PM
  • Bio
  • Research
    • All Papers
    • Research Themes
    • Software & Data
    • Policy/Industry Support
  • Talks
  • Service
  • Experience
  • Collaboration
  • Teaching
    • Course
    • Books
  • Trading
  • Blogs
  • ไทย
  • Recent & Upcoming Talks
    • Statistical Arbitrage in Derivative Market
    • Quantitative Finance in the Age of Digital Innovation
    • Quant Career: Financial Engineer
    • Event Study Analytics and Statistical Arbitrage
    • Statistical Arbitrage in Derivative Market I: Volatility Arbitrage
    • Digital Future Lab 2026
    • กลยุทธ์เล่น Short Option
    • ใช้ AI agents ช่วยเทรดยังไง?
    • เทรดแบบ Quant — The Trading Lab EP.14
    • Gold 2 Markets: COMEX × TFEX
    • กลยุทธ์ Quant Trading ในตลาด TFEX
    • Statistical Arbitrage Advanced
    • Carry-Enhanced Pair Trading via Put-Call Parity
    • Statistical Arbitrage
    • กลยุทธ์การใช้ Options กับตลาด TFEX
    • Statistical Arbitrage for Trader
    • AI and Data Analysis in Livestock
    • Financial Outlook 2025
    • Evaluating ESG Impact on Portfolio Using Factor Model
    • Introduction to Quantitative Sustainable and ESG Portfolio Construction
    • Quantitative Trading Workshop
    • Introduction to Black-Litterman Model and Factor Model From Practice to theory
    • Multi-Asset Pair Trading
    • Python 101 and Agent-Based Model
    • Evaluating the Impact of ESG Sustainability Factors on US Index Returns
    • Guidelines for Studying M.Sc. Financial Engineering at WorldQuant University
    • AI for Research
    • Introduction to Quantitative Trading
    • CQF Information Session
    • Quant Careers Guideline
    • AI for Research
    • Guidelines for Undergraduate Projects in Financial Mathematics
    • Discussion on King Quant Trading Strategy
    • Guideline of Applied Mathematics Projects
    • Quantitative Trading Strategy Design
    • Factor Investing
    • Introduction to Factor Model
    • CQF Recap, Applied Stochastic Calculus II and Martingales
    • Guideline for Studying at WorldQuant University
    • Mechanisms to Incentivise Fossil Fuel Divestment and Implications on Portfolio Risk and Returns
    • Investing on Option Market Microstructure
    • Quantitative Modelling Frontiers; A Literature Review on the Evolution in Financial and Risk Modelling After the Financial Crisis (2008-2019)
    • Goal-Based Portfolio Optimization
    • Introduction to Econophysics
    • Mechanisms to Incentivise Fossil Fuel Divestment and Implications on Portfolio Risk and Returns
    • Mechanisms to Incentivise Fossil Fuel Divestment and Implications on Portfolio Risk and Returns
    • Research Trends in Modern Insurance Modelling
    • Decarbonizing Portfolio
  • Trading
    • Trexquant Global Alpha Researcher (GAR)
    • WorldQuant BRAIN Alpha Research
    • FX Betting System I
    • FX Simple Pair Trading I
  • Research Themes
    • AI and Machine Learning in Finance and Insurance
    • Asset Management
    • Carbon Market
    • Derivative Market
    • Insurance Market
    • Market Microstructure & Market Maker
    • Monte Carlo Simulation
    • Quantum Finance
    • Quantitative Economics
    • Quantitative Risk Management
    • Quantitative Trading
    • Optimization
    • Other
  • Policy/Industry Support
    • Retirement Lottery
    • National Catastrophe Insurance
    • Thailand Emissions Trading System Transition (Thailand ETS)
    • Urban Productivity and Secondary-City Development
    • Digital Assets and Tokenisation
    • Thailand Insurance Development Plan No. 5 (2026-2030)
    • Thailand Rice Insurance Programme 2026
    • Quantitative Investment & Portfolio Analytics
    • Trading, Derivatives & Market Risk
    • Insurance, Actuarial & AI Solutions
    • Agricultural Bank
    • Retail Trader
    • Hedge Fund
