quantfilab,Quantitative Finance and Insurance Laboratory ,github

Welcome to Quantitative Finance and Insurance Laboratory 👋

Welcome to QuantFILab! We are dedicated to developing cutting-edge methodologies and software products that utilize advanced mathematical, statistical, and machine learning techniques to solve complex challenges in the fields of finance and insurance. Our solutions are built upon a strong foundation of rigorous research, ensuring that our clients receive only the most reliable and effective tools for their needs. With a focus on innovation and precision, we strive to provide the highest level of service and expertise. We look forward to the opportunity to work with you.

About Me

Hi there, it's great to connect with you! My name is Pasin Marupanthorn, and I'm currently pursuing a Ph.D. in Actuarial Mathematics at Heriot-Watt University. As an independent quantitative researcher and developer, I specialize in sustainability, investment, and modeling using advanced mathematical and statistical techniques. I'm passionate about creating innovative solutions that address complex challenges in a variety of industries. Whether it's collaborating with colleagues in academia or working with industry professionals, I'm always eager to connect and explore new opportunities. Thanks for stopping by, and feel free to reach out to learn more about my work! My research profile can be found here and my page here.

Showcases

Divfolio: Green Finance Wealth Management by Divestment

Introducing Divfolio - the free, open web application designed to help you make a positive impact on society and the environment through your investments. With Divfolio, you can manage your portfolio with ease while assessing the impact on your risk profile. Say goodbye to worries about the influence of rebalancing or withdrawing capital from certain assets. Whether you're a seasoned investor or just starting out, Divfolio is the perfect tool to help you align your investment strategy with your personal values. And the best part? It's completely free to use. Click here to access our [User Guide](https://github.com/QuantFILab/Divfolio) and and start using [Divfolio](https://quantfilab.shinyapps.io/divfolioserveri/) today.

BOTapi: R Package for Connect to Data provided by Bank of Thailand

BOTapi is an R package designed specifically for those who are interested in accessing financial and economic data related to Thailand. With this package, you can access approximately 500 data sets without having to deal with the complexities of working with an API and JSON format. Using BOTapi is easy - all you need to do is click the link provided and you'll have access to a wealth of information related to Thailand's financial and economic landscape. This package is a great tool for anyone who wants to conduct research or analysis related to the Thai economy, as it offers a convenient and efficient way to gather data. Click Here. Regist for free account at official BOT page here. Figure retieved from BOT page.

Research Focuses

Financial Mathematics

Portfolio Optimization
Quantitative Risk Management
Time Series and Econometrics
Option and Asset Pricing
Statistical Arbitrage
Algorithmic Trading and Market Microstructure
Sustainable Finance
FinTech

Actuarial Mathematics

Survival and Loss Distributions in Insurance
InsurTech
Decentralized Insurance
Sustainable Insurance
Pension Investment

Statistical Machine Learning

Statistical Decision Process
Clustering
PCA and Matrix Decomposition
Monte Carlo Simulation

Research Products

Research Paper
Research Report
Lecture Note

Software Products

🔹 Data Dashboard, Web, Desktop and Moblie Application, 🔹 R packages and Python libraries, 🔹 R and Python scripts, 🔹 Markdown and Jupyter NoteBook for lecture, 🔹 Trading Indicators for MT4, MT5, and Trading View (MQL4, MQL5, and Pine Script) , 🔹 Full Automatic Trading System