Now showing items 1-3 of 3

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    Evaluating credit scoring models 

    Vesarach Aumeboonsuke; Dryver, Arthur L, advisor (National Institute of Development Administration, 2011)
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    Robust financial trading system with Deep Q Network (DQN) 

    Sutta Sornmayura; Vesarach Aumeboonsuke (National Institute of Development Administration, 2017)

    Forex trading is one of the most attractive areas in finance. However, developing the profitable trading system is not an easy task because it requires extensive knowledge in several areas such as quantitative analysis, financial skills, and computer programming. Trading system expert, as a human, also bring in their own bias to develop the system. The trading system developers will prefer some markets over others, prefer some indicators over others, and prefer some trading time frame over others. Moreover, developing the trading system will also ...
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    The role of interest rate in attracting FDI : a study on the Asean 5 economy 

    Siddiqui, Hira Aijaz; Vesarach Aumeboonsuke (National Institute of Development Administration, 2014)

    This paper is concerned with the foreign direct investment (FDI) inflow and its determinant in ASEAN 5. The analysis is based on the data over the years 1986 to 2012 using the Vector Auto Regression (VAR) Technique. The objective was to analyze the relationship of (FDI) inflow and interest rates (IR). The findings suggest that the interest rates of Thailand, Indonesia, and Malaysia have a negative relation with foreign direct investment (FDI) inflow. No evidence was found that interest rates play any role in attracting the FDI inflow for Singapore ...