Computational Economics Project in Macroeconomics and Finance
Published in , 2024
This working project conducts quantitative analysis using structural modelling
Publications
Cash Profitability in Corporate Liquidity Management with Cross-sectional Heterogeneity
Published in PKU Master Thesis, 2024
This paper uses causal analysis and machine learning to study business practices in liquid asset management.
Recommended citation: Visantavarakul, K. (2024). "Cash Profitability in Corporate Liquidity Management with Cross-sectional Heterogeneity." [Master Thesis, Peking University HSBC Business School]. https://drm.lib.pku.edu.cn/pdfindex1.jsp?fid=431813afd1f97101532a4a1f2d9a9b10
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An Application of Reinforcement Learning to Credit Scoring Based on the Logistic Bandit Framework
Published in International Conference on Applied Statistics 2022, 2022
This paper uses Reinforcement Learning to improve performances of credit underwriting in microfinance
Recommended citation: Visantavarakul, K. & Kiatsupaibul S. (2022). "An Application of Reinforcement Learning to Credit Scoring Based on the Logistic Bandit Framework." International Conference on Applied Statistics 2022 (pages 95-101). http://icas2022.stat.kmutnb.ac.th/doc/ICAS2022%20Proceeding.pdf
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Investigating the Role of Growth in Determining Capital Structure in Thai Stock Market (SET) through Signaling Game
Published in Thailand and the World Economy Journal, 2021
This paper uses Game Theory and Applied Econometrics to suggest financial modeling
Recommended citation: Visantavarakul, K. (2021). "Investigating the Role of Growth in Determining Capital Structure in Thai Stock Market (SET) through Signaling Game." Thailand and The World Economy. 39(1), 58–72. Retrieved from https://so05.tci-thaijo.org/index.php/TER/article/view/243081
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