Events
Pasin Marupanthorn
AMIMA
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.
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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.
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1 - 26
Research Findings and Publications
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June 2018 - August 2018 ---- Can Chlamydomonas reinhardtii enhance mixing in Micro fluidic devices?
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Nov 2018 - May 2019 ---- Estimating Network Reliability using the Wang-Landau Sampling
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26 July 2019 - Now ---- Machine Learning for Predicting Dengue Outbreak in Lower Mekong Countries
Research Topics
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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
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Econometrics
- Copula
- Multivariate Time Series Models
- Cointegration
- Foreign Exchange
- Climate Economics
- BCG Economy
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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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