  • Publications
    • Policy-state gated regime dynamics in European emission allowance futures
    • State Conditional Boosting for Prospective Early Warning of CFPB Reported Relief Workload
    • Theory of European Option Underwriting Portfolios
    • Stress-Responsive Lambda Value at Risk with a VIX-Driven Smooth Sigmoid Distortion
    • Asymptotic Confidence Ellipse for Lognormal Distribution with Applications in Actuarial Pricing
    • A Stochastic Evolutionary Game Reformulation of the Lux--Marchesi Financial Market Model
    • Structural Change Detection in Panel-MIDAS-ARDL Time Series Regression Models: An Application to Firm Values and ESG Scores
    • Mechanisms for Implementing Fossil Fuel Divestment in Portfolio Management with Impact on Risk, Return and Carbon Reduction
    • DivFolio: a Shiny Application for Portfolio Divestment in Green Finance Wealth Management
    • Forward Jump Random Walk on a Cycle Graph and Its Hitting Time
    • Leveraging Generative Pre-trained Transformers for the Integration of Environmental, Social, and Governance Considerations into Investment Management for Thai Stock
    • Development of ESG Factors for Enhancing Factor Model in the Thai Stock Market
    • Production Performances and Morphometric Traits of Maehongson Chickens Comparing Praduhangdum, Male Layer Chickens, and Broiler
    • Moringa Leaf Powder Production Planning using Mixed-Integer Linear Programming
    • Wang–Landau Sampling for Estimation of the Reliability of Physical Networks
    • A 1/t algorithm with the density of two states for estimating multidimensional integrals
    • Obviating the Bin Width Effect of the 1/t Algorithm for Multidimensional Numerical Integration
    • An Improved 1/t Method for Numerical Integration of Ill-Behaved Integrals
  • Blogs
    • ความเสี่ยงที่หาง (Tail Dependence)
    • โคปูลาเบื้องต้น (Introduction to Copula)
    • Support Vector Machines for Classification on SET100 Returns
    • Why the Lookback Option is More Expensive Than the Asian Option, A Simulation Approach
    • ข้อเท็จจริงบางประการของตราสารสิทธ์แบบง่าย 1 (Some Facts on Vanilla Option I)
    • Example of Solving Stochastic Differential Equation
    • Examples of Martingale
  • Courses
    • Introduction to Quantitative Risk Analysis
    • Practical Models in Insurance
    • Numerical Methods
    • Calculus 2
    • Calculus 1
    • Introduction Mathematics
    • Linear Algebra
    • Ordinary Differential Equation
    • Probability Theory
    • Statistics
  • Software, Code & Data
  • Projects
    • Forward Jump Random Walk
    • SET Factor Model
    • BOTAPI
    • DivFolio
  • Collaboration
    • Industry and Company
    • Personal Collaboration
    • Student Supervision & Opportunities
  • Experience
  • Books
    • Advanced Books
    • Series in Actuarial Mathematics
    • Series in Financial Mathematics
    • Series in Fundamental Mathematics and Statistics
    • Series in Mathematical Modelling in Science

On this page

  • Academics Collaboration
  • Industrial Collaboration
Collaboration
Personal Collaboration

Personal Collaboration

Jan 1, 2024

Academics Collaboration

Chair Profressor Gareth W. Peters, University of California, Santa Barbara

Profressor Christina Nikitopoulos Sklibosios, University of Technology Sydney

Eric D. Ofosu-Hene, De Montfort University


Industrial Collaboration

Nuthdanai Wangpratham, KAsset


Last updated on Jan 1, 2024

← Industry and Company Jan 1, 2024
Student Supervision & Opportunities Jan 1, 2024 →
Visitors Website visitor count Visitors by Country Flag counter showing visitors by country
Languages:
English
ไทย

© 2026 Pasin Marupanthorn. This work is licensed under CC BY NC ND 4.0

Published with Hugo Blox Builder — the free, open source website builder that empowers creators.