GENERAL INFORMATIONเทสเทส
Name : Prof. Dr. Seksan Kiatsupaibul  
Name (Thai) : ศ. ดร. เสกสรร เกียรติสุไพบูลย์
Academic Title : Professor
Department/Program : Statistics
EDUCATION INFORMATION
Year Degree Major University Country
2000 Master of Science in Mathematics Mathematics University of Michigan United States
2000 Doctor of Philosophy Industrial and Operations Engineering University of Michigan United States
1996 Master of Science in Engineering Industrial and Operations Engineering University of Michigan United States
1993 Bachelor of Engineering Control Engineering King Mongkut's Institute of Technology Ladkrabang Thailand
INTELLECTUAL CONTRIBUTIONS
Peer-Reviewed Journal Articles
"Computation of tolerance ellipses for bivariate and trivariate normal populations", Journal of Statistical Computation and Simulation, 92(17) : 3630-3638, Jun.2022, (Liu, W., Bretz, F., Hayter, A.J., Kiatsupaibul, S.).
"Single observation adaptive search for discrete and continuous stochastic optimization", Operations Research Letters, 48(5) : 666-673, Sep.2020, (Kiatsupaibul, S., Smith, R.L., Zabinsky, Z.B.).
"Optimal collection of medical specimens and delivery to central laboratory", Annals of Operations Research, 287(1) : 537-564, Apr.2020, (Zabinsky, Z.B., Dulyakupt, P., Zangeneh-Khamooshi, S., Xiao, C., Zhang, P., Kiatsupaibul, S., Heim, J.A.).
"Efficient computation of the stochastic behavior of partial sum processes", Computational Statistics, 35(1) : 343-358, Jul.2018-Mar.2020, (Saengkyongam, S., Hayter, A., Kiatsupaibul, S., Liu, W.).
"Normal probability plots with confidence for the residuals in linear regression", Communications in Statistics - Simulation and Computation, 47(2) : 367-379, Feb.2018, (Chantarangsi, W., Liu, W., Brett, F., Kiatsupaibul, S., Hayter, A.J.).
"Single observation adaptive search for continuous simulation optimization", Operations Research, 66(6) : 1713-1727, Nov.2018, (Kiatsupaibul, S., Smith, R.L., Zabinsky, Z.B.).
"Confidence sets and confidence bands for a beta distribution with applications to credit risk management", Insurance: Mathematics and Economics, 75 : 98-104, Jul.2017, (Kiatsupaibul, S., Hayter, A.J., Somsong, S.).
"Rank constrained distribution and moment computations", Computational Statistics and Data Analysis, 105 : 229-242, Jan.2017, (Kiatsupaibul, S., Hayter, A.J., Liu, W.).
"Win-probabilities for comparing two binary outcomes", Communications in Statistics - Simulation and Computation, 46(1) : 204-214, Jan.2017, (Wiwatwattana, N., Hayter, A.J., Kiatsupaibul, S.).
"Q-Q plots with confidence for testing weibull and exponential distributions", Hacettepe Journal of Mathematics and Statistics, 45(3) : 887-904, Dec.2016, (Chantarangsi, W., Liu, W., Bretz, F., Kiatsupaibul, S., Hayter, A.J.).
"Solving infinite horizon optimization problems through analysis of a one-dimensional global optimization problem", Journal of Global Optimization, 66 : 711-727, Dec.2016, (Kiatsupaibul, S., Smith, R.L., Zabinsky, Z.B.).
"Win-probabilities for comparing two Weibull distributions", Quality Technology & Quantitative Management, 14(1) : 1-18, Jan.2016, (Hayter, A.J., Yang, P., Kiatsupaibul, S.).
"Estimating drug shelf-life with unknown lot-to-lot variability", Communications in Statistics - Simulation and Computation, 44(8) : 2195-2207, Sep.2015, (Srimaneekarn, N., Kiatsupaibul, S., Hayter, A. J., Liu, W.).
