Chonawee Supatgiat, Ph.D.

  • Faculty, Finance
  • Member, Curriculum Development Committee
  • Member, Information Technology Committee
  • Member, Finance Faculty Group

Concurrent: –

Expertise:

Dr. Chonawee has expertise in operations research and finance.  Prior to joining Sasin, Dr. Chonawee worked as a quantitative analyst developing equity and commodity investment strategies at Thales Fund Management, a hedge fund in New York.  Before that he was a research staff member at IBM Zurich Research Lab. in Switzerland, where he conducted research and provided consulting services in financial engineering, risk management, and stochastic optimization fields.  Dr. Chonawee also has extensive experience working in the Energy industry. He worked in quantitative research groups at Tractebel (Suez), RWE Trading, Enron, and Esso, in the areas of asset optimization and valuation, hedging and risk management, contract structuring and valuation, portfolio optimization, and energy commodity trading.

Awards:

  • Asia’s Best B-School Awards 2012, The Best Professor in Financial Management by the World Education Congress, and CMO Asia with CMO Council
  • Research Paper Award for Research Advisor voted by Thai Financial Institutions, 2013, by Capital Market Research Institute, the Stock Exchange of Thailand,

Selected Publications:

  1. S. Mueller and C. Supatgiat, “A Quantitative Optimization Model for Dynamic Risk-Based Compliance Management”, IBM Journal of Research and Development, 51(3/4): 295-307, May 2007.
  2. C. Supatgiat, C. Kenyon and L. Heusler, “Cause-to-Effect Operational Risk Quantification and Management,” Risk Management, 8(1), 16–42, February 2006.
  3. C. Supatgiat, R. Zhang and J. Birge, “Equilibrium Values in a Competitive Power Exchange Market,” Computational Economics, 17: 93-121, February 2001.
  4. S. Takriti, C. Supatgiat and L. Wu, “Coordinating Fuel Inventory & Electric-Power Generation Under Uncertainty,” IEEE Transactions on Power Systems, 16(4): 603-608, November 2001.
  5. R. Zhang, W. Hopp and C. Supatgiat, “Spreadsheet Implementable Inventory Control for a Distribution Center,” Journal of Heuristics, 7(2): 185-203, March 2001.
  6. C. Supatgiat, J. Birge and R. Zhang, “Equilibrium Values in Sealed and Non-sealed Bid Power Exchange Markets with Identical Bidders,” Technical Report, No.99-04, Department of Industrial and Operations Engineering, The University of Michigan, Ann Arbor, July 8, 1999.
  7. C. Supatgiat, S. Takriti, and L. Wu, “Coordinating Fuel Inventory and Electric Power Generation Under Uncertainty,” Proceedings of the American Power Conference, Vol. 60-I, April 1998, 417-421.

Submitted Patent Applications:

  • C. Supatgiat, C. Kenyon and L. Heusler, “Method, Computer Program and Computer System for Operational-risk Modeling,” in U.S. Patent application process

Awards:

  • IBM BCS Strategy & Change High Five Team Award, 2006
  • IBM Invention Achievement Award – First Filing, 2005
  • Suez Initiative Innovation Trophies Award, 2004
  • Rackham Predoctoral Fellowship, 1999

Academic Activities:

Served as a referee for international scholastic journals including European Journal of Operational Research, IEEE Transactions on Power Systems, Mathematics of Operations Research, Mathematical Programming, The Energy Journal, Naval Research Logistics, IIE Transactions, and The International Journal of Forecasting.

Extracurricular Activities:

  • President of the Engineering Athletic Department, Chulalongkorn University, 1992-1993
  • Committee of the Volunteer Engineer Student Club, Chulalongkorn University, 1992-1993
  • Committee of the University Track-and-Field Club, Chulalongkorn University, 1989-1993
  • University and college athlete in track-and-field, 1989-1993
  • Coach of the track-and-field college team, 1990-1993
  • President of the Engineer Student Track-and-Field Club, Chulalongkorn University, 1990-1991

Credentials:

  • Ph.D. in Industrial and Operations Engineering, The University of Michigan, Ann Arbor.
  • M.S.E. in Industrial and Operations Engineering, The University of Michigan, Ann Arbor
  • B.S.E. in Industrial Engineering, Chulalongkorn University

 

Contact:

Chonawee.Supatgiat@sasin.edu