{"id":"https://openalex.org/W2525059724","doi":"https://doi.org/10.15439/2016f228","title":"Combinatorial Portfolio Selection with the ELECTRE III method: Case study of the Stock Exchange of Thailand (SET)","display_name":"Combinatorial Portfolio Selection with the ELECTRE III method: Case study of the Stock Exchange of Thailand (SET)","publication_year":2016,"publication_date":"2016-10-02","ids":{"openalex":"https://openalex.org/W2525059724","doi":"https://doi.org/10.15439/2016f228","mag":"2525059724"},"language":"en","primary_location":{"id":"doi:10.15439/2016f228","is_oa":true,"landing_page_url":"https://doi.org/10.15439/2016f228","pdf_url":"https://annals-csis.org/proceedings/2016/pliks/228.pdf","source":{"id":"https://openalex.org/S4220651875","display_name":"Annals of Computer Science and Information Systems","issn_l":"2300-5963","issn":["2300-5963"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":"https://openalex.org/P4310317484","host_organization_name":"Polskie Towarzystwo Informatyczne","host_organization_lineage":["https://openalex.org/P4310317484"],"host_organization_lineage_names":["Polskie Towarzystwo Informatyczne"],"type":"conference"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Computer Science and Information Systems","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://annals-csis.org/proceedings/2016/pliks/228.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5001816205","display_name":"Veera Boonjing","orcid":"https://orcid.org/0000-0003-3391-8961"},"institutions":[{"id":"https://openalex.org/I91538806","display_name":"King Mongkut's Institute of Technology Ladkrabang","ror":"https://ror.org/055mf0v62","country_code":"TH","type":"education","lineage":["https://openalex.org/I91538806"]}],"countries":["TH"],"is_corresponding":true,"raw_author_name":"Veera Boonjing","raw_affiliation_strings":["International College, King Mongkut's Institute of Technology Ladkrabang, Ladkrabang, Bangkok, Thailand"],"affiliations":[{"raw_affiliation_string":"International College, King Mongkut's Institute of Technology Ladkrabang, Ladkrabang, Bangkok, Thailand","institution_ids":["https://openalex.org/I91538806"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5011332911","display_name":"Laor Boongasame","orcid":"https://orcid.org/0000-0002-4000-4642"},"institutions":[{"id":"https://openalex.org/I55913730","display_name":"Bangkok University","ror":"https://ror.org/002qeva03","country_code":"TH","type":"education","lineage":["https://openalex.org/I55913730"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Laor Boongasame","raw_affiliation_strings":["Department of Business Computer, Bangkok University, Bangkok, Thailand"],"affiliations":[{"raw_affiliation_string":"Department of Business Computer, Bangkok University, Bangkok, Thailand","institution_ids":["https://openalex.org/I55913730"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5001816205"],"corresponding_institution_ids":["https://openalex.org/I91538806"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":4,"citation_normalized_percentile":{"value":0.11228534,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"8","issue":null,"first_page":"719","last_page":"724"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.984000027179718,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/electre","display_name":"ELECTRE","score":0.914070188999176},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.7513831853866577},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.6866676211357117},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.5404537320137024},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5124781131744385},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.4734190106391907},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.450251042842865},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.42086201906204224},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3465091288089752},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.3248904347419739},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.316056489944458},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.310136079788208},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.2920478582382202},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2794189453125},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2209446132183075},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.16961532831192017},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.165938138961792}],"concepts":[{"id":"https://openalex.org/C47431972","wikidata":"https://www.wikidata.org/wiki/Q3045948","display_name":"ELECTRE","level":3,"score":0.914070188999176},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7513831853866577},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.6866676211357117},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.5404537320137024},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5124781131744385},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.4734190106391907},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.450251042842865},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.42086201906204224},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3465091288089752},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3248904347419739},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.316056489944458},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.310136079788208},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2920478582382202},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2794189453125},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2209446132183075},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.16961532831192017},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.165938138961792},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C11105738","wikidata":"https://www.wikidata.org/wiki/Q1895805","display_name":"Multiple-criteria