"Confidence Intervals for Quantiles of a Two-parameter Exponential Distribution under Progressive Type-II Censoring", Communications in Statistics - Theory and Methods, 44(14) : 3001-3010, Jul.2015, (Balakrishnan, N., Hayter, A. J., Liu, W., Kiatsupaibul, S.).
"Behavior of extreme dependence between stock markets when regime shifts", Sri Lankan Journal of Applied Statistics, 16(1) : 21-40, May.2015, (Tajvidi, N., Kiatsupaibul, S., Tirapat, S., Panyangam, C.).
"Simultaneous inferences on the cumulative distribution function of a normal distribution", Communications in Statistics - Theory and Methods, 44(24) : 5136-5145, Dec.2015, (Hayter, A.J., Kiatsupaibul, S, Napalai, P., Liu, W.).
"Normal probability plots with confidence", Biometrical Journal, 57(1) : 52-63, Jan.2015, (Chantarangsi, W., Liu, W., Bretz, F., Kiatsupaibul, S., Hayter, A., Wan, F.).
"Recursive confidence band construction for an unknown distribution function", Biometrical Journal, 57(1) : 39-51, Jan.2015, (Kiatsupaibul, S., Hayter, A.).
"Exact Inferences for a Gamma Distribution", Journal of Quality Technology, 46(2) : 140-149, Apr.2014, (Hayter, A.J., Kiatsupaibul, S.).
"Exact Inferences for a Weibull Model", Quality Engineering, 25(2) : 175-180, Dec.2013, (Hayter, A.J., Kiatsupaibul, S.).
"An Independence Point Method of Confidence Band Construction for Multiple Linear Regression Models", Communications in Statistics - Theory and Methods, 41(22) : 4132-4141, Sep.2012, (Hayter, A.J., Kiatsupaibul, S., Liu, W., Wynn, H.P.).
"Dimensional reduction for latent scores modeling using recursive integration", Journal of Statistical Theory and Practice, 6(3) : 501-509, Sep.2012, (Kiatsupaibul, S., Hayter, A.J.).
"Portfolio selection with qualitative input", Journal of Banking & Finance, 32(2) : 489-496, Feb.2012, (Chiarawongse A., Kiatsupaibul S., Tirapat S., Van Roy B.).
"Sustainability of a Microfinancial Pension Fund", Chulalongkorn Business Review, 34(134) : 1-28, Oct.2012-Dec.2012, (Tirapat, S., Kongchan, A., Kiatsupaibul, S.).
"Pattern discrete and mixed Hit-and-Run for global optimization", Journal of Global Optimization, 50(4) : 597-627, Aug.2011, (Mete, H.O, Shen, Y., Zabinsky, Z.B., Kiatsupaibul, S., Smith, R.L.).
"An Analysis of a Variation of Hit-and-run Uniform Sampling from General Regions", ACM Transactions on Modeling and Computer Simulation, 21(3) : 16:1-16:11, Mar.2011, (Kiatsupaibul, S., Zabinsky, Z. B., Smith, R.L.).
"Discrete Hit-and-Run for Sampling Points from Arbitrary Distributions over Subsets of Integer Hyperreactangles", Operations Research, 57(3) : 727-739, May.2009, (Baumert, S., Ghate, A., Kiatsupaibul, S., Shen, Y., Smith, R.L., Zabinsky, Z.B.).
"An Analytically Derived Cooling Schedule for Simulated Annealing", Journal of Global Optimization, 38(3) : 333-365, Jul.2007, (Shen, Y., Kiatsupaibul, S., Zabinsky, Z. B., Smith, R.L.).
Editorial-Reviewed Journal Articles
Monographs
Books
"Probability, Statistics and Stochastic Processes", 2021
Book Chapters
Textbooks
"Probability, Statistics and Stochastic Processes",Chulalongkorn Press,2021, (Kiatsupaibul, S.).
"Operations Research with Statistical Applications",2018, (Kiatsupaibul, Seksan).
