Open research software, reproducible code, and data-access tools for quantitative finance, insurance, sustainable investing, and applied mathematics.
R package to help R users to batch Thai economics and financial data from Bank of Thailand via API.
A Shiny Application for Portfolio Divestment in Green Finance Wealth Management
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.
Research code supporting the development and evaluation of ESG-enhanced factor models for the Thai stock market.