Publications

Nassamon Bootwisas, Pasin Marupanthorn (2026). Stress-Responsive Lambda Value at Risk with a VIX-Driven Smooth Sigmoid Distortion. SSRN.

Nassamon Bootwisas, Pasin Marupanthorn (2025). An Evolutionary Game-Theoretic Reformulation of the Lux--Marchesi Model of Financial Markets. SSRN.

Meysam Sojoudi, Gareth Peters, Pasin Marupanthorn, Emese Lazar, Vu Tran (2025). Structural Change Detection in Panel-MIDAS-ARDL Time Series Regression Models: An Application to Firm Values and ESG Scores. SSRN, 2025.

Nassamon Bootwisas, Uparittha Intarasat, Pasin Marupanthorn (2025). Asymptotic Confidence Ellipse for Lognormal Distribution with Applications in Actuarial Pricing.

Pasin Marupanthorn, Christina S Nikitopoulos, Eric D Ofosu-Hene, Gareth W Peters, Kylie-Anne Richards (2024). Mechanisms for Implementing Fossil Fuel Divestment in Portfolio Management with Impact on Risk, Return and Carbon Reduction. Energy Economics, 107724, 2024.

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Pasin Marupanthorn, Gareth W Peters, Eric D Ofosu-Hene, Christina S Nikitopoulos, Kylie-Anne Richards (2024). DivFolio: a Shiny Application for Portfolio Divestment in Green Finance Wealth Management. Annals of Actuarial Science, 1 - 44, 2024.

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Rachanai Kaikeaw, Pasin Marupanthorn (2024). Forward Jump Random Walk on a Cycle Graph and Its Hitting Time. Science & Technology Asia, 29-46, 2024.

Pasin Marupanthorn, Teerasit Termsaithong, Nuthdanai Wangpratham, Jutha Koryanyong, Chanon Chanpiwat, Carat Pathomsathit (2024). Development of ESG Factors for Enhancing Factor Model in the Thai Stock Market. SSRN, 2024.

Nuthdanai Wangpratham, Teerasit Termsaithong, Pasin Marupanthorn, Jutha Koryanyong, Chanon Chanpiwat, Carat Pathomsathit (2024). Leveraging Generative Pre-trained Transformers for the Integration of Environmental, Social, and Governance Considerations into Investment Management for Thai Stock. SSRN, 2024.

Nassamon Bootwisas, Pasin Marupanthorn, Kulisara Marupanthorn, Uparittha Intarasat, Wisit Ketpanyapong (2022). Moringa Leaf Powder Production Planning using Mixed-Integer Linear Programming. Journal of Management Sciences Suratthani Rajabhat University, 9(2), 269-292, 2022.