"Simulation",1Edition,Chulalongkorn University Press,Bangkok, Thailand,2012, (Kiatsupaibul, Seksan).
Textbook Chapters
Case Studies
Peer-Reviewed Academic/Professional Meeting Proceedings
"Neural Networks for Generalized Contextual Linear Regression"The 26th Annual Meeting in Mathematics (AMM 2022), School of Mathematics, Institute of Science Suranaree University of Technology, Thailand May.2022, (Kattiyapirak, C., Kiatsupaibul, S.).
"A Comparison of Parameter Estimation Performances from High-dimensional Linear Regression Methods"The Thirteen National Conference on Information Technology, Bangkok, Thailand Oct.2021, (Butburee, W., Kiatsupaibul, S.).
"A Computational Comparison of Simulation Optimization Methods using Single Observation within a Ball on Noisy Black-box Function with Mixed Integer and Continuous Domain"Proceedings of the 2017 Winter Simulation ConferenceDec.2017, (David D.L., Zabinsky, Z.B., Kiatsupaibul, S., Smith, R.L.).
"Improving Hit-and-Run with Single Observations for Continuous Simulation Optimization"2015 Winter Simulation Conference (WSC 2015), Huntington Beach, CA, USA Dec.2015, (Kiatsupaibul, S., Smith, R.L.).
"MCMC for a Normal Distribution with Unbounded Cone Support"Stochastic Optimization, Seattle, USA May.2014, (Kiatsupaibul, S.).
"Markov Chain Monte Carlo for a Normal Distribution with an Unbounded Cone Support"The 13 Word Congress on Global Optimization (WCGO 2013), Huangshan XiangMing Hotel, Yellow Mountain, China Jul.2013, (Kiatsupaibul, S.).
"Mending Flaws of An Estimated Variance-covariance Matrix", 307-318, Proceedings of Thailand National Applied Statistics Conference 2006, Bangkok, Thailand Aug.2006, (Kiatsupaibul, S.).
"Improve Waiting Time of a Feedback Queue by Queue Disciplines", 93-104, Proceedings of Industrial Engineering Network Conference 2005, Bangkok, Thailand Oct.2005, (Kiatsupaibul, S., Bunchabussabong, S.).
Peer-Reviewed Academic/Professional Meeting Presentations
Non Peer-Reviewed Journals and Articles
Non Peer-Reviewed Proceedings Published
Non Peer-Reviewed Academic/Professional Meeting Presentations
Research Grants
"Development of Predictive Risk Models for Diabetes and Hypertension in Thailand to Evaluate Economic Implications on Thai Health Systems and Health Financing", Jan.2022-Jan.2023
"Tontine as a Hedging Instrument for Retirement Investment", Dec.2021-Nov.2022
"Digital Transformation of Community Saving Fund", Mar.2020-Feb.2021, (Kiatsupaibul, S.).
"Methods for Statistical Models with Ranking Constraints", Jun.2014-Jun.2017, (Kiatsupaibul, S.).
"Simultaneous inferences on the cumulative distribution function of a normal distribution", 2016, (Kiatsupaibul, S., Hayter, A.J., Napalai , P., Liu, W.).
"Financial Security and Stability through Capital Market", Oct.2010-Sep.2013, (Kiatsupaibul, Seksan., Tirapat, Sunti.).
"Open Source Statistical Software on R", Oct.2010-May.2012, (Kiatsupaibul, Seksan.).
"Sustainability of a Micro-financial Social Security Plan", Nov.2010-Jun.2011, (Tirapat, Sunti., Kiatsupaibul, Seksan.).
"Time Diversification from a Psychological Point of View, Ratchadapiseksomposh for New Researchers", Jul.2006-Jul.2007, (Kiatsupaibul).
"Mending Flaws of an Estimated Variance-covariance Matrix, Ratchadapiseksomposh for New Researchers", Jul.2004-Jul.2005, (Kiatsupaibul, Seksan).
