Waraporn Tongprasit

I have a Master's in Computer Science from the Department of Computer Science and a PhD in Operations Reseach from the Department of Management Science and Engineering, Stanford University. In general, I am interested in machine learning and operations research, i.e. optimization and stochastic process, and their applications in finance and economics area. My particular research interest is in information and financial market. My disseration was focusing on the role of security exchanges in aggregating information and allocating resources in an economc system, and how regulations influence their effectiveness. My specialties include financial market microstructure, operations research, intraday volatility modeling, intraday price movement prediction, algorithmic trading, machine readable news feed, econometrics, machine learning.

Contact Information

Email: waraporn@alumni.stanford.edu

About Me


Working Papers

  • " Empirical Analysis of Tick Sizes and Exchange Efficiency.", Waraporn Tongprasit, Benjamin Van Roy
    Developed a method for assessing and comparing stock exchange efficiency under different tick sizes.
  • " Predicting the Impact of Regulatory and Design Decisions on Exchange Efficiency.", Waraporn Tongprasit, Benjamin Van Roy
    Developed a method that uses historical data and simulations to predict stock exchange efficiency under new securities exchange regulations and market designs where data from the exchange is not yet available.
  • " Order Book Shape and Stock Price Movements.", Waraporn Tongprasit
    Formulated a mathematical model for predicting short-term stock price movements from the shape of order book.