decision analysis","level":2,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.15439/2016f228","is_oa":true,"landing_page_url":"https://doi.org/10.15439/2016f228","pdf_url":"https://annals-csis.org/proceedings/2016/pliks/228.pdf","source":{"id":"https://openalex.org/S4220651875","display_name":"Annals of Computer Science and Information Systems","issn_l":"2300-5963","issn":["2300-5963"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":"https://openalex.org/P4310317484","host_organization_name":"Polskie Towarzystwo Informatyczne","host_organization_lineage":["https://openalex.org/P4310317484"],"host_organization_lineage_names":["Polskie Towarzystwo Informatyczne"],"type":"conference"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Computer Science and Information Systems","raw_type":"proceedings-article"},{"id":"pmh:oai:doaj.org/article:65bc618d2ad34c7588f7743205022e52","is_oa":true,"landing_page_url":"https://doaj.org/article/65bc618d2ad34c7588f7743205022e52","pdf_url":null,"source":{"id":"https://openalex.org/S112646816","display_name":"SHILAP Revista de lepidopterolog\u00eda","issn_l":"0300-5267","issn":["0300-5267","2340-4078"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Annals of computer science and information systems, Vol 8, Pp 719-724 (2016)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.15439/2016f228","is_oa":true,"landing_page_url":"https://doi.org/10.15439/2016f228","pdf_url":"https://annals-csis.org/proceedings/2016/pliks/228.pdf","source":{"id":"https://openalex.org/S4220651875","display_name":"Annals of Computer Science and Information Systems","issn_l":"2300-5963","issn":["2300-5963"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":"https://openalex.org/P4310317484","host_organization_name":"Polskie Towarzystwo Informatyczne","host_organization_lineage":["https://openalex.org/P4310317484"],"host_organization_lineage_names":["Polskie Towarzystwo Informatyczne"],"type":"conference"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Computer Science and Information Systems","raw_type":"proceedings-article"},"sustainable_development_goals":[{"score":0.47999998927116394,"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17"}],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2525059724.pdf","grobid_xml":"https://content.openalex.org/works/W2525059724.grobid-xml"},"referenced_works_count":28,"referenced_works":["https://openalex.org/W606230870","https://openalex.org/W1486653676","https://openalex.org/W1619233745","https://openalex.org/W1938938769","https://openalex.org/W1977006273","https://openalex.org/W1977051850","https://openalex.org/W1983220355","https://openalex.org/W2018945316","https://openalex.org/W2033486907","https://openalex.org/W2039935421","https://openalex.org/W2101548729","https://openalex.org/W2104964789","https://openalex.org/W2119259871","https://openalex.org/W2137463153","https://openalex.org/W2149214223","https://openalex.org/W2169015875","https://openalex.org/W2172073485","https://openalex.org/W2463337168","https://openalex.org/W2739196026","https://openalex.org/W3122601783","https://openalex.org/W3124114246","https://openalex.org/W4230587762","https://openalex.org/W4242461611","https://openalex.org/W4250319612","https://openalex.org/W6636549877","https://openalex.org/W6676278360","https://openalex.org/W6680320225","https://openalex.org/W6684603150"],"related_works":["https://openalex.org/W1595982431","https://openalex.org/W4312661456","https://openalex.org/W127466233","https://openalex.org/W2232834817","https://openalex.org/W2157297050","https://openalex.org/W2267700231","https://openalex.org/W3001635740","https://openalex.org/W4210956414","https://openalex.org/W2611993216","https://openalex.org/W4210969024"],"abstract_inverted_index":{"Various":[0],"techniques":[1,30,40],"of":[2,11,43,88,112],"portfolio":[3,61],"selection":[4,62],"are":[5,22],"applied":[6],"to":[7,25,78,84,95],"interpret":[8],"the":[9,12,16,46,69,86,96,109],"status":[10],"market":[13,47],"and":[14,48,104],"predict":[15],"market's":[17],"future":[18],"trend,":[19],"but":[20],"they":[21],"not":[23],"beneficial":[24],"small":[26,58],"investors":[27,77],"because":[28],"these":[29,39,76],"should":[31],"be":[32],"administered":[33],"by":[34],"an":[35],"expert.":[36],"In":[37,82],"addition,":[38],"desire":[41],"accumulation":[42],"data":[44,105],"about":[45],"complicated":[49],"calculations,":[50],"which":[51],"is":[52,73,93],"too":[53],"much":[54],"effort":[55],"for":[56,75],"individual":[57],"investors.":[59],"Therefore,":[60],"with":[63],"two":[64],"significant":[65],"financial":[66],"ratios":[67],"using":[68],"ELECTRE":[70],"III":[71],"method":[72],"proposed":[74],"make":[79],"trading":[80],"decisions.":[81],"order":[83],"demonstrate":[85],"effectiveness":[87],"this":[89],"new":[90],"method,":[91],"it":[92],"compared":[94],"situation":[97],"where":[98],"a":[99],"fix":[100],"percentage":[101],"allocation":[102],"existed":[103],"was":[106],"collected":[107],"from":[108],"Stock":[110],"Exchange":[111],"Thailand":[113],"(SET).":[114]},"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}