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.


Research interests

  • Econometric Theory, Financial Econometrics, Machine Learning, Forecasting

  • Concentration: high-dimensional data, large panel data and factor models

Education

  • 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

Papers