JOURNAL PAPERS
(In Mathematical Finance and Actuarial Mathematics)
Â
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Number
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Year
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Details
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Download
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30
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2016 |
S. Hinpang, X. Xiang and P. Sattayatham
Impulsive Periodic Control System with
Parameter Perturbation
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pdf |
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29
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2016 |
H. Zhaoy, P. Sattayathamz and B. Premanodex
LatticeTreeVersus Dynamic Programming
in Real Option Analysis
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pdf |
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28
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2016 |
X. Yangy, R. Chatpatanasiriz and P. Sattayathamz
Dynamic Risk Measurement of Financial
Time Series with Heavy-Tailed: A New
Hybrid Approach
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pdf |
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27
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2016 |
P. Chatvorawity, P. Sattayathamy and B. Premanodez;
Improving Stock Price Prediction with
SVM by Simple Transformation: The
Sample of Stock Exchange of
Thailand (SET)
Thai Journal of Mathematics
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pdf |
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26
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2016 |
Airen Zhou, Pairote Sattayatham and Jianjun Jiao.
Analysis of a predator-prey model with
impulsive diffusion and releasing on predator
population
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pdf |
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25
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2016 |
Airen Zhou, Pairote Sattayatham and Jianjun Jiao.
Dynamics of an SIR epidemic model with
stage structure and pulse vaccination
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pdf |
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24
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2015 |
YANG XIONG, PAIROTE SATTAYATHAM.
BASED ON NEURAL NETWORK APPROACH PREDICTING
MOBILE PAYMENT ADOPTION INCLINATION
DETERMINANTS IN SOUTHEST ASIA.
Journal of Theoretical and Applied Information Technology
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pdf |
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23
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 2015 |
Natthasurang Yasungnoen and Pairote Sattayatham
Forecasting Thai Mortality by Using the Lee-Carter Model.
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pdf |
| 22 |
2015 |
S. Anantassopon, P. Sattayatham and T. Talangtam.
The Modeling of Motor Insurance Claims with Infinite Mixure Distribution.
International journal of Applied Mathematics and Statistics, Volume 53; Issue No. 4
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pdf |
| 21 |
2014 |
W. Klongdee, P. Sattayatham and S. Boonta.
On approximatioon the Ruin Probability and the Minimum Initial Capital of the Finite-time Risk Process by Separated Claim technique of Motor Insurance. Far East Journal of Mathematical Science. Volume 2013 Part VI: 597-604.
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pdf |
| 20 |
2013 |
A. Intarasit, K. Chuarkhamz, P. Sattayatham.
Ruin Probability-Based Initial Capital of the Discrete-Time Surplus Process in Insurance under Reinsurance as a Control Parameter.
Thai Journal of Mathematics Volume 11 (2013) Number 3 : 543-562.
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 pdf |
| 19. |
2013 |
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pdf |
| 18. |
2013 |
Paiboon Peeraparp and Pairote Sattayatham,
A JUMP-DIFFUSION WITH
STOCHASTIC VOLATILITY AND INTEREST RATE,
Journal of Mathematics and Statistics 9 (1): 43-50, 2013
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 pdf. |
| 17. |
2013 |
Nop Sopipan, Anchalee Sattayatham and Samruam Chongcharoen,Forecasting Returns for the Stock Exchange of Thailand index using Multiple Regression Based On Principal Component Analysis, Journal of Mathematics and Statistics 9 (1): 29-37, 2013. |
pdf |
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16.
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2013
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Soontorn Boonta, Anchalee Sattayatham and Pairote Sattayatham, Estimation of Weibull Parameters using A Randomized Neighborhood Search for the Severity of Fire Accident, Journal of Mathematics and Statistics 9 (1): 12-17, 2013.
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15.
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2012
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Nonthiya Makate and Pairote Sattayatham, Option Pricing under a Mean Reverting Process with Jump-Diffusion and Jump Stochastic Volatility, Thai Journal of Mathematics Volume 10 (2012) Number 3 : 651–660
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14.
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2012
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1. P. Sattayatham, N. Sopipan and B. Premanode, Forecasting the stock exchange of Thailand uses day of the week effect and Markov regime switching GARCH, American Journal of Economic and Administration, 4(1); 84-93, 2012.
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pdf
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13.
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2012
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2. N. Sopipan, P. Sattayatham and B. Premanode, Forecasting volatility of gold price using Markov regime switching and trading strategy, Journal of mathematical Finance, 2(1); 121-131, 2012.
