PM
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  • Publications
    • 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
    • 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
  • Blogs
    • ความเสี่ยงที่หาง (Tail Dependence)
    • โคปูลาเบื้องต้น (Intorduction 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
  • Recent & Upcoming Talks
    • Statistical Arbitrage for Trader
    • AI and Data Analysis in Livestock
    • Financial Outlook 2025
    • Evoluating ESG Impact on Portfolio Using Factor Model
    • Introduction to Quantitaive 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
    • Reserach Trend in Modern Insurance Modelling
    • Decarbonizing Portfolio
  • Courses
    • Intorduction to Quantitative Risk Analysis
    • Practical Models in Insurance
    • Numerical Methods
    • Calculus 2
    • Calculus 1
    • Introduction Mathematics
    • Linear Algebra
    • Ordinary Differential Equation
    • Probability Theory
    • Statistics
  • Research Themes
    • AI and Machine Learning in Finance and Insurance
    • Asset Management
    • Derivative Market
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    • Quantitative Trading
    • Microstructure
    • Monte Carlo Simulation
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  • Projects
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    • FX Betting System I
    • FX Simple Pair Trading I
  • Books
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    • Series in Actuarial Mathematics
    • Series in Financial Mathematics
    • Series in Fundamental Mathematics and Statistics
    • Series in Mathematical Modelling in Science
  • AI and Machine Learning in Finance and Insurance
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  • Derivative Market
  • Insurance Market
  • Quantitative Trading
  • Microstructure
  • Monte Carlo Simulation
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On this page

  • Agents-Driven Model
Research Themes
Microstructure

Microstructure

Agents-Driven Model

  • An Evolutionary Game-Theoretic Reformulation of the Lux–Marchesi Model of Financial Markets (Nassamon, Pasin)
Last updated on Mar 29, 2024
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