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    Item type:Publication,
    A new coalition formation based on reservation prices and locations of buyers
    (2013-01-01)
    Narabin, Santit
    ;
    Boonjing, Veera
    ;
    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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    Item type:Publication,
    A Cluster Analysis of Mutual Funds Data
    (2018-11-26)
    Narabin, Santit
    ;
    The factors of clustering mutual fund (such as Net Asset Value (NAV)) do not direct to both return and risk of mutual funds which they are important factors for investors. This research helps an investor can estimate profit and loss rate of the mutual fund in his/her portfolio by using the net asset value change ratios (NAVCR). Then, both the NAVCR and value of each mutual fund will be used for clustering. For building a portfolio, the mutual funds could be selected from the diversified groups in order to reduce risk. The mutual fund data at different times from the set for the fiscal year 2010 - 2017 are used. The results of our analysis show that our models offer significantly better performance than the portfolio management model derived from the random portfolio management.
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