Young Geun Kim received his Ph.D. in Statistics from Sungkyunkwan University (SKKU) in 2025, advised by Professor Changryong Baek. His dissertation, Bayesian Modeling and Forecasting of High Dimensional Long Range Dependent Time Series, focused on Bayesian econometric time series forecasting. Currently, He’s developing Bayesian methods for matrix-valued time series modeling. He’s also actively developing R and Python packages to make advanced Bayesian econometric time series analysis more accessible.
Education
Ph.D. in Statistics, 2025
- Sungkyunkwan University (SKKU), Seoul, Korea
- Dissertation title: Bayesian Modeling and Forecasting of High Dimensional Long Range Dependent Time Series
BEc in Statistics, 2019
- Sungkyunkwan University (SKKU), Seoul, Korea
Interests
- Bayesian econometrics
- High-dimensional time series
- Long-range dependence
- Time series anomaly detection
- Statistical software development