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ÂÂÂÂÂÂÂÂÂÂ pdf
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12.
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2012
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3. P. Sattayatham and S. Pinkham, Option pricing for a stochastic levy model with stochastic interest rates, Journal of the Korean Statistical Society, Article in press, 2012.
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pdf
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11.
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2012ÂÂÂÂÂÂÂÂÂÂ
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4. P. Sattayatham and T. Talangtham, Fitting of ÂÂÂÂÂÂÂÂÂÂ finite mixture distributions to motor insurance claims, Journal of Mathematics and statistics, 8(1); 49-56, 2012.
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pdf
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10.
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2011
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1. S. Pinkham and P. Sattayatham, European Option Pricing for a Stochastic Volatility
Model with Stochastic Interest Rates, Journal of Mathematical Finance, 1(3); 98-108, 2011.
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pdf
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9
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2011ÂÂÂÂÂÂÂÂÂÂ
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2. ARTHIT INTARASIT , PAIROTE SATTAYATHAM
OPTION PRICING FOR A JUMP DIFFUSION MODEL WITH FRACTIONAL STOCHASTIC VOLATILITY. Journal of Nonlinear Analysis and Optimization Vol. 2, No. 2, (2011), 239-251 ISSN : 1906-9605.
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pdf
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8.
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2011ÂÂÂÂÂÂÂÂÂÂ
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3. N. Makate and P. Sattayatham, Stochastic Volatility Jump-difusion Model for option Pricing, Journal of Mathematical Finance, 1(3); 90-97, 2011.
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pdf
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7.
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2011
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4. P. Sattayatham and A. Intrasit, An Approximate Formula of European Option for Fractional Stochastic Volatility Jump Diffusion Model, Journal of Mathematics and Statistics, 7(3), (2011), 230-238.
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pdf
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6.
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2011
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5. K. Chuarkham, P. Sattayatham and W. Klongdee, Controlling for a Discrete-time Surplus Process in Insurance to Reach a Firm’s Target, Fareast Journal of Mathematical Science, 50(2011), 197-224.
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pdf
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5.
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2010
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1. W. Klongdee, P. Sattayatham, K. Sangaroon, A Value Function of Discrete-time Surplus Process in Insurance under Risky Asset Investment and Reinsurance Credit Risk. Fareast Journal of Theoretical Statistics , Vol 32, 2010, pp. 183-198.
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pdf
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4.
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2011
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2. A. Intarasit and P. Sattayatham, A Geometric Brownian Motion Model with Compound Poisson Process and Fractional Stochastic Volatility. Advanced and Applications in Statistics, Vol 16, 2010, pp. 25-47.
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pdf
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3.
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2009
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1. T. Plienpanich, P. Sattayatham, and T.H. Thao, Fractional Integrated GARCH Difusion Limit Model, Journal of Korean Statistical Society. 38(2009), 231-238.
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pdf
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| 2. |
2008
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1. TH. Thao, T. Plienpanich, and P. Sattayatham, On the fractional Stochastic Filtering, Studia Mathematica, Vol LIII, No. 4, 2008
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pdf
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2007
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1. P. Sattayatham, A. Intrasit, and P. Chaiyasena, A Fractional Black-Scholes Model with Jumps. Vietnam Journal of Mathematics, 35: 3(2007), 1-15
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pdf
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ÂÂÂÂÂÂÂÂÂÂ
JOURNAL PAPERS (In Applied Mathematics)
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No.
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Year
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Author
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Article name
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File
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30
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2009
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T. Plienpanich, P. Sattaytham, T.H. Thao
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Fractional Integrated GARCH Diffusion Limit Models, Journal of the Korean Statistical Society, 38(2009), 231-238.
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pdf
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29
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2008
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P. Pongchalee, P. Sattayatham, X. Xiang
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Ralaxation of nonlinear impulsive Controlled System on Banach Spaces. Nonlinear Analysis 68(2008),1570-1580
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pdf
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28
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2008
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P. Sattayatham
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Nonlinear Impulsive periodic Evolution Equations, Advanced in differential and control Process, Volume 2, Number 1, 2008, Page 61-74.
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pdf
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27
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2008
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P. Sattayatham
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Relaxed Control for a Class of Semilinear Implusive Evolution Equations, Pacific journal of Pure and Applied Mathematics, 1:1 (2008): 67-80.
