Boongasame, Laor

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Boongasame, Laor
Alternative Name
Boongasame, Labor
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Email
laor.bo@kmitl.ac.th

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    The theory of maximal social welfare feasible coalition
    (2007-01-01)
    Boongasame, Laor
    ;
    Boonjing, Veera
    ;
    Leung, Ho Fung
    This paper proposes a new theory for forming a maximumvalue-cooperation coalition known as the Maximal Social Welfare Feasible Coalition. This theory can give such solution because it does not assume that each player requesting to join a coalition knows information of other players. However, all players' private information requesting to join the coalition is known by an honest coordinator. This allows the coordinator to select a coalition structure with maximal value of cooperation among successful players so as they get at least at their required minimum values. Not only this maximal value is shown to be equal to or larger than the value of a core coalition but also the value allocation is shown to be Pareto optimal. © Springer-Verlag Berlin Heidelberg 2007.
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    An ELECTRE III Based CBR Approach to Combinatorial Portfolio Selection
    (2019-06-01)
    Chanvarasuth, Pisit
    ;
    Boongasame, Laor
    ;
    Boonjing, Veera
    Investors generally learn from historical data and use it to improve future investment decisions. However, existing portfolio selection research rarely considers such a concept. This paper proposes a novel approach to the combinatorial portfolio selection problem. Our solution employs the Case-Based Reasoning (CBR) approach with ELECTRE III, based on the Industry Classification Benchmark standards. The target stocks are ranked based on their similarities to a reference case, allowing specified selection criteria. Similarities are calculated based on selected ELECTRE III metrics. Experimental results with the Stock Exchange of Thailand data show that our CBR approach with ELECTRE III outperforms the traditional method.
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    Combinatorial portfolio selection with the ELECTRE III method: Case study of the stock exchange of Thailand
    (2017-01-01)
    Boonjing, Veera
    ;
    Boongasame, Laor
    Various techniques of portfolio selection are applied to interpret the status of the market and predict the market's future trend, but they are not beneficial to small investors because these techniques should be administered by an expert. In addition, these techniques cannot help investors compare business on ambiguity multi-criteria and desire accumulation of data about the market. Therefore, portfolio selection with two significant financial ratios using the ELECTRE III method is proposed for small investors to make trading decisions. In order to demonstrate the effectiveness of this research, it is compared to the situation where a fix-percentage allocation existed and data was collected from the stock exchange of Thailand (SET). Empirical results show that portfolio selection with the ELECTRE III method offer significantly better ranking performance than the fix-percentage allocation method.
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    Combinatorial portfolio selection with the ELECTRE III method: Case study of the Stock Exchange of Thailand (SET)
    (2016-11-03)
    Boonjing, Veera
    ;
    Boongasame, Laor
    Various techniques of portfolio selection are applied to interpret the status of the market and predict the market's future trend, but they are not beneficial to small investors because these techniques should be administered by an expert. In addition, these techniques desire accumulation of data about the market and complicated calculations, which is too much effort for individual small investors. Therefore, portfolio selection with two significant financial ratios using the ELECTRE III method is proposed for these investors to make trading decisions. In order to demonstrate the effectiveness of this new method, it is compared to the situation where a fix percentage allocation existed and data was collected from the Stock Exchange of Thailand (SET).
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    A new approach to Multi-criteria Decision Making (MCDM) using the fuzzy binary relation of the ELECTRE III method and the principles of the AHP method
    (2010-03-31)
    Boongasame, Laor
    ;
    Boonjing, Veera
    There are several methods for Multi Criteria Decision Making (MCDM) such as multiple attribute utility theory (MAUT), the analytical hierarchy process (AHP), and Fuzzy AHP. However, these methods are compensatory optimization approaches for which bad score on some criteria can be compensated by excellent scores on other criteria. So, the Elimination and Choice Translating Reality III (ELECTRE III) was proposed to solve such problem. Nevertheless, thresholds determined by identified experts and used in this method may be inconsistent. Therefore, this paper proposes an integrated approach which employs ELECTRE III and partial concepts of AHP together, called the Consistency ELECTRE III. In this method, ELECTRE III is used in ranks the alternatives and AHP is used in determining the consistency of the criteria thresholds within ELECTRE III. In the simulation, it is found that threshold values of criteria within ELECTRE III affect the ranking of the alternatives. Specially, the ranking of the Consistency ELECTRE III and that of the ELECTRE III are different. © 2010 Springer-Verlag Berlin Heidelberg.
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    A new coalition formation based on reservation prices and locations of buyers
    (2013-01-01)
    Narabin, Santit
    ;
    Boonjing, Veera
    ;
    Boongasame, Laor
    This paper defines a coalition as a cluster of buyers in dimensional space of reservation price and location. It defines a new buyer utility accounting for discount and traveling costs. A new coalition with nonnegative utility is proposed to maximize a number of successful buyers. This nonnegative utility coalition also assures that a winner does not have to pay more to subsidize others. Simulation results confirm that performance of the new scheme is significantly better than of a random one and is as good as a reservation price based coalition. © 2013 S. Narabin et al.
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    Combining Group Compromised Price with bundle search strategies
    (2005-12-01)
    Boongasame, Labor
    ;
    Boonjing, Veera
    ;
    Thipakorn, Bundit
    This paper proposes combining the buyer coalition strategy, called Group Compromised Price, with bundle search strategy to obtain the greater discounts from forming a coalition that gives the number of buyers as large as possible. Copyright 2005 ACM.
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    Forming buyer coalitions with bundles of items
    (2009-09-10)
    Boongasame, Laor
    ;
    Leung, Ho Fung
    ;
    Boonjing, Veera
    ;
    Chiu, Dickson K.W.
    There are several existing buyer coalition schemes, but they do not consider bundles of items. This research presents an algorithm for forming a buyer coalition with bundles of items, called the GroupBuyPackage scheme, in order to maximize the total discount. Our simulation results show that the total discount of the coalitions in this scheme are close to that in the optimal scheme. © 2009 Springer Berlin Heidelberg.