บุคลากรคณะวิทยาศาสตร์

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ผศ.ดร.

กิตติศักดิ์ ชุมพงศ์

ผู้ช่วยศาสตราจารย์

ประวัติการศึกษา

ปีที่สำเร็จการศึกษา
วุฒิการศึกษา
ประเทศ
2563
Ph.D. (Applied Mathematics and Computational Science) จุฬาลงกรณ์มหาวิทยาลัย
ไทย
2558
M.Sc. (Mathematics) จุฬาลงกรณ์มหาวิทยาลัย
ไทย
2555
B.Sc. (Mathematics) จุฬาลงกรณ์มหาวิทยาลัย
ไทย

Publication

ฐานข้อมูล Scopus

Author ID: 57217016663
1
2025. Follow-up Period Classification of Type 2 Diabetes Patients using Data Mining Techniques. Journal of Health Science and Medical Research 43(2) (cited 0 times)
2
2024. Closed-Form Formula for the Conditional Moment-Generating Function Under a Regime-Switching, Nonlinear Drift CEV Process, with Applications to Option Pricing. Mathematics 12(17) (cited 1 times)
3
2023. Analytically Computing the Moments of a Conic Combination of Independent Noncentral Chi-Square Random Variables and Its Application for the Extended Cox–Ingersoll–Ross Process with Time-Varying Dimension. Mathematics 11(5) (cited 5 times)
4
2022. Simple Closed-Form Formulas for Conditional Moments of Inhomogeneous Nonlinear Drift Constant Elasticity of Variance Process. Symmetry 14(7) (cited 4 times)
5
2022. Simple Analytical Formulas for Pricing and Hedging Moment Swaps. Thai Journal of Mathematics 20(2): 693-713. (cited 4 times)
6
2022. Analytical Formulas for Conditional Mixed Moments of Generalized Stochastic Correlation Process. Symmetry 14(5) (cited 5 times)
7
2022. Closed-Form Formula for the Conditional Moments of Log Prices under the Inhomogeneous Heston Model. Computation 10(4) (cited 4 times)
8
2021. Analytical formulas for pricing discretely-sampled skewness and kurtosis swaps based on schwartz’s one-factor model. Songklanakarin Journal of Science and Technology 43(2): 465-470. (cited 10 times)
9
2020. A simple closed-form formula for the conditional moments of the Ornstein-Uhlenbeck process. Songklanakarin Journal of Science and Technology 42(4): 836-843. (cited 12 times)
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Publication

ฐานข้อมูลคณะวิทยาศาสตร์

1
Chumpong, K., Sutthimat, P., Nualsri, F., & Mekchay, K. (2024). Closed-Form Formula for the Conditional Moment-Generating Function Under a Regime-Switching, Nonlinear Drift CEV Process, with Applications to Option Pricing. Mathematics, 12(17), -.
2
Rujivan, S., Sutchada, A., Chumpong, K., & Rujeerapaiboon, N. (2023). Analytically Computing the Moments of a Conic Combination of Independent Noncentral Chi-Square Random Variables and Its Application for the Extended Cox–Ingersoll–Ross Process with Time-Varying Dimension (SCIE). Mathematics, 11(5), 1276.
3
Chumpong, K., Tanadkithirun, R., & Tantiwattanapaibul, C. (2022). Simple Closed-Form Formulas for Conditional Moments of Inhomogeneous Nonlinear Drift Constant Elasticity of Variance Process (SCIE). Symmetry, 14(7), Article No.1345.
4
Duangpan, A., Boonklurb, R., Chumpong, K., & Sutthimat, P. (2022). Analytical Formulas for Conditional Mixed Moments of Generalized Stochastic Correlation Process (SCIE). Symmetry, 14(5), Article No.897.