Credible Asset Allocation, Optimal Transport Methods, and Related Topics

​Part I. Theoretical Results.- Why Quantiles Are a Good Description of Volatility in Economics: A Pedagogical Explanation.- An Introduction to Stacking Regression for Economists.- Economics of Reciprocity and Temptation.- The Most Infamous Coronavirus Forecast.- How to Efficiently Store Intermediate Results in Quantum Computing: Theoretical Explanation of the Current Algorithm.- Decompositions in quantum mechanics --- an overview.- A First Look at Quantum Conditional Events for Economics.- Quantum-like Modeling: Projection Postulate and Quantum Nonlocality.- New paradigm of economic thinking under uncertainty.- Reward for Good Performance Works Better Than Punishment for Mistakes: Economic Explanation.- The conjunction fallacy in quantum decision theory.- Predicting (Economic) Trends: Why Signature Method in Machine Learning.- Why Geometric Progression in Selecting the LASSO Parameter: A Theoretical Explanation.- How to Train A-to-B and B-to-A Neural Networks So That the Resulting Transformations Are (Almost) Exact Inverses.- Use Cases of Quantum Optimization for Finance.- Classical Optical Modelling of Social Sciences in a Bohr-Kantian Framework.- Classical Optical Modelling of the 'Prisoner's Dilemma' Game.- The probability of being better or worse off, and by how much, depending on experimental conditions with skew normal populations.-  A Priori Procedure (APP) for Estimating the Scale Parameter in Gamma Populations for Known Shape.- Part II. Practical Applications.- Testing CAPM using Markov switching models: Application to ASEAN-6 stock markets.- A Bayesian Approach to Quantile Regression for Interval-Valued Data.- The Asymmetric Effect of Trade, Financial, and Political Globalization on Economic Development in ASEAN+3.- Interdependence of Macroeconomic Factors and Economic Growth in OECD Countries: Evidence Based on a Bayesian Panel VAR Model.- Economic Policy Uncertainty and Stock-Bond Correlations: Evidence from the Thailand Market.- Revisiting the Determinants of Thai Economic Growth: A mixed frequency approach.- A New Approach For Estimating Probability Density Function With Fuzzy Data.- An Application of Quantum Optimization with Fuzzy Inference System for Stock Index Futures Forecasting.- A Generalize Maximum Renyi Entropy Approach in Kink Regression Model.- How Does Economic Policy Uncertainty Affect Stock Market Returns: Evidence from a Markov-Switching Model with Mixture Distribution.- Analyzing the Influence of Transportation and Macroeconomic Determinants on Chinese Inbound Tourism: a Markov Switching Model Using Ridge and Lasso.- The 〈Im|Possibility⟩ of Quantum Annealing for Maximum Likelihood Estimation.- Effects of Tourism Expenditure Increase in the Tourism Sector: a Computable General Equilibrium Model for Cambodia.- The Nexus between Regional Trade Integration and ASEAN Macroeconomic Indicators: Evidence from Panel ARDL approach.- Impacts of Climate Variability on Rice Production in Thailand.- Herding Behavior during the COVID-19 pandemic and the disposition effect situation in the Stock Exchange of Thailand.- An Analysis of Market Cycle for Thai Cassava Chips.- Maximal predictability portfolio optimization model and applications to Vietnam stock market.- Driving factors for realizing the fully smart transportation system: the case of individual-use autonomous vehicle in Thailand.- TOUS: A New Technique for Imbalanced Data Classification.- Value at Risk Analysis and Investment Portfolio Optimization of Asian Stocks.- Cash-flow volatility and capital structure decisions.- Consumer's Online Shopping in COVID-19 Pandemic: Evidence from Vietnam.- The Role of Bond Yield in Financial Asset Markets: Application of the Regression Kink Model.- Can Cryptocurrency Be A New Safe-Haven Asset?.- Modelling the Relationship Among Telecommunication Infrastructure, Foreign Direct Investment and Economic Growth in ASEAN Countries.- Industry Characteristics and Elder's Labor Demand in Thailand.- Nonlinear forecasting of exchange rate volatility using Google search.- Detection of buy and sell signals using technical indicators with a prediction model based on neural networks.- An analysis of the effects of tourism demand, yield curve, and stock returns on economic growth of Thailand: A comparison between the Bayesian DCC-GARCH and Bayesian change-point methods.- Relationship among International Trade, Financial Development, and Economic Growth: the Case of ASEAN.