Concepedia

Bonsoo Koo

BK

8

Publications

733

Citations

8

H-Index

2012

Active since

Affiliations

Monash University(Current)

University of Cambridge

Bonsoo Koo is an author at Monash University specializing in statistics, predictive analytics, and forecasting.

Top concepts

StatisticsForecastingPredictive AnalyticsBusinessEngineeringData ScienceEconometricsStatistical InferenceTime Series EconometricsFinance

Publications per year

2012–2022

8

Publications

8

A note on the validity of cross-validation for evaluating autoregressive time series prediction

Christoph Bergmeir, Rob J. Hyndman, Bonsoo Koo · Computational Statistics & Data Analysis · 2017 · 551 citations

Forecasting Methodology, Engineering, Backtesting +10

Regularized Regression for Hierarchical Forecasting Without Unbiasedness Conditions

Souhaib Ben Taieb, Bonsoo Koo · 2019 · 46 citations

Forecasting Methodology, Probabilistic Forecasting, Engineering +15

Estimation of semiparametric locally stationary diffusion models

Bonsoo Koo, Oliver Linton · Journal of Econometrics · 2012 · 39 citations

Diffusion Process, Statistical Inference, Diffusion-based Modeling +3

A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction

Christoph Bergmeir, Rob J. Hyndman, Bonsoo Koo · RePEc: Research Papers in Economics · 2022 · 28 citations

Forecasting Methodology, Economic Forecasting, Engineering +14

High-dimensional predictive regression in the presence of cointegration

Bonsoo Koo, Heather M. Anderson, Myung Hwan Seo et al. · Journal of Econometrics · 2020 · 25 citations

Economics, High-dimensional Method, Predictive Analytics +6

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