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pdf
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26
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2008
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T. Plienpanich, P. Sattayatham, and T.H. Thao
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Nonlinear Filtering from counting process observation ( Accepted in The Pacific Journal)
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pdf
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25
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2008
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T.H. Thao, P. Sattayatham, T. Plienpanich
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On the Fractional Stochastic Filtering, STUDIA UNIV. BABES-BOLYAI, MATHEMATICA, Volume LIII, Number 4, December 2008.
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pdf
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24
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2007
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P. Sattayatham, A.Intrasit, P chaiyasena
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A Fractional Black-Scholes Model with Jumps. Vietnam Journal of Mathematics, 35: 3(2007), 1-15
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PDF
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23
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2006
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K. Kerdprasop, N. Kerdprasop, and P. Sattayatham,
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A Monte Carlo method to data stream analysia, Transaction on engineering, computing and technology, pp. 240-245, 2006.
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pdf
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22
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2006
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P. Sattayatham,
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Relaxed control for a class of strongly nonlinear impulsive evolution equations. Computers and Mathematics with Applications, volume 52, issue 5, pages 779-790, 2006.
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pdf
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21
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2006
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S. Hinpang, X. Xiang, P. sattayatham
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Impulsive control system with parameter perturbation, Thai Journal of mathematics, Vol. (4), No.1, pp. 1-18, 2006.
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20
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2005
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K. Kerdprasop, N. Kerdprasop, and P. Sattayatham
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Weighted K-means for density-biased clustering, DaWaK 2005, pp.488-497, 2005.
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pdf
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19
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2004
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P. Sattayatham,
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Strongly Nonlinear Impulsive Evolution Equations and Optimal Control. Journal of Nonlinear Analysis 57, pp 1005-1020, 2004.
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pdf
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18
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2003
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P. Sattayatham, S. Sujitjorn and R. Saelim
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Stability and Stabilization of Nonlinear Dynamical Systems. ASEAN Journal on Science and Technology for Development Vol. 20, Issue 1, pp 61-70, 2003.
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pdf
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17
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2003
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X. Xiang, P. Sattayatham, and Wei Wei,
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Relaxed Optimal Controls of a Class of strongly nonlinear delay evolution equations, Journal of Nonlinear Analysis Theory, Methods and Applications, Vol.52, No.3, 2003, pp.703-723.
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pdf
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16
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2002
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P. Sattayatham, S. Tangmanee and Wei Wei.
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On periodic solutions of nonlinear evolution equations in Banach spaces, Journal of Mathematical Analysis and Application, Vol.276, No.1, 2002, pp. 98-108.
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pdf
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15
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2002
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Wei Wei and P. Sattayatham
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On Existence of Optimal Control Governed by a Class of Periodic Nonlinear Evolution Systems on Banach spaces, Acta Analysis Functionals Applicata, Vol.4, No.2, 2002, pp. 124-136.
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pdf
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14
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2002
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Wei Wei and P. Sattayatham
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Anti-periodic solutions for a class of strangly nonlinear evolution equations in Banach spaces, Guizhou Science Journal, Vol.20, No.1, 2002, pp. 19-35.
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pdf
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13
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2000
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P. Sattayatham
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Generalized Discrete Tension Splines, Journal of Interdisciplinary Mathematics, Vol.3 (2000), No. 2-3, pp.163-172.
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pdf
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12
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1999
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B.I. Kvasov and P. Sattayatham
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GB-splines of Arbitrary Order. Journal of Computational and Applied Mathematics 104 (1999) 63-88.
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pdf
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11
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1999
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P. Sattayatham
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A convergence to infinity in Banach lattices. Thailand Journal of Mathematics, Vol 1, No. 1 (1999), pp. 15-23.
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10
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1999
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P. Sattayatham and Kuang Huawu
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Relaxation and Optimal Controls for a class of Infinite Dimensional Nonlinear Evolution Systems, Journal of Guizhou University, P.R.China, Vol.16, No. 4 (1999), pp.242-250.
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pdf
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9
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1999
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P. Sattayatham. and Wei Wei
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Use of cubic splines and the second central finite differences in numerical solution of PDEs. Journal of Interdisciplinary Mathematics, ,Vol.2 (1999), pp. 193-204.
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pdf
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8
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1999
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Y. Grigoriev, S.V. Meleshko, and P. Sattayatham
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Classification of invariant solutions of the Boltmann equation. Journal of Physics A : Mathematical and General, Vol 32, No.28, 1999, pp. 337-342.
