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INTELLECTUAL CONTRIBUTIONS
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Peer-Reviewed Journal Articles
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"Does Extreme Correlation Matter in Global Equity Asset Allocation?", Journal of Investment Management, 17(1) : 4-26, Jan.2019, (Solnik, B., Watewai, T.).
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"International Correlation Asymmetries: Frequent-but-small and Infrequent-but-large Equity Returns", The Review of Asset Pricing Studies, 6(2) : 221-260, Jul.2016, (Solnik, B., Watewai, T.).
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"Fast bidirectional shortest path on GPU", IEICE Electronics Express, 13(6) : 1-10, Mar.2016, (Tangjittaweechai, L., Ekpanyapong, M., Watewai, T., Athikulwongse, K., Lim, S.K., Tavares, A.).
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"Automated Three-Wheel Rice Seeding Robot Operating in Dry Paddy Field", Maejo International Journal of Science and Technology, 9(3) : 403-412, Dec.2015, (Ruangurai, P., Ekpanyapong M., Pruetong C., Watewai, T.).
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"Optimal Investment and Consumption when Regime Transitions Cause Price Shocks", Insurance: Mathematics and Economics, 51(3) : 551-556, Jul.2012, (Lim, AEB.,Watewai, T.).
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"Price and Volume Effects Associated with SET50 Index Composition Changes", Chulalongkorn Business Review, 3(129) : 1-24, Sep.2011, (Chanintaranurak, M., Jenwittayaroje, N., and Watewai, T.).
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"Robust Asset Allocation with Benchmarked Objectives", Mathematical Finance, 21(4) : 643-679, Oct.2011, (Lim, A.E.B., Shanthikumar, J.G.,and Watewai, T.).
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"Profile-Guided Microarchitectural Floorplanning for Deep Submicron Processor Design", IEEE transaction on computer-aided design of integrated circuit and systems, 25(7) : 1289-1300, Jul.2006, (Ekpanyapong, M., Minz, J.R. , Watewai, T., Hsien-Hsin S.L.,and Sung K.L.).
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Editorial-Reviewed Journal Articles
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Peer-Reviewed Academic/Professional Meeting Proceedings
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"A Panel Partial Break Model for Forecasting Stock Returns in the Presence of Parameter Instability"Proceedings of RSU International Research Conference (RSUCON-2024), 308-320, Thailand Apr.2024, (Bumrungrat, N., Watewai, T.).
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"A Lending Decision Problem for Unfamiliar Loans"Feb.2020, (Autravisittikul, R., Watewai, T.).
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"Optimal Investment Strategy of High-Risk/High-Return and Low-Risk/Low-Return Stocks in the Presence of Proportional Transaction Costs"Feb.2020, (Noonoi, K., Watewai, T.).
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"Do weak fundamentals amplify contagion effects? A case study of the US and the UK equity markets"Universal Academic Cluster International February Conference, Bangkok, Thailand Feb.2018
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"Optimal Consumption and Investment Problems with Price Impact and Transaction Costs"Universal Academic Cluster International July Conference, Bangkok, Thailand Jul.2017, (Mueangkoom, A., Watewai, T.).
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"The Effect of Risk Aversion Levels of Banks on Financial Contagion"Universal Academic Cluster International November ConferenceNov.2017, (Kitjacharoenchai, P., Watewai, T.).
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"A Reduction of Ineffective Determinants of Capital Structure"Universal Academic Cluster International Autumn ConferenceOct.2017, (Laohaphansakda, C., Songsiri, J., Watewai, T.).
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"Multivariate Jump Diffusion Models with Jump Clustering and Stochastic Jump Intensity"ISESS 2015, 38-50Jan.2015, (Simakorn Y., Watewai, T.).
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"Robust Intensity Control with Multiple Levels of Model Uncertainty and the Dual Risk-Sensitive Problem"2010 Proceeding of the 49th IEEE Conference on Decision and Control (CDC), 4,305-4,310, IEEEDec.2010, (Lim, A.E.B., Shanthikumar, J.G.,and Watewai, T.).
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"Statistical Bellman-Ford Algorithm with An Application to Statistical Retiming", 959-964, IEEE, Proceeding of the IEEE2006, (Ekpanyapong, M.,Watewai, T.,and Sung K.L.).
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"Profile-Guided Microarchitectural Floorplanning for Deep Submicron Processor Design"Proceedings of the 41th Design Automation Conference, 634-639, IEEE, IEEE2004, (Ekpanyapong, M., Minz, J.R., Watewai,T., Hsien-Hsin S.L., Sung K.L.).
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Peer-Reviewed Academic/Professional Meeting Presentations
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"PIER Research Grant", Feb.2021-Jan.2022
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"World Class University Grant: International Connectedness and Financial Contagion Risk", 2017, (Watewai, T.).
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"World Class University Grant: Portfolio Optimization with Extreme Risk", Apr.2015-Mar.2016
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"Research and development of the automated rice weeding robot", Oct.2015-Oct.2016
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"The automated rice weeding robot and the analysis for commercialization", Oct.2014-Oct.2015
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"The Feasibility Study to Industrialize Direct Rice Seedling’s Machine", Oct.2014-Oct.2015
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"Ratchadaphiseksompoch Grant: Thai Capital Market Development", Aug.2013-Jul.2014, (Watewai, T.).
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"The analysis, study, and improvement of automated rice seeding system for cost reduction and productivity improvement in rice farming year 2", Aug.2013-Jul.2014, (Watewai, T., Ekpanyapong, M.).
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"World Class University Grant: Portfolio Optimization with Value at Risk", Apr.2014-Mar.2014, (Watewai, T.).
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"Ratchadaphiseksompoch Grant for New Researcher", 2010-2014, (Watewai, T.).
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"TRF Grant for New Researcher", Jun.2010-2014, (Watewai, T.).
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"National University Research Grant", Oct.2010-Sep.2013, (Watewai, T.).
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"The analysis, study, and improvement of automated rice seeding system for cost reduction and productivity improvement in rice farming", Apr.2012-May.2013, (Watewai, T., Ekpanyapong, M.).
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Competitive Research Awards Received
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Professional Practice Standards or Public Policies
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Non Peer-Reviewed Journals and Articles
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Non Peer-Reviewed Proceedings Published
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Non Peer-Reviewed Academic/Professional Meeting Presentations
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Academic Promotion Materials
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Reviews of Peer-Reviewed Journals
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"Automatic Rice Weeding Robot", Jul.2021
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