Dr. Jooyoung Jeon Her Majesty’s Government Junior Research Fellow Smith School of Enterprise and the Environment University of Oxford Hayes House, 75 George Street Oxford, OX1 2BQ United Kingdom Email: joo.jeon@smithschool.ox.ac.uk Mobile: +44 7894311156

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Research Interest (for my CV, click here)

My 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.

I have been also interested in data streams analytics and predictions of financial investment patterns and sales revenue using social networks.

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Publications

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 of Forecasting, in press. (pdf)

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Working Paper

Jeon, J. and McSharry, P. (2012). The Power of Twitter on Predicting Box Office Revenues. (pdf)

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Relevant Websites

SafeWind Project

National Grid

IBM Smarter Planet Project

Sun Rehman's homepage

Twitter mood map