24 citations · 101 across the 6 of their papers we have counts for
6 papers
GARCH(1,1) model of the financial market with the Minkowski metric
Richard Pincak, Kabin Kanjamapornkul
We solved a stylized fact on a long memory process of volatility cluster phenomena by using Minkowski metric for GARCH(1,1) under assumption that price and time can not be separate…
The Chern-Simons current in systems of DNA-RNA transcriptions
Salvatore Capozziello, Richard Pincak, Kabin Kanjamapornkul +1
A Chern-Simons current, coming from ghost and anti-ghost fields of supersymmetry theory, can be used to define a spectrum of gene expression in new time series data where a spinor…
Anomaly on Superspace of Time Series Data
Salvatore Capozziello, Richard Pincak, Kabin Kanjamapornkul
We apply the G-Theory and anomaly of ghost and anti-ghost fields in the theory of supersymmetry to study a superspace over time series data for the detection of hidden general supp…
Support Spinor Machine
Kabin Kanjamapornkul, Richard Pinčák, Sanphet Chunithpaisan +1
We generalize a support vector machine to a support spinor machine by using the mathematical structure of wedge product over vector machine in order to extend field from vector fie…
Kolmogorov Space in Time Series Data
K. Kanjamapornkul, R. Pinčák
We provide the proof that the space of time series data is a Kolmogorov space with -separation axiom using the loop space of time series data. In our approach we define a cy…
The study of Thai stock market across the 2008 financial crisis
K. Kanjamapornkul, Richard Pinčák, Erik Bartoš
The cohomology theory for financial market can allow us to deform Kolmogorov space of time series data over time period with the explicit definition of eight market states in grand…