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Real estate is a critical sector in Thailand's economy, which has led to a growing demand for a more accurate land price prediction approach. Traditional methods of land price prediction, such as the weighted quality score (WQS), are limited due to their reliance on subjective criteria and their lack of consideration for spatial variables. In this study, we utilize aerial or satellite imageries from Google Map API to…
We present a model of worldwide crisis contagion based on the Google matrix analysis of the world trade network obtained from the UN Comtrade database. The fraction of bankrupted countries exhibits an \textit{on-off} phase transition governed by a bankruptcy threshold $κ$ related to the trade balance of the countries. For $κ>κ_c$, the contagion is circumscribed to less than 10\% of the countries, whereas, for $κ<κ_c$…
Myanmar is languishing at the bottom of key international indexes. United Nations considers the country as a structurally weak and vulnerable economy. Yet, from 2011 when Myanmar ended decades of military rule and isolationism and transited towards democracy, its breakneck development has led to many considering the country to be one of the final frontiers for growth in the Asia region. One such industry that has ben…
We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States Dollar from 1991 to 2005. We find that the return time series show multifractal spectrum features for all four cases. To observe the effect of the Asian currency crisis, we also estimate the multifractal spectra of limited series before and after the crisis. We find that the …
Portfolio optimization is a challenging problem that has attracted considerable attention and effort from researchers. The optimization of stock portfolios is a particularly hard problem since the stock prices are volatile and estimation of their future volatilities and values, in most cases, is very difficult, if not impossible. This work uses three ratios, the Sharpe ratio, the Sortino ratio, and the Calmar ratio, …