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Events

Pasin Marupanthorn
                     AMIMA

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Ph.D. Student  Actuarial Mathematics,

Heriot-Watt University

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Independent Quantitative Researcher and Developer

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Statistical Arbitrage Proprietary Trading

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  • 24 May 2019 ----  Talking the topic "Estimating Bridge Network Reliability using the Wang-Landau Sampling" in 11th Science Research Conference: Smart Science Smart World at Srinakharinwirot University, Bankok, Thailand.   

  • 1 - 26 July 2019 ----  Joining Lower Mekong Initiative (LMI) young scientist program 2019 organized by the Arizona State University (US)  at the National University of Laos (NUOL) in Vientiane, Loa.  

  • 1 - 26

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Research Findings and Publications

  • June 2018 - August 2018 ---- Can Chlamydomonas reinhardtii enhance mixing in Micro fluidic devices?

  • Nov 2018 - May 2019 ---- Estimating Network Reliability using the Wang-Landau Sampling

  • 26 July 2019 - Now ---- Machine Learning for Predicting Dengue Outbreak in Lower Mekong Countries 

Research Topics

  • Financial Mathematics

         -  Portfolio Optimizaiton

         -  Sustainable Finance

         -  Derivertive Pricing

         -  Algorithmic Trading

         -  High Frequency Trading

         -  Statistical Arbritage

         -  Stochastic Processes in Finance

         -  Quantitative Risk Management

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  • Actuarial Mathematics

         -  Decentralized Insurance

         -  Sustainable Insurance

         -  Retirement Investment

         -  Stochastic Processes in Insurance

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  • Statistical Machine Learning

        -   Monte Carlo Simulation

        -   Stochastic Optimization

        -   Distribution Learning

        -   Clustering

        -   Kernel Learning

        -   Generative Models

        -   Eigenvalue Problems

  • Econometrics

         -   Copula

         -   Multivariate Time Series Models

         -   Cointegration 

         -   Foreign Exchange 

         -   Climate Economics

         -   BCG Economy

         

  • Management Mathematics

         -  Combinatorial Optimization

         -  Mixed Integer Programming

         -  Integer Programming

         -  Supply Chain Optimization

         -  Heuristic Algorithm

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  • Software Engineering

        -  R Shiny Application

        -  Platform Management

        -  API

        -  Blockchain Engineering 

        -  Smart Contract

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