IDEAS home Printed from https://ideas.repec.org/f/pka1175.html
   My authors  Follow this author

Kabin Kanjamapornkul

Personal Details

First Name:Kabin
Middle Name:
Last Name:Kanjamapornkul
Suffix:
RePEc Short-ID:pka1175
[This author has chosen not to make the email address public]
The above email address does not seem to be valid anymore. Please ask Kabin Kanjamapornkul to update the entry or send us the correct address or status for this person. Thank you.

Research output

as
Jump to: Working papers Articles

Working papers

  1. Richard Pincak & Kabin Kanjamapornkul, 2018. "GARCH(1,1) model of the financial market with the Minkowski metric," Papers 1808.04231, arXiv.org.
  2. Kabin Kanjamapornkul & Richard Pinv{c}'ak & Sanphet Chunithpaisan & Erik Bartov{s}, 2017. "Support Spinor Machine," Papers 1709.03943, arXiv.org.
  3. K. Kanjamapornkul & Richard Pinv{c}'ak & Erik Bartov{s}, 2016. "The study of Thai stock market across the 2008 financial crisis," Papers 1606.02871, arXiv.org.
  4. K. Kanjamapornkul & R. Pinv{c}'ak, 2016. "Kolmogorov Space in Time Series Data," Papers 1606.03901, arXiv.org.

Articles

  1. Kanjamapornkul, Kabin & Pinčák, Richard & Bartoš, Erik, 2020. "Cohomology theory for financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 546(C).
  2. Kanjamapornkul, K. & Pinčák, Richard & Bartoš, Erik, 2016. "The study of Thai stock market across the 2008 financial crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 117-133.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Richard Pincak & Kabin Kanjamapornkul, 2018. "GARCH(1,1) model of the financial market with the Minkowski metric," Papers 1808.04231, arXiv.org.

    Cited by:

    1. Kanjamapornkul, Kabin & Pinčák, Richard & Bartoš, Erik, 2020. "Cohomology theory for financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 546(C).
    2. Vitor H. Carvalho & Raquel M. Gaspar, 2021. "Relativistically into Finance," Working Papers REM 2021/0175, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    3. Vitor H. Carvalho & Raquel M. Gaspar, 2021. "Relativistic Option Pricing," IJFS, MDPI, vol. 9(2), pages 1-24, June.

  2. Kabin Kanjamapornkul & Richard Pinv{c}'ak & Sanphet Chunithpaisan & Erik Bartov{s}, 2017. "Support Spinor Machine," Papers 1709.03943, arXiv.org.

    Cited by:

    1. Kanjamapornkul, Kabin & Pinčák, Richard & Bartoš, Erik, 2020. "Cohomology theory for financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 546(C).
    2. Mostafa Shabani & Dat Thanh Tran & Juho Kanniainen & Alexandros Iosifidis, 2022. "Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification," Papers 2207.11577, arXiv.org.

  3. K. Kanjamapornkul & Richard Pinv{c}'ak & Erik Bartov{s}, 2016. "The study of Thai stock market across the 2008 financial crisis," Papers 1606.02871, arXiv.org.

    Cited by:

    1. Jahangoshai Rezaee, Mustafa & Jozmaleki, Mehrdad & Valipour, Mahsa, 2018. "Integrating dynamic fuzzy C-means, data envelopment analysis and artificial neural network to online prediction performance of companies in stock exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 489(C), pages 78-93.
    2. Baumöhl, Eduard & Kočenda, Evžen & Lyócsa, Štefan & Výrost, Tomáš, 2018. "Networks of volatility spillovers among stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1555-1574.
    3. Kanjamapornkul, Kabin & Pinčák, Richard & Bartoš, Erik, 2020. "Cohomology theory for financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 546(C).

  4. K. Kanjamapornkul & R. Pinv{c}'ak, 2016. "Kolmogorov Space in Time Series Data," Papers 1606.03901, arXiv.org.

    Cited by:

    1. Kanjamapornkul, Kabin & Pinčák, Richard & Bartoš, Erik, 2020. "Cohomology theory for financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 546(C).
    2. Kanjamapornkul, K. & Pinčák, Richard & Bartoš, Erik, 2016. "The study of Thai stock market across the 2008 financial crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 117-133.
    3. Bartoš, Erik & Pinčák, Richard, 2017. "Identification of market trends with string and D2-brane maps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 57-70.

Articles

  1. Kanjamapornkul, K. & Pinčák, Richard & Bartoš, Erik, 2016. "The study of Thai stock market across the 2008 financial crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 117-133.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (2) 2016-06-18 2018-09-10. Author is listed
  2. NEP-BIG: Big Data (1) 2017-09-17. Author is listed
  3. NEP-FMK: Financial Markets (1) 2016-06-18. Author is listed

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Kabin Kanjamapornkul should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.