What we have published.

Research Workshop Series

Nine sessions on research methodology, data analysis and academic writing for bachelor's, master's and PhD candidates.

Prices plus sentiment: building a SET50 forecast system

How we combine real-time stock prices with Thai sentiment analysis into one leading indicator.

Capturing investor sentiment from Big Data: the effects of online social media on SET50 index

A market sentiment index built from online and social media, which signals changes in the SET50 index from day t to day t+3.

Tantisantiwong, Komenkul, Channuntapipat & Jeamwatthanachai