Pichayakone Rakpho

Publication Activity (10 Years)

Years Active: 2019-2023
Publications (10 Years): 5

Top Topics

Foreign Exchange

Variable Selection

High Dimensional Data

Top Venues

Int. J. Data Min. Model. Manag.

Publications

Roengchai Tansuchat, Pichayakone Rakpho, Chaiwat Klinlampu
Variable Selection Methods-Based Analysis of Macroeconomic Factors for an Enhanced GDP Forecasting: A Case Study of Thailand. IUKM (1) (2023)
Pichayakone Rakpho, Woraphon Yamaka, Rungrapee Phadkantha
Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type Models. IUKM (2022)
Roengchai Tansuchat, Pichayakone Rakpho
Hedging Agriculture Commodities Futures with Histogram Data Based on Conditional Copula-GJR-GARCH. IUKM (2022)
Woraphon Yamaka, Pichayakone Rakpho, Paravee Maneejuk
Hedging agriculture commodities futures with histogram data: a Markov switching volatility and correlation model. Int. J. Data Min. Model. Manag. 13 (3) (2021)
Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta
Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign Exchange Market. ECONVN (2019)