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ติดต่อ
M 208 Division of Computational Science,
Faculty of Science, Prince of Songkla University,
Hat Yai, Songkhla, Thailand 90112
Tel : +66 (0)7428 8621
การศึกษา
Ph. D. (Applied Mathematics and Computational Science),Chulalongkorn University, Thailand, 2020
M. Sc. (Mathematics), Chulalongkorn University, Thailand, 2015
B. Sc. (Mathematics), Chulalongkorn University, Thailand, 2012
สาขาที่สนใจ:
Financial Mathematics
Stochastic Processes
Parameter Estimation
Data Science
รายวิชาที่สอน ระดับปริญญาตรี :
346-221 Probability for Statistics (ความน่าจะเป็นสำหรับสถิติศาสตร์)
346-231 Introduction to Insurance (การประกันภัยเบื้องต้น)
346-435 Statistical Data Mining (การทำเหมืองข้อมูลเชิงสถิติ)
346-442 Stochastic Process (กระบวนการสโตแคสติก)
346-451 Statistics for Data Science and Business Analytics (สถิติสำหรับวิทยาการข้อมูลและการวิเคราะห์เชิงธุรกิจ)
346-471 Seminar in Statistics (สัมมนาทางสถิติ)
346-491 Project in Statistics I (โครงงานทางสถิติ 1)
346-492 Project in Statistics II (โครงงานทางสถิติ 2)
347-201 Basic Statistics (สถิติพื้นฐาน)
งานวิจัย:
ผลงานวิจัยตีพิมพ์
Rujivan S., Sutchada A., Chumpong K., & Rujeerapaiboon N. (2023). Analytically computing the moments of a conic combination of independent noncentral chi-square random variables and its application for the extended Cox-Ingersoll-Ross process with time-varying dimension. Mathematics, 11(5), 1276.
Chumpong K., Mekchay K., Rujivan S., & Thamrongrat N. (2022). Simple analytical formulas for pricing and hedging moment swaps. Thai Journal of Mathematics. 20(2), 693-713.
Chumpong K., Tanadkithirun R., & Tantiwattanapaibul C. (2022). Simple closed-form formulas for conditional moments of inhomogeneous nonlinear drift constant elasticity of variance process. Symmetry, 14(7), 1345.
Duangpan A., Boonklurb R., Chumpong K., & Sutthimat P. (2022). Analytical formulas for conditional mixed moments of generalized stochastic correlation process. Symmetry, 14(5), 897.
Chumpong K. & Sumritnorrapong P. (2022). Closed-form formula for the conditional moments of log prices under the inhomogeneous Heston model. Computation, 10(4), 46.
Chumpong K., Mekchay K., & Thamrongrat N. (2021). Analytical formulas for pricing discretely-sampled skewness and kurtosis swaps based on Schwartz's one-factor model. Songklanakarin Journal of Science and Technology, 43(2), 465-470.
Chumpong K., Mekchay K., & Rujivan S. (2020). A simple closed-form formula for the conditional moments of the Ornstein-Uhlenbeck process. Songklanakarin Journal of Science and Technology, 42(4), 836-843.
ผลงานวิจัยที่นำเสนอ
Chumpong K., Mekchay K., & Thamrongrat N. (2020). Analytical formulas for pricing discretely-sampled skewness and kurtosis swaps based on Schwartz’s one-factor model. The 2nd International Symposium on Partial Differential Equation & Stochastic Analysis in Mathematical Finance, 6-10 January, Sanya City, China.
This email address is being protected from spambots. You need JavaScript enabled to view it.
website
ติดต่อ
M 205 Department of Mathematics and Statistics,
Faculty of Science, Prince of Songkla University,
Hat Yai, Songkhla, Thailand 90112
Tel : +66-(0)7428-8627
การศึกษา:
Ph.D. (Mathematical Sciences - Statistics), Mississippi State University, USA
M.Sc (Applied Statistics), Chiang Mai University, Thailand
B.Sc (Statistics), Maejo University, Thailand
สาขาที่สนใจ:
Power law process, reliability, statistical inference
ผู้ร่วมวิจัยเรื่อง “Baseline Survey on Child Labor in Shrimp and Associated Seafood Processing Value Chain in 2012” ได้รับทุนสนับสนุนจาก องค์การแรงงานระหว่างประเทศ (International Labor Organization, ILO)
ดุษฎีนิพนธ์ระดับปริญญาเอกเรื่อง “Inferences on the power-law process with applications to repairable systems”
งานวิจัยตีพิมพ์
Jularat Chumnaul (2015). Interval estimation for a log-normal mean based on an asymptotic normal distribution of maximum likelihood estimator. Journal of Science Ladkrabang, 2, 13-30.
Jularat Chumnaul and Mohammad B. Sepehrifar (2018). Generalized confidence interval for the scale parameter of the power-law process with incomplete failure data. Computational Statistics and Data Analysis 128, 17-33.
Jularat Chumnaul. (2020). Power-law process and its applications on repairable systems. The Journal of Applied Science 19, 2. pp 175-187.
Jularat Chumnaul and Mohammad B. Sepehrifar. (2020). Improved test for the scale parameter of the power-law process with incomplete failure data, Communications in Statistics - Theory and Methods.
รางวัล Boyd Harshbarger Travel Award ประจำปี 2562 จาก The Southern Regional Council on Statistics (SRCOS) สำหรับนำเสนองานวิจัยเรื่อง “Generalized confidence interval for the scale parameter of the power-law process with incomplete failure data”
This email address is being protected from spambots. You need JavaScript enabled to view it.
website
ติดต่อ
M 324 Department of Mathematics and Statistics,
Faculty of Science, Prince of Songkla University,
Hat Yai, Songkhla, Thailand 90112
Tel : +66-(0)7428-8648
การศึกษา:
Dr.rer.pol.(Production and Supply Chain Management), Darmstadt University of Technology, Germany, 2019
346-371 Computer Applications for Statistical Research
347-201 Basic Statistics
346-242 Operations Research I
346-441 Simulation Techniques
งานวิจัย:
ผลงานวิจัย
Masae, M., Glock, C.H., & Vichitkunakorn, P., Optimal routing of order pickers in the leaf warehouse. In the proceeding of 24th International Symposium on Logistics (ISL 2019), Wurzburg, Germany, 14.-17.07.2019.
Masae, M., Glock, C.H., & Vichitkunakorn, P. (2019). Optimal order picker routing in the chevron warehouse. IISE Transactions, https://doi.org/10.1080/24725854.2019.1660833.
Masae, M., Glock, C.H., & Grosse, E.H. (2019). Order picker routing in warehouses: A systematic literature review. International Journal of Production Economics, https://doi.org/10.1016/j.ijpe.2019.107564.
Masae, M., Glock, C.H., & Vichitkunakorn, P. (2020). Optimal order picker routing in a conventional warehouse with two blocks and arbitrary starting and ending points of a tour. International Journal of Production Research, https://doi.org/10.1080/00207543.2020.1724342.