Chatbot platforms, e.g., Facebook and Line, have revolutionized human interaction in the digital age. In order to develop an automatic chatbot classification, there are several challenges especially for Thai chat mess...
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In the current era of extensive data usage across industries, data collection, preservation, utilization, and organization has become more challenging and nuanced because it is necessary to consider critical concerns ...
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The paper aims to investigate portfolio performance of a rebalanced portfolio and a buy-and-hold portfolio for five different market trends, i.e., up, down, sideway up, sideway down, and sideway market trends. Three a...
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ISBN:
(数字)9781728164861
ISBN:
(纸本)9781728164878
The paper aims to investigate portfolio performance of a rebalanced portfolio and a buy-and-hold portfolio for five different market trends, i.e., up, down, sideway up, sideway down, and sideway market trends. Three asset classes, i.e., equity, bond, and gold, are considered. The portfolio initial weights for assets are determined by using the Markowitz method. Geometric Brownian motion is used for simulating future prices of each asset. Linear regression is performed to classify the simulated prices into different market trends. The rebalancing technique is applied to each trend. The risk and return performance of a rebalanced portfolio and those of a buy-and-hold portfolio are compared for each market trend.
Risk adjusted measurements can be used to measure risk and volatility that are involved in investment returns. They are of great interest to investors. This paper focuses on evaluation of the risk adjusted measurement...
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ISBN:
(数字)9781728164861
ISBN:
(纸本)9781728164878
Risk adjusted measurements can be used to measure risk and volatility that are involved in investment returns. They are of great interest to investors. This paper focuses on evaluation of the risk adjusted measurements and aims to find the measurements that are most suitable for evaluating the performance of Thai mutual funds. Three popular risk adjusted measurements, i.e., Sharpe ratio, Treynor ratio, and Jensen's alpha ratio, are used. Data from all funds in the bond asset class, the real estate asset class, and the equity asset class, from January 2013 to the end of December 2018 are used for the evaluation. The analysis shows that Jensen's alpha ratio outperforms the other measurements in all the three asset classes.
Online channels, e.g., Facebook Messenger and Line, are widely used especially in COVID-19 pandemic. To quickly respond to their customer, chatbot system are implemented in many companies or organizations, connected t...
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ISBN:
(纸本)9781665409483
Online channels, e.g., Facebook Messenger and Line, are widely used especially in COVID-19 pandemic. To quickly respond to their customer, chatbot system are implemented in many companies or organizations, connected to those channels. The Office of Registrar, Thammasat University also implements a chatbot to answer questions from students. An important step in the chatbot system is to know an intention of a question message. A bidirectional LSTM model is employed to classify a question message from the chatbot system into five intention classes. The experimental results shows that the obtained model yields an accuracy of 0.80 on our validation dataset.
In the current era of extensive data usage across industries, data collection, preservation, utilization, and organization has become more challenging and nuanced because it is necessary to consider critical concerns ...
In the current era of extensive data usage across industries, data collection, preservation, utilization, and organization has become more challenging and nuanced because it is necessary to consider critical concerns such as data security, privacy, and legal issues, apart from efficiency issues. As a result, Thai government initiated the idea and effort to implement data governance throughout the government agency. This paper showcases the implementation of data governance in a governmental research organization with highly diverse structured and unstructured data. The implementation follows international standards and the guidelines of the Digital Government Development Agency (DGA). The executives set up the working body, including the Data Governance Council and Data Stewards, responsible for setting up and deploying policies and regulations. Creating awareness and the necessary infrastructure are the main focuses in the first-year phase. The metadata was designed to extend DGA's version and match the organization's unique requirements. A data catalog platform was developed accordingly. We organized activities to boost employee awareness and participation, including advertising and data catalog platform training. By the end of the first year of implementation, every organization unit had registered at least one data record into the data catalog.
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