• Published Paper  (International) 

  • Feature Importance in Linear Models  with Ensemble Machine Learning: A Study of the Fama and French Five-Factor Model**(2024+),  Finance Research Letters, in press, https://doi.org/10.1016/j.frl.2024.106406 https://authors.elsevier.com/a/1k96M5VD4KutaF  

  • Ensemble with Divisive Bagging for Feature Selection in Big Data **(2024) Computational Economics, in press,  https://link.springer.com/article/10.1007/s10614-024-10741-y  

  • Tracking the size of the estimation window in time-series data**(2024). Data Technologies and Applications,  in press, https://doi.org/10.1108/DTA-11-2023-0797 

  • N-point modified exponential model for household projections in Korea using multi-point register-based census data**(2024). Communications for Statistical Applications & Methods, 31(4). 

  • Non-identifiability and testability of missing mechanisms in incomplete two-way contingency tables**(2021) Communications for Statistical Applications and Methods, 28(3), 307-314

  • A New Double Hot-Deck Imputation Method for Missing with the Boundaries** (2020), Survey Methodology, 46(1), 121-139.

  • Variable-based Missing Mechanism for an Incomplete Contingency Table with Unit Missingness (2019), Statistics & Probability Letters, 146, 90-96. 

  • A novel adiposity index as an integrated predictor of cardiometabolic disease morbidity and mortality(2018), Scientific Reports-Nature,  8:16753 | DOI:10.1038/s41598-018-35073-4.

  • Particle Filtering of Volatility Dynamics for KOSPI200  and its Sequential Prediction**(2018), Journal of Forecasting, Vol 37, 720-728. 

  • Industry Specific  Defaults** (2018),   Journal of Empirical Finance , Vol 45, pp 45-58.

  • Causality Change between Korea and Other Major Equity Markets**(2018), Communications for Statistical Applications and Methods, Vol 25(4), 397-409.  

  • A Sample Size Calibration Approach for the P-value Problem in Huge Samples** (2018), Communications for Statistical Applications and Methods, Vol 25(5), 545-557.

  • 10-Year Mortality Trends for Adults With and Without Diabetes Mellitus in South Korea, 2003-2013 ** (2018), Diabetes and Metabolism Journal (vol 42:e16 ) 

  • Increased Vascular Disease Mortality Risk in Prediabetic Korean Adults Is Mainly Attributable to Ischemic Stroke**. (2017) Stroke, Vol 48(4), pp 840-845.

  • Correlated Structural Credit Risk Model with Random Coefficients and its Bayesian Estimation using Stock and Credit Market Information** (2016)  The Journal of Risk Model Validation, Vol. 10(3), pp 21-48.

  • Estimating Structural Credit Risk Models When Market Prices are Contaminated with Noise** (2016) Applied Stochastic Models in Business and Industry, Vol. 32(1), pp. 18-32.

  • A New Multiple Imputation Method for Bounded Missing Values**. (2015) Statistics and Probability Letters Vol. 107, pp. 204-209.

** contribute as first or corresponding author. 

• Published Paper  (Korean)

  • Causal Inference between social activities and sales of Venture Start-Up:Using Causal Forest .**(2023) Journal of The Korean Data Analysis Society, 25(6), 2217-2228. 

  • Causality Change in Life Insurance Demand: Focusing on Financial Market and Insurance Provider Factors .**(2023) Journal of The Korean Data Analysis Society, 25(1), 173-184. 

  • Applications of Regression based multiple imputation methods considering logical boundary information of missing values in financial and health survey data **(2021), Journal of The Korean Data Analysis Society, 23(2), 1229-2354

  • Robust multiple imputation method for missings with boundary and outliers**(2019). The Korean Journal of Applied Statistics,  32(6), 889–898

  • Health Life Expectancy in Korea based on Sample Cohort Database of National Health Insurance Services**. (2017). The Korean Journal of Applied Statistics. 

  • Bayesain Estimation of Black-Cox Structural Credit Risk Model with Consideration of Stock Market Trading Noise**. (2016).  Journal of the Korean Data Analysis Society, Vol.18(5B),2523-2533

  • Reliability of Self-reported Data for Prevalence and Health Life Expectancy Studies: Comparison with Sample Cohort DB of National Health Insurance Services**. (2016). The Korean Journal of Applied Statistics, Vol 29(7), pp 1329-1346.

  •  A study on the violent crime and control factors in Korea**. (2016). Journal of the Korean Data & Information Science Society, Vol 27(6),1511-1523.

  • Financial Projection for National Health Insurance using NHIS Sample Cohort Data Base**. (2015) The Korean Journal of Applied Statistics Vol. 28(4), pp. 663-683.

** contribute as first or corresponding author. 

• Working (submitted) Papers 

  • Sequential Projection of Headship based Household Composition Ratios  (submitted, under review) 

  • Analysis on Corporate Credit Scoring Models and Key Financial Variables Using Machine Learning (submitted, under review)