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pdf
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7
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1998
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E.B. Manoukian and P. Sattayatham
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Particle correlation in quantum field theory II. Fortschr. Phys. (1998) 2, 189-200.
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pdf
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6
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1997
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B.I. Kvasov and P. Sattayatham
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Generalized Tension B-splines. Proceedings of Chamonix 1996, Vanderbilt University Press USA, 1997, pp. 247-254
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pdf
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5
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1995
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P. Sattayatham
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Introduction to the Subject of Wavelets and PDEs, Proceedings of Annual Meeting in Mathematics, Khon Kaen University Press, Vol.1, 1-36 (1995).
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PDF
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4
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1994
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P. Sattayatham
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Semi-continuous functions in Banach Lattices. J. of Physical Science, USM, Malaysia, Vol.5, 103-116 (1994).
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3
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1993
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P. Sattayatham
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The hyperplane mean of a non-negative subharmonic function. Science and Technology Journal, Thammasat University, Vol. 2, No.1, 1-7 (1993)
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2
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1993
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P. Sattayatham
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On the functions that preserve harmonicity in the euclidean space. SEA Bull. Math., Vol. 17, No.1, 45-50 (1993)
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pdf
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1
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1992
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P. Sattayatham
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Some properties of solutions to semilinear heat equations. Proceeding of the Mathematical Research, Chiangmai Univ., Vol. 2, 26-28 (1992).
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ÂÂÂÂÂÂÂÂÂÂÂÂÂÂÂÂÂ
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23
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2015
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Natthasurang Yasungnoen andÂÂÂÂÂÂÂÂÂÂÂÂÂÂ Pairote Sattayatham.
Forecasting Thai Mortality by Using the Lee-Carter Model.
DE GRUYTER.
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22
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2015
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S. Anantassopon,ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ p. SattayathamÂÂÂÂÂÂÂÂÂÂÂÂÂÂ and t. Talangtam.
The modeling of motor insurance claims with infinite mixure distribution.
International journal of applied mathematics and statistics, volume 53; issue no. 4
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21
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2014
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W. Klongdee,ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ p. SattayathamÂÂÂÂÂÂÂÂÂÂÂÂÂÂ and s. Boonta.
On approximatioon the ruin probability and the minimum initial capital of the finite-time risk process by separated claim technique of motor insurance.ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ Far east journal of mathematical science. Volume 2013 part vi: 597-604.
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20
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2013
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A. Intarasit,ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ k. Chuarkhamz, p. Sattayatham.
Ruin probability-based initial capital of the discrete-time surplus process in insurance under reinsurance as a control parameter.
ThaiÂÂÂÂÂÂÂÂÂÂÂÂÂÂ journal ofÂÂÂÂÂÂÂÂÂÂÂÂÂÂ mathematicsÂÂÂÂÂÂÂÂÂÂÂÂÂÂ volume 11 (2013) number 3 : 543-562.
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ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ 19.
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2013
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Pairote Sattayatham,ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ Kiat Sangaroon, and Watcharin Klongdee.ruinruin Probability-Based Initial CapitalÂÂÂÂÂÂÂÂÂÂÂÂÂÂ of the Discrete-Time Surplus ProcessÂÂÂÂÂÂÂÂÂÂÂÂÂÂ Variance 2013 Volume 7 Issue 1
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ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ 18.
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ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ 2013
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Paiboon Peeraparp andÂÂÂÂÂÂÂÂÂÂÂÂÂÂ Pairote Sattayatham,
A JUMP-DIFFUSION WITH
STOCHASTIC VOLATILITY AND INTEREST RATE,
Journal of Mathematics and Statistics 9 (1): 43-50, 2013
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17.
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2013
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Nop Sopipan, Anchalee Sattayatham and Samruam Chongcharoen,Forecasting Returns for the Stock Exchange of Thailand index using Multiple Regression Based On Principal Component Analysis, Journal of Mathematics and Statistics 9 (1): 29-37, 2013.
|
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16.
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2013
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Soontorn Boonta, Anchalee Sattayatham and Pairote Sattayatham, Estimation of Weibull Parameters using A Randomized Neighborhood Search for the Severity of Fire Accident, Journal of Mathematics and Statistics 9 (1): 12-17, 2013.
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15.
