Young Geun Kim

Young Geun Kim

Postdoctoral Researcher

Yonsei University

Biography

Hello! I’m a postdoctoral researcher in statistics at Yonsei University. I received my Ph.D. in Statistics from Sungkyunkwan University (SKKU) in 2025. My thesis was Bayesian Modeling and Forecasting of High Dimensional Long Range Dependent Time Series, advised by Changryong Baek. My research focuses on high-dimensional time series, Bayesian econometrics, and time series anomaly detection.

Interests
  • High-dimensional time series
  • Long-range dependency
  • Bayesian econometrics
  • State-space models
  • Time series anomaly detection
  • and more 🤔
Education
  • Ph.D. in Statistics, 2025

    Sungkyunkwan University, Seoul, Korea

    Dissertation title: Bayesian Modeling and Forecasting of High Dimensional Long Range Dependent Time Series

  • BEc in Statistics, 2019

    Sungkyunkwan University, Seoul, Korea