Woraphon Yamaka

Orcid: 0000-0002-0787-1437

According to our database1, Woraphon Yamaka authored at least 111 papers between 2015 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

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Bibliography

2024
ℤ<sub>4</sub>ℤ<sub>4</sub>ℤ<sub>4</sub>-additive cyclic codes are asymptotically good.
Appl. Algebra Eng. Commun. Comput., July, 2024

2023
Nonlinear Effects in the Asymmetric Copula-Based Stochastic Frontier Model.
Int. J. Uncertain. Fuzziness Knowl. Based Syst., December, 2023

Why Markov Switching Models Work Well: An Explanation.
Int. J. Uncertain. Fuzziness Knowl. Based Syst., December, 2023

On Hamming distance distributions of repeated-root constacyclic codes of length 3<i>p</i><sup><i>s</i></sup> over Fpm+uFpm.
Discret. Math., December, 2023

MDS symbol-pair repeated-root constacylic codes of prime power lengths over $$\mathbb {F}_{q}+ u\mathbb {F}_{q} + u^{2}\mathbb {F}_{q} $$.
J. Appl. Math. Comput., February, 2023

$${\mathbb {F}}_{2}[u]{\mathbb {F}}_{2}[u] $$-additive cyclic codes are asymptotically good.
J. Appl. Math. Comput., February, 2023

Self-Dual Double Circulant, Self-Dual Double Negacirculant and LCD Double Negacirculant Codes Over the Ring F<sub>q</sub>[u,v]/2 - u, v<sup>2</sup>-v, uv-vu>.
IEEE Access, 2023

On Symbol-Triple Distance of a Class of Constacyclic Codes of Length 3p<sup>s</sup> Over F<sub>p<sup>m</sup></sub> + uF<sub>p<sup>m</sup></sub>.
IEEE Access, 2023

Lasso and Ridge for GARCH-X Models.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2023

Revolutionizing SET50 Stock Portfolio Management with Deep Reinforcement Learning.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2023

Examining the Risk Contribution of Major Stock Markets to the Global Equity Market During the COVID-19 Pandemic.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2023

2022
Constacyclic codes over $${\pmb {\mathbb {F}}}_{q^2}[u]/\langle u^2-w^2 \rangle $$ and their application in quantum code construction.
J. Appl. Math. Comput., December, 2022

Self-dual constacyclic codes of length $$2^s$$ over the ring $$\mathbb {F}_{2^m}[u,v]/\langle u^2, v^2, uv-vu \rangle $$.
J. Appl. Math. Comput., February, 2022

Entropy inference in smooth transition kink regression.
Commun. Stat. Simul. Comput., 2022

Analyzing the Causality and Dependence between Exchange Rate and Real Estate Prices in Boom-and-Bust Markets: Quantile Causality and DCC Copula GARCH Approaches.
Axioms, 2022

Do Bitcoin and Traditional Financial Assets Act as an Inflation Hedge during Stable and Turbulent Markets? Evidence from High Cryptocurrency Adoption Countries.
Axioms, 2022

Improving the Accuracy of Forecasting Models Using the Modified Model of Single-Valued Neutrosophic Hesitant Fuzzy Time Series.
Axioms, 2022

On Hamming Distance Distributions of Repeated-Root Cyclic Codes of Length 5p<sup>s</sup> Over F<sub>p</sub> <sup>m</sup> + uF<sub>p</sub> <sup>m</sup>.
IEEE Access, 2022

Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type Models.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2022

2021
A convex combination approach for Markov switching CAPM of interval data.
Soft Comput., 2021

Sparse estimations in kink regression model.
Soft Comput., 2021

Constacyclic codes over mixed alphabets and their applications in constructing new quantum codes.
Quantum Inf. Process., 2021

Hedging agriculture commodities futures with histogram data: a Markov switching volatility and correlation model.
Int. J. Data Min. Model. Manag., 2021

A multivariate copula-based SUR probit model: application to insolvency probability of enterprises.
Int. J. Data Min. Model. Manag., 2021

Hamming distances of constacyclic codes of length 3<i>p</i><sup><i>s</i></sup> and optimal codes with respect to the Griesmer and Singleton bounds.
Finite Fields Their Appl., 2021

On F2RS-cyclic codes and their applications in constructing optimal codes.
Discret. Math., 2021

Does the Kuznets curve exist in Thailand? A two decades' perspective (1993-2015).
Ann. Oper. Res., 2021

MDS Constacyclic Codes and MDS Symbol-Pair Constacyclic Codes.
IEEE Access, 2021

2020
A Mixed Copula-Based Vector Autoregressive Model for Econometric Analysis.
Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2020

Why the Use of Convex Combinations Works Well for Interval Data: A Theoretical Explanation.
Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2020

Multifactor capital asset pricing model in emerging and advanced markets using two error components model.
Int. J. Appl. Decis. Sci., 2020

