
Pasin Marupanthorn- Master of Science
- Ph.D. student at Heriot-Watt University
Pasin Marupanthorn
- Master of Science
- Ph.D. student at Heriot-Watt University
About
13
Publications
656
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21
Citations
Introduction
Current institution
Additional affiliations
September 2010 - September 2014
Education
September 2019 - September 2021
July 2019 - December 2021
WorldQuant University
Field of study
- Financial Engineering
August 2017 - August 2018
Publications
Publications (13)
This paper introduces DivFolio , a multiperiod portfolio selection and analytic software application that incorporates automated and user-determined divestment practices accommodating Environmental Social Governance (ESG) and portfolio carbon footprint considerations. This freely available portfolio analytics software tool is written in R with a GU...
The goal of this work was to comparative study of the production efficiency and morphology of Maehongson chickens at various ages versus Praduhangdum, male layer chickens and broiler. Completely randomized design (CRD) experiments were devised using one-day-old broilers, 150 of each breed for a total of 600. According to the breed of chickens, the...
Abstract
Mechanisms to develop divestment strategies are an essential component of carbon reduction strategies. The rate at which investors should divest has become a critical aspect of effective divestment, which has shifted from the periphery to a movement of over a thousand major investors, totaling more than $40.43 trillion in committed funds....
Modern physical networks, for example in communication and transportation, can be interpreted as directed graphs. Network models are used to identify the probability that given nodes are connected, and therefore the effect of a failure at a given link. This is essential for network design, optimization, and reliability. In this study, we investigat...
In this work we developed a 1/t algorithm for numerical integration in high dimensions. A large amount of computation time is wasted when a random walker is unable to reach a rare state at the sharp peak of an integrand, and becomes trapped after falling through that state. In this study, the density of states was divided into only two levels by sa...
In this work we improve the accuracy and the convergence of the 1/t algorithm for multidimensional numerical integration. The proposed strategy is to introduce a new approximation method which obviates the bin width effect of the conventional 1/t algorithm by using the average of y values, which varies as the number of Monte Carlo trials changes, i...
We develop a method for Monte Carlo integration of ill-behaved integrals. The method is based on two existing approaches: the simple sampling Monte Carlo and the 1/t method. The proposed method is applicable to ill-behaved integrals in one, two and three dimensions. These difficult to calculate by a general Monte Carlo integration method. The compa...