Now showing items 1-4 of 4

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    Evaluating credit scoring models 

    Vesarach Aumeboonsuke; Dryver, Arthur L, advisor (National Institute of Development Administration, 2011)

    Evaluating the credit worthiness of credit seekers is a crucial process for financial institutions simply because their existence largely depends on how such a process is conducted. Financial institutions use a variety of credit scoring methods and a variety of criteria to select the best credit scoring methods. The primary purpose of this research is to evaluate the performance of some of the existing popular credit scoring methods that are widely used by financial institutions. The credit scoring methods to be considered for comparison purpose ...
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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 effect of change in output and inflation on nominal interest rate during the global financial crisis in the Eurozone, the United States, and Thailand and their differences 

    Lacko, Radovan; Vesarach Aumeboonsuke (National Institute of Development Administration, 2015)

    This study focuses on the consequences of the global financial crisis as changes in output and inflation. By researching the effects of these changes, which are the main factors influencing monetary policy, on nominal interest rate, it is important to find out which of these two factors are more important when it comes to the Eurozone and to compare it with the Unites States’ and Thailand’s monetary policy. The paper will focus on comparing the effects of these two variables on nominal interest rate before the crisis and during the global ...
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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 ...