About Me

Author
Affiliation

Somsak Chanaim

International College of Digital Innovation, CMU

Published

December 1, 2023

Modified

July 19, 2024

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, Price of Songkla University, Trang Campus 2006-2008

Publications

Authors Title Year Source.title Cited.by
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 0
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 0
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 0
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 1
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 26
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) 0
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 0
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 0
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 15
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 0
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 0
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 1
Chanaim S.; Srichaikul W. A Full Convex Combination Method for Linear Regression with Interval Data 2022 Studies in Computational Intelligence 0
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 0
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 0
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 3
Rungruang C.; Srichaikul W.; Chanaim S.; Sriboonchitta S. Prediction the direction of SET50 index using support vector machines 2019 Thai Journal of Mathematics 1
Chanaim S.; Srichaikul W.; Rungruang C.; Sriboonchitta S. Forecasting GDP in ASIAN countries using relevant vector machines 2019 Thai Journal of Mathematics 1
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 0
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) 0
Chanaim S.; Khiewngamdee C.; Sriboonchitta S.; Rungruang C. A convex combination method for quantile regression with interval data 2018 Studies in Computational Intelligence 3
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 0
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) 1
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 33
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 6
Khiewngamdee C.; Sriboonchitta S.; Chanaim S.; Rungruang C. Coffee stochastic frontier model with maximum entropy 2017 Thai Journal of Mathematics 0
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) 4
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) 13
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 5
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 0
Autchariyapanitkul K.; Chanaim S.; Sriboonchitta S. Quantile regression under asymmetric laplace distribution in capital asset pricing model 2015 Studies in Computational Intelligence 7
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 4
Autchariyapanitkul K.; Sriboonchitta S.; Chanaim S. Portfolio optimization of stock returns in high-dimensions: A copula-based approach 2014 Thai Journal of Mathematics 20
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) 7

My Course

Note
  • 888102 Big Data for Business

  • 888152 Programming for Data Visualization in Business

My HTML book

Data Visualization with R Programming

Draft of Jamovi Manual Thai version