Journal Papers

  • " In-depth query of large genomes using tiling arrays.", Manoj P. Samanta, Waraporn Tongprasit, Viktor Stolc, Methods Mol Biol. 2007;377:163-174 17634616
  • " Global identification and characterization of transcriptionally active regions in the rice genome.", Lei Li, Xiangfeng Wang, Rajkumar Sasidharan, Viktor Stolc, Wei Deng, Hang He, Jan Korbel, Xuewei Chen, Waraporn Tongprasit, Pamela Ronald, Runsheng Chen, Mark Gerstein, Xing Wang Deng, PLoS ONE, 2007;2:e294 17372628 (http://www.plosone.org/article/fetchArticle.action?articleURI=info%3Adoi%2F10.1371%2Fjournal.pone.0000294)
  • " Analysis of Transcription Factor HY5 Genomic Binding Sites Revealed Its Hierarchical Role in Light Regulation of Development.", Jungeun Lee, Kun He, Viktor Stolc, Horim Lee, Pablo Figueroa, Ying Gao, Waraporn Tongprasit, Hongyu Zhao, Ilha Lee, and Xing Wang Deng, Plant Cell, 2007 Mar 2;17337630 (http://www.plantcell.org/cgi/content/abstract/tpc.106.047688v1)
  • " A core transcriptional network for early mesoderm development in Drosophila melanogaster.", Thomas Sandmann, Charles Girardot, Marc Brehme, Waraporn Tongprasit, Viktor Stolc, and Eileen E.M. Furlong, Genes Dev, 2007 Feb 15;21 (4):436-49 17322403 (http://www.genesdev.org/cgi/content/abstract/21/4/436)
  • " The Transcriptome of the Sea Urchin Embryo.", Manoj P. Samanta, Waraporn Tongprasit, Sorin Istrail, R. Andrew Cameron, Qiang Tu, Eric H. Davidson, Viktor Stolc, Science, 2006 Nov 10;314(5801):960-962 17095694 (http://www.sciencemag.org/cgi/content/abstract/314/5801/960)
  • " The Genome of the Sea Urchin Strongylocentrotus purpuratus.", Sodergren E., Manoj P. Samanta, Viktor Stolc, Waraporn Tongprasit, et al., Science, 2006 Nov 10;314 (5801):941-952 17095691 (http://www.sciencemag.org/cgi/content/abstract/314/5801/941)
  • " Global identification of noncoding RNAs in Saccharomyces cerevisiae by modulating an essential RNA processing pathway.", Manoj P. Samanta, Waraporn Tongprasit, Himanshu Sethi, Chen-Shan Chin, and Viktor Stolc, Proc Natl Acad Sci U S A., 2006 Mar 14;103 (11):4192-7 16537507 (http://www.pnas.org/cgi/content/abstract/0507669103v1)
  • " Genome-wide transcription analyses in rice using tiling microarrays.", Lei Li, Xiangfeng Wang, Viktor Stolc, Xueyong Li, Dongfen Zhang, Ning Su, Waraporn Tongprasit, Songgang Li, Zhukuan Cheng, Jun Wang, and Xing Wang Deng, Nature Genetics, 2006 Jan ;38 (1):124-129 16369532 (http://www.nature.com/ng/journal/v38/n1/abs/ng1704.html)
  • " A Pilot Study of Transcription Unit Analysis in Rice Using Oligonucleotide Tiling-path Microarray.", Viktor Stolc, Lei Li, Xiangfeng Wang, Xueyong Li, Ning Su, Waraporn Tongprasit, Bin Han, Yongbiao Xue, Jiayang Li, Michael Snyder, Mark Gerstein, Jun Wang, and Xing Wang Deng, Plant Mol. Biol., 2005 Sept;59(1):137-149 (http://www.springerlink.com/content/p24v074715857881/fulltext.pdf)
  • " Tiling microarray analysis of rice chromosome 10 to identify the transcriptome and relate its expression to chromosomal architecture.", Lei Li, Xiangfeng Wang, Mian Xia, Viktor Stolc, Ning Su, Zhiyu Peng, Waraporn Tongprasit, Songgang Li, Jun Wang, Xiping Wang, and Xing Wang Deng, Genome Biology, 2005, 6:8:403 (http://genomebiology.com/2005/6/8/403)
  • " Identification of Novel Transcribed Sequences in Arabidopsis thaliana using High-Resolution Genome Tiling Arrays.", Viktor Stolc, Manoj Pratim Samanta, Waraporn Tongprasit, Himanshu Sethi, Shoudan Liang, David C. Nelson, Adrian Hegeman, Clark Nelson, David Rancour, Sebastian Bednarek, Eldon L. Ulrich, Qin Zhao, Russell L. Wrobel, Craig S. Newman, Brian G. Fox, George N. Phillips, Jr., John L. Markley, and Michael R. Sussman, Proc. Natl. Acad. Sci. U.S.A., 2005 Mar 22, 102:12:4453-4458 (http://www.pnas.org/cgi/content/full/102/12/4453)
  • " Genome-wide transcriptional analysis of flagellar regeneration in Chlamydomonas reinhardtii identifies orthologs of ciliary disease genes.", Viktor Stolc, Manoj Pratim Samanta, Waraporn Tongprasit, and Wallace F. Marshall, Proc. Natl. Acad. Sci. U.S.A., 2005 Mar 8, 102:10:3703-3707 (http://www.pnas.org/cgi/content/full/102/10/3703)
  • " Global Identification of Human Transcribed Sequences with Genome Tiling Arrays.", Paul Bertone, Viktor Stolc, Thomas E. Royce, Joel S. Rozowsky, Alexander E. Urban, Xiaowei Zhu, John L. Rinn, Waraporn Tongprasit, Manoj Samanta, Sherman Weissman, Mark Gerstein, Michael Snyder, Science, 24 December 2004, 306:5705:2242-2246 (http://www.sciencemag.org/cgi/content/abstract/306/5705/2242)
  • " A Gene Expression Map for the Euchromatic Genome of Drosophila melanogaster.", Viktor Stolc, Zareen Gauhar, Christopher Mason, Gabor Halasz, Marinus F. van Batenburg, Scott A. Rifkin, Sujun Hua, Tine Herreman, Waraporn Tongprasit, Paolo Emilio Barbano, Harmen J. Bussemaker, Kevin P. White, Science, 22 October 2004, 306:5696: 655-660 (http://www.sciencemag.org/cgi/content/abstract/306/5696/655)
  • " The ENCODE (ENCyclopedia Of DNA Elements) Project", ENCODE Consortium, Science, 22 October 2004, 306:5696:636-640 (http://www.sciencemag.org/cgi/content/abstract/306/5696/636)
  • " Characterization of synthetic DNA barcodes in Saccharomyces cerevisiae gene-deletion strains.", Robert G. Eason, Nader Pourmand, Waraporn Tongprasit, Zelek S. Herman, Kevin Anthony, Olufisayo Jejelowo, Ronald W. Davis, Viktor Stolc, Proc. Natl. Acad. Sci. U.S.A., 2004 Jul 16, 101:30:11046-11051 (http://www.pnas.org/cgi/content/full/101/30/11046)