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Achievement: Pull SharkAchievement: Arctic Code Vault Contributor

Achievements

Achievement: Pull SharkAchievement: Arctic Code Vault Contributor

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@baeconverse @algotradelib

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ygeunkim/README.md

Hi there 👋🏼 I’m Young Geun Kim

Thanks for visiting my page:

visitors Github

I’m...

  • 🧑🏼‍🎓 Ph.D. in Statistics, Sungkyunkwan University (SKKU)
    • Dissertation title: Bayesian Modeling and Forecasting of High Dimensional Long Range Dependent Time Series
    • Advisor: Changryong Baek
  • 🧑🏼‍🎓 BEc in Statistics, SKKU
  • 🤔 I’m interested in time series, especially
    • High-dimensional time series analysis/forecasting,
    • Long-range dependency,
      • Vector heterogeneous autoregressive (VHAR) model
    • Bayesian econometrics,
      • Bayesian VAR/VHAR
    • and Anomaly detection

🧑🏼‍💻 I spent my time in github…

ygeunkim’s github stats Languages in my repos

✍🏻 My research works

google-scholar

  • Bayesian Vector Heterogeneous Autoregressive Modeling
    		• journal
  • Residual Size is Not Enough for Anomaly Detection: Improving Detection Performance using Residual Similarity in Multivariate Time Series
    		• conf
  • Revitalizing Self-Organizing Map: Anomaly Detection using Forecasting Error Patterns
    		• conf
  • Contextual Anomaly Detection by Correlated Probability Distributions using Kullback-Leibler Divergence
    		• poster
  • Apparatus and method for detecting outliers in cyber-physical systems
    		• patent

    Pinned Loading

    1. bvhar bvhar Public

      R and Python package to model Bayesian VAR and VHAR models

      C++ 7 3

    2. baymar baymar Public

      Bayesian Matrix Autoregressions

      C++

    3. algotradelib/algotradelib algotradelib/algotradelib Public

      A C++ library for algorithmic trading

      C++