Auteur: Songsak Sriboonchitta

In economics, many quantities are related to each other. Such economic relations are often much more complex than relations in science and engineering, where some quantities are independence and the …

  Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models. …

This book focuses on structural changes and economic modeling. It presents papers describing how to model structural changes, as well as those introducing improvements to the existing before-structur …

This edited book contains several state-of-the-art papers devoted to econometrics of risk. Some papers provide theoretical analysis of the corresponding mathematical, statistical, computational, and …

This bookis devoted to the analysis of causal inference which is one of the most difficult tasks in dataanalysis: when two phenomena are observed to be related, it is often difficultto decide whether …

This book presents recent research on robustness in econometrics. Robust data processing techniques – i.e., techniques that yield results minimally affected by outliers – and their applications to re …

This book presents recent research on predictive econometrics and big data. Gathering edited papers presented at the 11th International Conference of the Thailand Econometric Society (TES2018), held …

This book presents both methodological papers on and examples of applying behavioral predictive models to specific economic problems, with a focus on how to take into account people’s behavior when m …

This book describes state-of-the-art economic ideas and how these ideas can be (and are) used to make economic decision (in particular, to optimally allocate assets) and to gauge the results of diffe …

In the last decades, machine learning techniques – especially techniques of deep learning – led to numerous successes in many application areas, including economics. The use of machine learning in ec …