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อ.ดร. สุพร จงปรีชาหาญ

Suporn Jongpreechaharn , Ph.D.

Lecturer

Office: MATH 1008/12.2
Phone: 02-218-5158
Email: suporn.j@chula.ac.th

การศึกษา 

2021 Ph.D. (Mathematics) Chulalongkorn University, Thailand
2016 M.Sc. (Mathematics) Chulalongkorn University, Thailand
2014 B.Sc. (Mathematics) Prince of Songkla University, Thailand

สาขางานวิจัย 

Field: Probability & Statistics

My research focuses on Probability Theory, especially the limit theorems. I have been using the Stein’s method to price a collateralized debt obligation (CDO). A total loss in the CDO was modeled to be a call function of a summation of random variables and was approximated by a normal approximation. In addition, I am interested in the relation among random variables such as transforming independent random variables to local dependent random variables. The transformation gives more realistic applications in various areas such as graph theory, biology, and finance, etc. Recently, I have also researched in a local limit theorem for a Poisson binomial random variable.

ผลงานตีพิมพ์ 

  1. S. Kiatteerarat, K. Neammanee, S. Jongpreechaharn, Poisson approximation for sums of independent non-negative integer-valued random variables, Proceedings of the 26th annual Meeting in Mathematics (AMM 2022), (2022), 197-205.
  2. S. Jongpreechaharn, K. Neammanee, Normal approximation for call function of locally dependent random variables, ScienceAsia, 48(2) (2022), 240-246.
  3. S. Jongpreechaharn, K. Neammanee, Non-uniform bound on normal approximation for call function of locally dependent random variables, International Journal of Mathematics and Computer Science, 17(1) (2022), 207-216.
  4. S. Jongpreechaharn, K. Neammanee, Normal approximation for call function via Stein’s method, Communications in Statistics – Theory and Methods, 48(14) (2019), 3498–3517.
  5. S. Jongpreechaharn, K. Neammanee, A constant of approximation of the expectation of call function by the expectation of normal distributed random variable, Proceeding for 11th Conference on Science and Technology for Youth Year 2016. (2016), 112-121.

ที่อยู่ : ภาควิชาคณิตศาสตร์และวิทยาการคอมพิวเตอร์ คณะวิทยาศาสตร์
จุฬาลงกรณ์มหาวิทยาลัย กรุงเทพ 10330
โทรศัพท์ : 02-218-5141-2
โทรสาร : 02-255-2287

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