New Non-Binary Quantum Codes from Cyclic Codes Over Product Rings.
IEEE Commun. Lett., 2020

On constacyclic codes of length ps over Fpm[u, v]∕〈u2, v2, uv-vu〉.
Discret. Math., 2020

Quantum codes from skew constacyclic codes over the ring Fq[u, v]∕〈u2-1, v2-1, uv-vu〉.
Discret. Math., 2020

Forecasting Using Information and Entropy Based on Belief Functions.
Complex., 2020

Bayesian Estimation of Archimedean Copula-Based SUR Quantile Models.
Complex., 2020

Exchange Rate Volatility Forecasting by Hybrid Neural Network Markov Switching Beta-t-EGARCH.
IEEE Access, 2020

Constacyclic Codes of Length 3p<sup>s</sup> Over F<sub>p</sub><sup>m</sup> + uF<sub>p</sub><sup>m</sup> and Their Application in Various Distance Distributions.
IEEE Access, 2020

Quantum MDS and Synchronizable Codes From Cyclic and Negacyclic Codes of Length 2p<sup>s</sup> Over F<sub>p<sup>m</sup></sub>.
IEEE Access, 2020

b-Symbol Distance of Constacylic Codes of Length p<sup>s</sup> Over F<sub>p</sub><sup>m</sup> + uF<sub>p</sub><sup>m</sup>.
IEEE Access, 2020

Explicit Representation and Enumeration of Repeated-Root (δ + αu²)-Constacyclic Codes Over F₂<sup>m</sup>[u]/‹u<sup>2λ</sup>›.
IEEE Access, 2020

2019
A Regime Switching Skew-Distribution Model of Contagion.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

A Regime Switching Vector Error Correction Model of Analysis of Cointegration in Oil, Gold, Stock Markets.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

Portfolio Optimization of Stock, Oil and Gold Returns: A Mixed Copula-Based Approach.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

The Impacts of Macroeconomic Variables on Economic Growth: Evidence from China, Japan, and South Korea.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

Markov Switching Quantile Model Unknown tau Energy Stocks Price Index Thailand.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

Forecasting Exchange Rate with Linear and Non-linear Vector Autoregressive.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

A Regime Switching Time-Varying Copula Approach to Oil and Stock Markets Dependence: The Case of G7 Economies.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

Trading Signal Analysis with Pairs Trading Strategy in the Stock Exchange of Thailand.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

Measuring U.S. Business Cycle Using Markov-Switching Model: A Comparison Between Empirical Likelihood Estimation and Parametric Estimations.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

Predictive Recursion Maximum Likelihood for Kink Regression Model.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

Structural Breaks Dependence Analysis of Oil, Natural Gas, and Heating Oil: A Vine-Copula Approach.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

Determinants of Foreign Direct Investment Inflow in ASEAN Countries: Panel Threshold Approach and Panel Smooth Transition Regression Approach.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

Markov Switching Constant Conditional Correlation GARCH Models for Hedging on Gold and Crude Oil.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

Modeling the Dependence Dynamics and Risk Spillovers for G7 Stock Markets.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

MDS Symbol-Pair Repeated-Root Constacylic Codes of Prime Power Lengths Over 𝔽<sub>p<sup>m</sup></sub> + u𝔽<sub>p<sup>m</sup></sub>.
IEEE Access, 2019

Markov Switching Beta-skewed-t EGARCH.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019

Hedging Benefit of Safe-Haven Gold in Terms of Co-skewness and Covariance in Stock Market.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019

Nonlinear Dependence Structure in Emerging and Advanced Stock Markets.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019

Estimating Efficiency Effects with a Copula-based Spatial Panel Stochastic Frontier Model: Application in Thai rice Production.
Proceedings of the 2nd International Conference on Big Data Technologies, 2019

Forecasting of Thailand's Rice Exports Price: Based on Ridge and Lasso Regression.
Proceedings of the 2nd International Conference on Big Data Technologies, 2019

Bayesian Approach for Mixture Copula Model.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

Modeling the Dependence Among Crude Oil, Stock and Exchange Rate: A Bayesian Smooth Transition Vector Autoregression.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

The Effect of Energy Consumption on Economic Growth in BRICS Countries: Evidence from Panel Quantile Bayesian Regression.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

Effect of FDI on the Economy of Host Country: Case Study of ASEAN and Thailand.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

Time-Varying Spillover Effect Among Oil Price and Macroeconomic Variables.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

Markov Switching Dynamic Multivariate GARCH Models for Hedging on Foreign Exchange Market.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

Analysis of the Global Economic Crisis Using the Cox Proportional Hazards Model.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

Analysis of Herding Behavior Using Bayesian Quantile Regression.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

Bayesian Analysis of the Logistic Kink Regression Model Using Metropolis-Hastings Sampling.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

Export Price and Local Price Relation in Longan of Thailand: The Bivariate Threshold VECM Model.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

