Hyeyoung Maeng

PhD Candidate in Statistics
supervised by Professor Piotr Fryzlewicz

 

 

Contact

h.maeng@lse.ac.uk

Department of Statistics
London School of Economics
Houghton Street
London WC2A 2AE
UK

Research Interests

Change-point detection, Multiscale method, high-dimensional data analysis, Dimension reduction, Functional data analysis

 

Publications and Preprints

Detecting linear trend changes and point anomalies in data sequences. H. Maeng and P. Fryzlewicz (2019). In submission. - paper - supplement - R package - R code

Regularised forecasting via smooth-rough partitioning of the regression coefficients. H. Maeng and P. Fryzlewicz (2019). Electronic Journal of Statistics, 13, 2093-2120. - paper - R package - R code

Bootstrap forecast intervals for asymmetric volatilities via EGARCH model. H. Maeng and D. W. Shin (2017). Communications in Statistics-Theory and Methods, 46, 1144-1157.

Empirical analyses of asymmetric conditional heteroscedasticities for the KOSPI and Korean Won - US Dollar exchange rate. H. Maeng and D. W. Shin (2011). The Korean Journal of Applied Statistics, 6, 1033-1044.

 

 

Sep 2015 – present

MPhil/PhD Student, Statistics

Department of Statistics, London School of Economics, London, UK
· PhD Scholarship


Aug 2012 – Jul 2014

PhD Student, Statistics

Department of Statistics, North Carolina State University, NC, USA
· Finished first two years and passed PhD qualifying exam
· Teaching Assistantship.


Sep 2009 – Aug 2011

Master of Science

Department of Statistics, Ewha Womans University, Seoul, Korea
· Merit-based Scholarship


Mar 2005 – Aug 2009

Bachelor of Economics, Bachelor of Science

Department of Economics, Ewha Womans University, Seoul, Korea
· Magna Cum Laude