Working Papers
Work-In-Progress
Funded Research Reports
Competitive Research Awards Received
Professional Practice Standards or Public Policies
eBooks
Online Teaching Courses
Software/Simulations
Newspaper Articles
Reviews of Peer-Reviewed Journals
Academic Promotion Materials
Patent
Others
Teaching Information
Year Term CourseCode CourseName
2023 Semester/1 2603439 OPTIMIZATION AND APPLICATIONS
2023 Semester/1 2603537 REINFORCEMENT LEARNING
2023 Semester/1 2603539 DATA SCIENCE APPROACH TO PORTFOLIO OPTIMIZATION
2023 Semester/1 2603811 THESIS
2023 Semester/1 2603896 COMPREHENSIVE EXAMINATION
2023 Semester/2 2603431 OPERATIONS RESEARCH
2023 Semester/2 2603538 MACHINE LEARNING IN RISK ANALYTICS
2023 Semester/2 2603541 STATISTICAL SIMULATION AND MONTE CARLO METHODS
2022 Semester/1 2603537 REINFORCEMENT LEARNING
2022 Semester/1 2603539 DATA SCIENCE APPROACH TO PORTFOLIO OPTIMIZATION
2022 Semester/1 2603811 THESIS
2022 Semester/1 2603698 MASTER PROJECT
2022 Semester/1 2603896 COMPREHENSIVE EXAMINATION
2022 Semester/2 2603431 OPERATIONS RESEARCH
2022 Semester/2 2603432 STATISTICAL SIMULATION AND COMPUTATION
2022 Semester/2 2603538 MACHINE LEARNING IN RISK ANALYTICS
2022 Semester/2 2603811 THESIS
2022 Semester/2 2603698 MASTER PROJECT
2022 Semester/2 2603896 COMPREHENSIVE EXAMINATION
2021 Semester/1 2603539 DATA SCIENCE APPROACH TO PORTFOLIO OPTIMIZATION
2021 Semester/1 2603537 REINFORCEMENT LEARNING
2021 Semester/1 2603811 THESIS
2021 Semester/2 2603431 OPERATIONS RESEARCH
2021 Semester/2 2603432 STATISTICAL SIMULATION AND COMPUTATION
2021 Semester/2 2603538 MACHINE LEARNING IN RISK ANALYTICS
2021 Semester/2 2603698 MASTER PROJECT
2021 Semester/2 2603811 THESIS
2021 Semester/2 2603896 COMPREHENSIVE EXAMINATION
2021 Semester/Summer 2603698 MASTER PROJECT
2021 Semester/Summer 2603896 COMPREHENSIVE EXAMINATION
2020 Semester/1 2603320 INTRODUCTION TO STOCHASTIC PROCESSES
2020 Semester/1 2603811 THESIS
2020 Semester/2 2603431 OPERATIONS RESEARCH
2020 Semester/2 2603432 STATISTICAL SIMULATION AND COMPUTATION
2020 Semester/2 2603811 THESIS
2019 Semester/1 2603811 THESIS
2019 Semester/2 2603431 OPERATIONS RESEARCH
2019 Semester/2 2603432 STATISTICAL SIMULATION AND COMPUTATION
2019 Semester/2 2603642 STATISTICAL COMPUTATION AND SIMULATION
2019 Semester/2 2603811 THESIS
2018 Semester/1 2603320 INTRODUCTION TO STOCHASTIC PROCESSES
2018 Semester/1 2603418 SEMINAR IN STATISTICAL APPLICATIONS IN BUSINESS
2018 Semester/1 2603642 STATISTICAL COMPUTATION AND SIMULATION
2018 Semester/2 2603431 OPERATIONS RESEARCH
2018 Semester/2 2603432 STATISTICAL SIMULATION AND COMPUTATION
2017 Semester/1 2603642 STATISTICAL COMPUTATION AND SIMULATION
2017 Semester/1 2603431 OPERATIONS RESEARCH
