Researcher

Asst.Prof.Dr. Nopporn Thamrongrat

Documents 8 Internal projects 2 External projects 1

School
School of Science

Major
Mathematics and Statistics Program

Email
nopporn.th@wu.ac.th

ORCID
0000-0001-7728-2622

SCOPUS
57021866800

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Quartile	Manuscript in Preparation			Journal Processing			Research Article
	Experiment	Data analysis	Review by mentor	Submission	Under review	Revision	Accepted Pending approval / Approved		Published Pending approval / Approved
	Experiment	Data analysis	Review by mentor	Submission	Under review	Revision	Pending	Approved	Pending	Approved
Q1	0	0	0	0	0	0	0	0	0	1
Q2	0	0	0	0	0	0	0	0	0	1
Q3	0	0	0	0	0	0	0	0	0	0
Q4	0	0	0	0	0	0	0	0	0	0
Total	0	0	0	0	0	0	0	0	0	2

	Article	Participants	Journal	Fiscal	Selected 1 : 1	Status	Approval	assessment
1	25930 \| Analytical Pricing of Discretely Sampled Volatility Swaps Under the 4 2 Stochastic Volatility Model ()	Rujivan, Sanae (F) Thamrongrat, Nopporn (C) Lim, Seyha (Co) E. Marasigan, Angelo (Co)	Risks (Q1), Volume 14, Issue 3, Pages number 54			Accepted	Pending Approval
2	25168 \| An Analytical Formula for the Transition Density of a Conic Combination of Independent Squared Bessel Processes with Time-Dependent Dimensions and Financial Applications (2025-07-01) 10.3390/math13132106	Thamrongrat, Nopporn (F) Rujivan, Sanae (C) Djehiche, Boualem (Co) Chhum, Chhaunny (Co)	Mathematics (Q1), Volume 13, Issue 13			Published	Approved
3	24293 \| Analytical computation of conditional moments in the extended Cox–Ingersoll–Ross process with regime switching: Hybrid PDE system solutions with financial applications (2025-03-01) 10.1016/j.matcom.2024.09.032	Rujivan, Sanae (F) Thamrongrat, Nopporn (C) Juntanon, Parun (Co) Djehiche, Boualem (Co)	Mathematics and Computers in Simulation (Q1), Volume 229, Pages number 176-202			Published	Approved
4	23640 \| Anãpplication of solutions of linear difference equations for obtaining the conditional moments of the trending Ornstein-Uhlenbeck processes (2023-12-01) 10.2306/scienceasia1513-1874.2023.s002	Thamrongrat, Nopporn (F) Rujivan, Sanae (C) Kanjanasopon, Kong (Co)	ScienceAsia (Q2), Volume 49, Pages number 59-67	2023	Thamrongrat, Nopporn เคลมผลงาน 1:1 ในปี 2024	Published	Approved	Can be assessment in 2023
5	22729 \| A closed-form expansion for the conditional expectations of the extended CIR process (2022-10-01)	Rujivan, Sanae (F) Thamrongrat, Nopporn (C)	Heliyon (Q1), Volume 8, Issue 10, Article number e11068	2023	Thamrongrat, Nopporn เคลมผลงาน 1:1 ในปี 2023	Published	Approved	Assessed in 2023
6	22480 \| Simple Analytical Formulas for Pricing and Hedging Moment Swaps (2022-06-01)	Chumpong, Kittisak (F) Mekchay, Khamron (C) Rujivan, Sanae (Co) Thamrongrat, Nopporn (Co)	Thai Journal of Mathematics (Q4), Volume 20, Issue 2, Pages number 693-713	2022		Published	Approved	Assessed in 2022
7	22132 \| An Iterative Approach for Obtaining a Closed-form Expansion for the Conditional Expectations of the Extended Cox-Ingersoll-Ross Process (2022-03-01)	Thamrongrat, Nopporn (F) Rujivan, Sanae (C)	Thai Journal of Mathematics (Q4), Volume 20, Issue 1, Pages number 211-2330	2022	Thamrongrat, Nopporn เคลมผลงาน 1:1 ในปี 2022	Published	Approved	Assessed in 2022
8	20210 \| Correlation of body visceral fat rating with serum lipid profile and fasting blood sugar in obese adults using a noninvasive machine (2021-02-01) 10.1016/j.heliyon.2021.e06264	Sukkriang, Naparat (F,C) Chanprasertpinyo, Wandee (Co) Wattanapisit, Apichai (Co) Punsawad, Chuchard (Co) Thamrongrat, Nopporn (Co) Sangpoom, Suttida (Co)	Heliyon (Q1), Volume 7, Issue 2, Article number e0626	2021		Published	Approved	Assessed in 2021

	Document title	Participation	Duration	Fiscal year	Funding	Progress
1	WU63250 \| การคำนวณหาฟังก์ชันขอบเขตเวลาที่เหมาะสมในการใช้สิทธิ์อเมริกันออปชันบนสินค้าโภคภัณฑ์ภายใต้แบบจำลองสโตแคสติกของผลตอบแทนความสะดวกและปัจจัยด้านฤดูกาล	Asst.Prof.Dr. Nopporn Thamrongrat 50 % Assoc.Prof.Dr. Sanae Rujivan 0 %	22 Jun 2020 - 21 Jun 2021 The time has not been extended	2020	100,000	Published Project is close 2024-03-19 14:51:14
2	WU62213 \| การกำหนดราคาอเมริกันออปชันบนสินค้าโภคภัณฑ์ภายใต้แบบจำลองสโตแตสติกของผลตอบแทนความสะดวกและปัจจัยด้านฤดูกาล	Asst.Prof.Dr. Nopporn Thamrongrat 100 %	15 Jan 2019 - 14 Jan 2020 The time has not been extended	2019	50,000	Published Project is close 2024-02-28 10:50:08

	Document title	Participation	Duration	Source	Fiscal year	Funding	Progress
1	N84A690671 \| การต่อยอดเพื่อพัฒนาประสิทธิผลของแพลตฟอร์มดิจิทัลการกระตุ้นพฤติกรรม ในผู้สูงอายุที่มีอาการซึมเศร้าภาคใต้ตอนบน	Asst.Prof.Dr. Pornpon Thamrongrat 30 % Asst.Prof.Dr. Siriwatchana Kaeophanuek 20 % Assoc.Prof.Dr. Chaowanan Khundam 20 % Asst.Prof.Dr. Nopporn Thamrongrat 10 % Asst.Prof. Pavarud Puangsri 10 % Asst.Prof. Waluka Amaek 10 %	29 Mar 2026 - 28 Mar 2027	National Research Council of Thailand	2026	1,590,000	In process