Sukrit Thongkairat

Publication Activity (10 Years)

Years Active: 2018-2023
Publications (10 Years): 6

Top Topics

Dependence Structure

Autoregressive Model

Portfolio Management

Top Venues

Int. J. Uncertain. Fuzziness Knowl. Based Syst.

Publications

Sukrit Thongkairat, Donlapark Ponnoprat, Phimphaka Taninpong, Woraphon Yamaka
Revolutionizing SET50 Stock Portfolio Management with Deep Reinforcement Learning. IUKM (1) (2023)
Woraphon Yamaka, Paravee Maneejuk, Sukrit Thongkairat
Lasso and Ridge for GARCH-X Models. IUKM (1) (2023)
Woraphon Yamaka, Sukrit Thongkairat
A Mixed Copula-Based Vector Autoregressive Model for Econometric Analysis. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 28 (Supplement-1) (2020)
Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta
Bayesian Approach for Mixture Copula Model. ECONVN (2019)
Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta
Hedging Benefit of Safe-Haven Gold in Terms of Co-skewness and Covariance in Stock Market. IUKM (2019)
Roengchai Tansuchat, Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta
Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model. ECONVN (2018)