2018
Bayesian Empirical Likelihood Estimation for Kink Regression with Unknown Threshold.
Proceedings of the Predictive Econometrics and Big Data, 2018

Asymmetric Effect with Quantile Regression for Interval-Valued Variables.
Proceedings of the Predictive Econometrics and Big Data, 2018

Generalize Weighted in Interval Data for Fitting a Vector Autoregressive Model.
Proceedings of the Predictive Econometrics and Big Data, 2018

Investigating Relationship Between Gold Price and Crude Oil Price Using Interval Data with Copula Based GARCH.
Proceedings of the Predictive Econometrics and Big Data, 2018

The Analysis of the Effect of Monetary Policy on Consumption and Investment in Thailand.
Proceedings of the Predictive Econometrics and Big Data, 2018

The Impacts of Macroeconomic Variables on Financials Sector and Property and Construction Sector Index Returns in Stock Exchange of Thailand Under Interdependence Scheme.
Proceedings of the Predictive Econometrics and Big Data, 2018

Risk Valuation of Precious Metal Returns by Histogram Valued Time Series.
Proceedings of the Predictive Econometrics and Big Data, 2018

Analysis of Risk, Rate of Return and Dependency of REITs in ASIA with Capital Asset Pricing Model.
Proceedings of the Predictive Econometrics and Big Data, 2018

The Role of Oil Price in the Forecasts of Agricultural Commodity Prices.
Proceedings of the Predictive Econometrics and Big Data, 2018

Comparing Linear and Nonlinear Models in Forecasting Telephone Subscriptions Using Likelihood Based Belief Functions.
Proceedings of the Predictive Econometrics and Big Data, 2018

European Real Estate Risk and Spillovers: Regime Switching Approach.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018

Markov-Switching ARDL Modeling of Parboiled Rice Import Demand from Thailand.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018

A Markov-Switching Model with Mixture Distribution Regimes.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018

Investigating Dynamic Correlation in the International Implied Volatility Indexes.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018

Volatility Jump Detection in Thailand Stock Market.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018

Macroeconomic News Announcement and Thailand Stock Market.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018

A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018

Pairs Trading via Nonlinear Autoregressive GARCH Models.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018

Interval-Valued Estimation for the Five Largest Market Capitalization Stocks in the Stock Exchange of Thailand by Markov-Switching CAPM.
Proceedings of the Econometrics for Financial Applications, 2018

Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model.
Proceedings of the Econometrics for Financial Applications, 2018

Expectile Kink Regression: An Application to Service Sector Output.
Proceedings of the Econometrics for Financial Applications, 2018

Portfolio Selection with Stock, Gold and Bond in Thailand Under Vine Copulas Functions.
Proceedings of the Econometrics for Financial Applications, 2018

Price Transmission Mechanism for Natural Gas in Thailand.
Proceedings of the Econometrics for Financial Applications, 2018

Mixed-Copulas Approach in Examining the Relationship Between Oil Prices and ASEAN's Stock Markets.
Proceedings of the Econometrics for Financial Applications, 2018

2017
Estimating Efficiency of Stock Return with Interval Data.
Proceedings of the Robustness in Econometrics, 2017

Analyzing the Contribution of ASEAN Stock Markets to Systemic Risk.
Proceedings of the Robustness in Econometrics, 2017

A Generalized Information Theoretical Approach to Non-linear Time Series Model.
Proceedings of the Robustness in Econometrics, 2017

Predictive Recursion Maximum Likelihood of Threshold Autoregressive Model.
Proceedings of the Robustness in Econometrics, 2017

Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink Model.
Proceedings of the Robustness in Econometrics, 2017

Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime Models.
Proceedings of the Robustness in Econometrics, 2017

2016
Analyzing Financial Risk and Co-Movement of Gold Market, and Indonesian, Philippine, and Thailand Stock Markets: Dynamic Copula with Markov-Switching.
Proceedings of the Causal Inference in Econometrics, 2016

Dependence Structure of and Co-Movement Between Thai Currency and International Currencies After Introduction of Quantitative Easing.
Proceedings of the Causal Inference in Econometrics, 2016

Effect of Quantitative Easing on ASEAN-5 Financial Markets.
Proceedings of the Causal Inference in Econometrics, 2016

Pair Trading Rule with Switching Regression GARCH Model.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016

Analysis of Agricultural Production in Asia and Measurement of Technical Efficiency Using Copula-Based Stochastic Frontier Quantile Model.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016

A Copula-Based Markov Switching Seemingly Unrelated Regression Approach for Analysis the Demand and Supply on Sugar Market.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016

Does Asian Credit Default Swap Index Improve Portfolio Performance?
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016

2015
Business Cycle of International Tourism Demand in Thailand: A Markov-Switching Bayesian Vector Error Correction Model.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015

Spillovers of Quantitative Easing on Financial Markets of Thailand, Indonesia, and the Philippines.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015

Co-Movement and Dependency Between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, Oil Price, and Gold Price.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015


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