim S.; Yamaka W.; Sriboonchitta S. | Investigating relationship between gold price and crude oil price using interval data with copula based GARCH | 2018 | Studies in Computational Intelligence |
| Khiewngamdee C.; Sriboonchitta S.; Chanaim S.; Rungruang C. | Coffee stochastic frontier model with maximum entropy | 2017 | Thai Journal of Mathematics |
| Tibprasorn P.; Chanaim S.; Sriboonchitta S. | A copula-based stochastic frontier model and efficiency analysis: Evidence from stock exchange of Thailand | 2016 | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) |
| Chanaim S.; Sriboonchitta S.; Rungruang C. | A convex combination method for linear regression with interval data | 2016 | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) |
| Autchariyapanitkul K.; Piamsuwannakit S.; Chanaim S.; Sriboonchitta S. | Optimizing Stock Returns Portfolio Using the Dependence Structure Between Capital Asset Pricing Models: A Vine Copula-Based Approach | 2016 | Studies in Computational Intelligence |
| Thianpaen N.; Chanaim S.; Sirisrisakulchai J.; Sriboonchitta S. | Efficient frontier of global healthcare portfolios using high dimensions of copula models | 2016 | Studies in Computational Intelligence |
| Autchariyapanitkul K.; Chanaim S.; Sriboonchitta S. | Quantile regression under asymmetric laplace distribution in capital asset pricing model | 2015 | Studies in Computational Intelligence |
| Autchariyapanitkul K.; Chanaim S.; Sriboonchitta S. | Evaluation of portfolio returns in fama-french model using quantile regression under asymmetric laplace distribution | 2015 | Studies in Computational Intelligence |
| Autchariyapanitkul K.; Sriboonchitta S.; Chanaim S. | Portfolio optimization of stock returns in high-dimensions: A copula-based approach | 2014 | Thai Journal of Mathematics |
| Autchariyapanitkul K.; Chanaim S.; Sriboonchitta S.; Denoeux T. | Predicting stock returns in the capital asset pricing model using quantile regression and belief functions | 2014 | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) |
About Me
Education
| Degree | University | Year |
|---|---|---|
| PhD (Economics) | Chiang Mai Unversity | 2018 |
| MS (Applied Mathematics) | Chiang Mai Unversity | 2011 |
| MS (Insurance) | Chulalongkorn University | 2006 |
| BS (Mathematics) | Kasetsart University | 2002 |
Working Experience
| Place | Year |
|---|---|
| International College of Digital Innovation, CMU | 2020-Now |
| Faculty of Economics and Business Administration, TSU | 2019-2020 |
| International College of Digital Innovation, CMU | 2018 |
| Center of Excellence in Econometrics, faculty of Economics, CMU | 2014-2018 |
| Faculty of Commerce and Management, Prince of Songkla University, Trang Campus | 2006-2008 |
Publications
My Courses
888102 Big Data for Business
888152 Programming for Data Visualization in Business (website for this course)