Nonthachote Chatsanga

Publication Activity (10 Years)

Years Active: 2016-2017
Publications (10 Years): 3

Top Topics

Constrained Optimization

Currency Exchange

Global Constraints

Portfolio Selection

Top Venues

Expert Syst. Appl.

University of Nottingham, UK (PHD)

Education History

University of Nottingham, UK

PHD

Publications

Nonthachote Chatsanga, Andrew J. Parkes
Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based Scenarios. CoRR (2017)
Nonthachote Chatsanga, Andrew J. Parkes
International portfolio optimisation with integrated currency overlay costs and constraints. Expert Syst. Appl. 83 (2017)
Nonthachote Chatsanga, Andrew J. Parkes
International Portfolio Optimisation with Integrated Currency Overlay Costs and Constraints. CoRR (2016)