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2012
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Nonthiya Makate andÂÂÂÂÂÂÂÂÂÂÂÂÂÂ Pairote Sattayatham, ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ Option Pricing under a Mean Reverting Process with Jump-DiffusionÂÂÂÂÂÂÂÂÂÂÂÂÂÂ and Jump Stochastic Volatility,ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ Thai Journal of Mathematics Volume 10 (2012) Number 3 : 651–660
|
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14.
|
2012
|
1.ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ P. Sattayatham, N. Sopipan and B. Premanode, Forecasting the stock exchange of Thailand uses day of the week effect and Markov regime switching GARCH, American Journal of Economic and Administration, 4(1); 84-93, 2012.
|
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13.
|
ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ
|
2. N. Sopipan,ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ P. SattayathamÂÂÂÂÂÂÂÂÂÂÂÂÂÂ and B. Premanode, Forecasting volatility of gold price using Markov regime switching and trading strategy, Journal of mathematical Finance, 2(1); 121-131, 2012.
|
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12.
|
ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ
|
3.ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ P. SattayathamÂÂÂÂÂÂÂÂÂÂÂÂÂÂ and S. Pinkham, Option pricing for a stochastic levy model with stochastic interest rates, Journal of the Korean Statistical Society, Article in press, 2012.
|
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11.
|
ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ
|
4.ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ P. SattayathamÂÂÂÂÂÂÂÂÂÂÂÂÂÂ and T. Talangtham, Fitting of ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ finite mixture distributions to motor insurance claims, Journal of Mathematics and statistics, 8(1); 49-56, 2012.
|
|
10.
|
2011
|
1. S. Pinkham andÂÂÂÂÂÂÂÂÂÂÂÂÂÂ P. Sattayatham, European Option Pricing for a Stochastic Volatility
Model with Stochastic Interest Rates, Journal of Mathematical Finance, 1(3); 98-108, 2011.
|
|
9
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ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ
|
2. Arthit intarasit ,ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ pairote sattayatham
Option pricing for a jump diffusion model with fractional stochastic volatility. Journal of nonlinear analysis and optimization vol. 2, no. 2, (2011), 239-251 issn : 1906-9605.
|
|
8.
|
ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ
|
3. N. Makate andÂÂÂÂÂÂÂÂÂÂÂÂÂÂ P. Sattayatham, Stochastic Volatility Jump-difusion Model for option Pricing, Journal of Mathematical Finance, 1(3); 90-97, 2011.
|
|
7.
|
ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ
|
4.ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ P. SattayathamÂÂÂÂÂÂÂÂÂÂÂÂÂÂ and A. Intrasit, An Approximate Formula of European Option for Fractional Stochastic Volatility Jump Diffusion Model, Journal of Mathematics and Statistics, 7(3), (2011), 230-238.
|
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6.
|
ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ
|
5. K. Chuarkham,ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ P. SattayathamÂÂÂÂÂÂÂÂÂÂÂÂÂÂ and W. Klongdee, Controlling for a Discrete-timeÂÂÂÂÂÂÂÂÂÂÂÂÂÂ Surplus Process in Insurance to Reach a Firm’s Target, Fareast Journal of Mathematical Science, 50(2011), 197-224.
|
|
5.
|
2010
|
1. W. Klongdee,ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ P. Sattayatham, K. Sangaroon, A Value Function of Discrete-time Surplus Process in Insurance under Risky Asset Investment and Reinsurance Credit Risk. Fareast Journal of Theoretical Statistics , Vol 32, 2010, pp. 183-198.
|
|
4.
|
ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ
|
2. A. Intarasit andÂÂÂÂÂÂÂÂÂÂÂÂÂÂ P. Sattayatham, A Geometric Brownian Motion Model with Compound Poisson Process and Fractional Stochastic Volatility. Advanced and Applications in Statistics, Vol 16, 2010, pp. 25-47.
|
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3.
|
2009
|
1. T. Plienpanich,ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ P. Sattayatham, and T.H. Thao, Fractional Integrated GARCH Difusion Limit Model, Journal of Korean Statistical Society. 38(2009), 231-238.
|
|
2.
|
2008
|
1. TH. Thao, T. Plienpanich, andÂÂÂÂÂÂÂÂÂÂÂÂÂÂ P. Sattayatham, On the fractional Stochastic Filtering, Studia Mathematica, Vol LIII, No. 4, 2008
|
|
2007
|
1.ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ P. Sattayatham, A. Intrasit, and P. Chaiyasena, ÂÂÂÂÂÂÂÂÂÂÂÂÂÂ A Fractional Black-Scholes Model with Jumps. Vietnam Journal of Mathematics, 35: 3(2007), 1-15
|
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