2017 Semester/2 2603412 STATISTICAL THEORY III
2017 Semester/2 2603432 STATISTICAL SIMULATION AND COMPUTATION
2017 Semester/2 2603460 STOCHASTIC DECISION MODELS IN BUSINESS
2016 Semester/1 2603431 OPERATIONS RESEARCH
2016 Semester/1 2603642 STATISTICAL COMPUTATION AND SIMULATION
2016 Semester/2 2603412 STATISTICAL THEORY III
2016 Semester/2 2603432 STATISTICAL SIMULATION AND COMPUTATION
2016 Semester/2 2603460 STOCHASTIC DECISION MODELS IN BUSINESS
2015 Semester/1 2604853 OPTIMIZATION TECHNIQUES IN FINANCE
2015 Semester/1 2603431 OPERATIONS RESEARCH
2015 Semester/1 2603642 STATISTICAL COMPUTATION AND SIMULATION
2015 Semester/2 2603412 STATISTICAL THEORY III
2015 Semester/2 2603432 STATISTICAL SIMULATION AND COMPUTATION
2015 Semester/2 2603460 STOCHASTIC DECISION MODELS IN BUSINESS
2014 Semester/1 2603213 PRINCIPLES OF STATISTICS
2014 Semester/1 2603431 OPERATIONS RESEARCH
2014 Semester/1 2603642 STATISTICAL COMPUTATION AND SIMULATION
2014 Semester/2 2603412 STATISTICAL THEORY III
2014 Semester/2 2603432 STATISTICAL SIMULATION AND COMPUTATION
2014 Semester/2 2603460 STOCHASTIC DECISION MODELS IN BUSINESS
2013 Semester/1 2603431 OPERATIONS RESEARCH
2013 Semester/1 2603642 STATISTICAL COMPUTATION AND SIMULATION
2013 Semester/2 2603412 STATISTICAL THEORY III
2013 Semester/2 2603432 STATISTICAL SIMULATION AND COMPUTATION
2013 Semester/2 2603460 STOCHASTIC DECISION MODELS IN BUSINESS
2012 Semester/1 2604854 DIFFERENTIAL EQUATION AND NUMERICAL METHODS IN FINANCE
2012 Semester/1 2604853 OPTIMIZATION TECHNIQUES IN FINANCE
2012 Semester/1 2603431 OPERATIONS RESEARCH
2012 Semester/2 2603412 STATISTICAL THEORY III
2012 Semester/2 2603432 STATISTICAL SIMULATION AND COMPUTATION
2012 Semester/2 2603460 STOCHASTIC DECISION MODELS IN BUSINESS
2011 Semester/1 2603412 STATISTICAL THEORY III
2011 Semester/1 2603431 OPERATIONS RESEARCH
2011 Semester/1 2603642 STATISTICAL COMPUTATION AND SIMULATION
2011 Semester/2 2603432 STATISTICAL SIMULATION AND COMPUTATION
2011 Semester/2 2603460 STOCHASTIC DECISION MODELS IN BUSINESS
2010 Semester/1 2603412 STATISTICAL THEORY III
2010 Semester/1 2603431 OPERATIONS RESEARCH
2010 Semester/2 2604854 DIFFERENTIAL EQUATION AND NUMERICAL METHODS IN FINANCE
2010 Semester/2 2603432 STATISTICAL SIMULATION AND COMPUTATION
2010 Semester/2 2603460 STOCHASTIC DECISION MODELS IN BUSINESS
2010 Semester/2 2603642 STATISTICAL COMPUTATION AND SIMULATION
2010 Int'l Semester/1 2603210 INTRODUCTION TO STATISTICS
2009 Semester/1 2603412 STATISTICAL THEORY III
2009 Semester/1 2603431 OPERATIONS RESEARCH
2009 Semester/2 2603432 STATISTICAL SIMULATION AND COMPUTATION
2009 Semester/2 2603460 STOCHASTIC DECISION MODELS IN BUSINESS
2009 Semester/2 2603642 STATISTICAL COMPUTATION AND SIMULATION