Forward Jump Random Walk
R code for calculating state-arrival probabilities, probability mass functions, hitting times, and the expected value and variance of hitting times for a forward-jump random walk.
Mar 29, 2024
SET Factor Model
Research code supporting the development and evaluation of ESG-enhanced factor models for the Thai stock market.
Jan 25, 2024
DivFolio
A Shiny Application for Portfolio Divestment in Green Finance Wealth Management
Oct 26, 2023
BOTAPI
R package to help R users to batch Thai economics and financial data from Bank of Thailand via API.
Oct 26, 2023