"An ensemble model of CNN-BiLSTMs for forecasting NASDAQ volatility index", 2022, 5th International Conference on Econometrics and Statistics (EcoSta 2022), Tokyo, Japan.
"Parallel Architecture of CNN-bidirectional LSTMs for Implied Volatility Forecast", 2022, KSS Summer Conference, Seoul National University, Seoul, South Korea.
"A general panel break test based on the self-normalization method ", 2021, KSS Autumn Conference, Korea University, Seoul, South Korea.
"A self-normalization test for correlation matrix change", 2021, 10th World Congress in Probability and Statistics, Seoul, South Korea.
"Testing constancy of correlation matrix based on self-normalization method ", 2021, 4th International Conference on Econometrics and Statistics (EcoSta 2021), Hong Kong.
"A correlation matrix break test based on self-normalization method", February 04, 2020, Research seminar, University of Cologne, Cologne, Germany.
"Testing constancy of correlation based on self-normalization method", December 20, 2019, 10th Ewha-JWU-Ochanomizu Joint Symposium, Ochanomizu University, Tokyo, Japan.
"A test for correlation change detection based on self-normalization", November 9, 2019, KSS Autumn Conference, University of Seoul, Seoul, South Korea.
"A correlation break test based on self-normalization", August 9, 2019, Korean Economic Review International Conference, Sogang University, Seoul, South Korea.
"Kernel estimation of local tail-event correlation", July 2, 2019, Extreme Value Analysis 2019, University of Zagreb, Zagreb, Croatia.
"Local tail-event correlation", May 25, 2019, KSS Spring Conference, Kangwon National University, Kangwon, South Korea.
"Block Bootstrapping for a Change Detection Test for Correlation Change", March 23, 2019, 15th Western Economic Association International Conference, Keio University, Tokyo, Japan.
"Moving block bootstrapping for panel mean break test", November 22, 2018, 9th Ewha-JWU-Ochanomizu Joint Symposium, Ewha Womans University, Seoul, South Korea.
"Block bootstrapping for a CUSUM test for a panel mean break", November 03, 2018, KSS Autumn Conference, Ewha Womans University, Seoul, South Korea.
"A new estimation method for CoVaR based on three regime bivariate normal distribution", July 31, 2018, Joint Statistical Meetings, Vancouver Convention Centre, Vancouver, Canada.
"Three regime bivariate normal distribution", May 26, 2018, KSS Spring Conference, Pusan National University, Busan, South Korea.
"Estimation method for CoVaR based on three regime bivariate normal distribution", December 30, 2017, International Workshop on Computational Mathematics, Ewha Womans University, Seoul, South Korea.
"Correlation change detection using moving block bootstrapping", December 14, 2017, 8th Ewha-JWU-Ochanomizu Joint Symposium, Ewha Womans University, Seoul, South Korea.
"A bootstrap test for correlation change", November 10, 2017, KSS Autumn Conference, Yonsei University, Seoul, South Korea.
"Bootstrap methods for volatility spillover index", May 27, 2017, KSS Spring Conference, Sookmyung Women's University, Seoul, South Korea.
"Forecasting value-at-risk for volatility index with HAR model", December 07, 2016, 7th Ewha-JWU-Ochanomizu Joint Symposium, Ewha Womans University, Seoul, South Korea.
"Quantile forecasts for asymmetric HAR model with conditionally heteroscedastic skewed error with applications to realized volatilities and implied volatilities index", November 05, 2016, KSS Autumn Conference, Statistics Korea, Daejeon, South Korea.
"Interval and value at risk forecasting for realized volatility and implied volatility having asymmetry", August 24, 2016, 22nd International conference on computational statistics, Auditorio Principe Felipe, Oviedo, Spain.