Sung Hoon Choi
My research focuses on the development of new tools for use with big data, machine learning, and forecasting. The tools primarily involve the development of new theoretical methods for use in both estimation and statistical inference using high-dimensional panel datasets.
Econometric Theory, Financial Econometrics, Machine Learning, Forecasting
Concentration: high-dimensional data, large panel data and factor models
Ph.D., Economics, Rutgers University, NJ, 2021
M.A., Applied Statistics, Yonsei University, Seoul, South Korea, 2016
B.A., Statistics, University of California at Berkeley, CA, 2013