2 articles for “Anchalee Sattayatham”

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Research ArticleOpen accessIn the author namesFORECASTING RETURNS FOR THE STOCK EXCHANGE OF THAILAND INDEX USING MULTIPLE REGRESSION BASED ON PRINCIPAL COMPONENT ANALYSISNop Sopipan, Anchalee Sattayatham, Samruam ChongcharoenThe aim of this study was to forecast the returns for the Stock Exchange of Thailand (SET) Index by adding some explanatory variables and stationary Autoregressive Moving-Average order p and q (ARMA (p, q)) in the mean equation of returns. In addition, we used Principal Component Analysis (PCA) to remove possible complications caused by multicollinearity. Afterwards, we forecast the volatility … …Journal of Mathematics and Statistics, Vol. 9, Issue 1 · 18 Mar 2013 · 7,441 accessesView PDF Cite

Research ArticleOpen accessIn the author namesESTIMATION OF WEIBULL PARAMETERS USING A RANDOMIZED NEIGHBORHOOD SEARCH FOR THE SEVERITY OF FIRE ACCIDENTSSoontorn Boonta, Anchalee Sattayatham, Pairote SattayathamIn this study, we applied Randomized Neighborhood Search (RNS) to estimate the Weibull parameters to determine the severity of fire accidents; the data were provided by the Thai Reinsurance Public Co., Ltd. We compared this technique with other frequently-used techniques: the Maximum Likelihood Estimator (MLE), the Method of Moments (MOM), the Least Squares Method (LSM) and the weighted least squares … …Journal of Mathematics and Statistics, Vol. 9, Issue 1 · 15 Mar 2013 · 6,935 accessesView PDF Cite