Article-Journal

Stress-Responsive Lambda Value at Risk with a VIX-Driven Smooth Sigmoid Distortion

An Evolutionary Game-Theoretic Reformulation of the Lux--Marchesi Model of Financial Markets

Structural Change Detection in Panel-MIDAS-ARDL Time Series Regression Models: An Application to Firm Values and ESG Scores

Asymptotic Confidence Ellipse for Lognormal Distribution with Applications in Actuarial Pricing

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

Development of ESG Factors for Enhancing Factor Model in the Thai Stock Market

Leveraging Generative Pre-trained Transformers for the Integration of Environmental, Social, and Governance Considerations into Investment Management for Thai Stock

Moringa Leaf Powder Production Planning using Mixed-Integer Linear Programming