Research Interest (for my CV, click here)
research area is probabilistic forecasting using time series modelling. I have analysed
uncertainties of financial markets and wind energy using quantile regression,
conditional kernel density and Bayesian methods.
been also interested in data streams analytics and predictions of financial
investment patterns and sales revenue using social networks.
Jeon, J. and Taylor, J.W. (2012). Using Conditional Kernel Density
Estimation for Wind Power Density Forecasting. Journal of
the American Statistical Association, in press. (pdf)
Jeon, J. and Taylor, J.W. (2012). Using CAViaR Models with Implied
Volatility for Value at Risk Estimation. Journal
in press. (pdf)
Jeon, J. and McSharry,
P. (2012). The Power of Twitter on Predicting Box Office Revenues. (pdf)
IBM Smarter Planet Project