Author

Pairote Sattayatham

Suranaree University of Technology, Thailand

3 articles in our journals

Articles where this person is an author, newest first. People are matched by their name as printed (no ORCID iD is recorded for them), not by name alone; search the name as text to find namesakes too.

Research ArticleOpen accessStock Trading Using PE Ratio Based on Bayesian InferenceHaizhen Wang, Ratthachat Chatpatanasiri, Pairote SattayathamThe Price Earnings (PE) ratio is one of the most widely applied tool for the firm valuation in a security market. Unfortunately, recent academic developments in financial econometrics and machine learning have rarely looked at this tool. In the paper, we propose to formalize a process of fundamental PE ratio estimation by employing Dynamic Bayesian Network (DBN) methodology. Forward-backward inference … …Journal of Mathematics and Statistics, Vol. 13, Issue 3 · 29 Sep 2017 · 7,425 accessesView PDF Cite

Research ArticleOpen accessA JUMP-DIFFUSION WITH STOCHASTIC VOLATILITY AND INTEREST RATEPairote Sattayatham, Paiboon PeeraparpIn this study, we present the application of Time Changed Levy method to model a jump-diffusion process with stochastic volatility and stochastic interest rate. We apply the Lewis Fourier transform method as well as the risk neutral expectation pricing method to derive a formula for a European option pricing. These combining methods give quite a short route to derive the … …Journal of Mathematics and Statistics, Vol. 9, Issue 1 · 27 Mar 2013 · 6,888 accessesView PDF Cite

Research ArticleOpen accessESTIMATION 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 · 6,928 accessesView PDF Cite