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Pairote Sattayatham

Researcher at Suranaree University of Technology

Publications -  40
Citations -  369

Pairote Sattayatham is an academic researcher from Suranaree University of Technology. The author has contributed to research in topics: Stochastic volatility & Implied volatility. The author has an hindex of 9, co-authored 40 publications receiving 337 citations.

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Journal ArticleDOI

GB-splines of arbitrary order

TL;DR: In this article, an explicit formulae and recurrence relations for the calculation of generalized B-splines of arbitrary order are given, and main properties of GB-spline and their series are derived.
Book ChapterDOI

Weighted k-means for density-biased clustering

TL;DR: To speed up the clustering process, this work develops the reservoir-biased sampling as an efficient data reduction technique since it performs a single scan over a data set.
Journal ArticleDOI

Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy

TL;DR: In this article, the authors used Markov Regime Switching GARCH (MRS-GARCH) models to forecast the volatility of gold prices using a loss function, which allows volatility to have different dynamics according to unobserved regime variables.
Journal ArticleDOI

On periodic solutions of nonlinear evolution equations in Banach spaces

TL;DR: In this article, the authors prove an existence result for T -periodic solutions to nonlinear evolution equations of the form T-periodic solution to non-linear evolution equation.
Journal Article

Weighted K-means for density-biased clustering

TL;DR: In this paper, a variation of weighted k-means is proposed to improve the scalability of clustering, which performs a single scan over a data set and is designed to group data of mixture models.