Yongjoon Kim

Yongjoon Kim 

Ph.D. Candidate
Department of Statistics
University of Wisconsin–Madison

Contact

1250M Medical Sciences Center
1300 University Avenue
Madison, WI 53706
Email: x AT y DOT z DOT w

{'x’: 'kimy’, 'y’: 'stat’, 'z’: 'wisc’, 'w’: 'edu’}

About Me

Biography

I am a final year Ph.D. Candidate in the Department of Statistics at the University of Wisconsin–Madison, advised by Prof. Zhengjun Zhang. In Summer 2020, I interned at Zillow Offers Machine Learning Team as an applied scientist. Prior to coming to Madison, I was a visiting research intern in Statistical Computing Lab at Seoul National University. Before that I was a software developer at SAP Labs Korea. I completed my M.A. in Statistics at Columbia University, and B.S. in Electrical Engineering and B.A. in Economics at Seoul National University.

Research Interests

My research interests lie in time series and their dependence modeling, with applications to risk management and predictive analytics. Specifically, I develop statistical models for a multivariate time series that possesses heavy tails and various dependence structures, leveraging extreme value theory and econometric techniques. I am also interested in combining machine learning algorithms and classical time series methods to improve forecasting accuracy.

Education

Experience

  • Applied Scientist Intern, Zillow Group, Seattle, WA (remotely in Madison, WI), Jun 2020 – Aug 2020

  • Visiting Research Intern (advisor: Prof. Joong-Ho Won), Statistical Computing Lab, Seoul National University, Aug 2015 – Jul 2016

  • Software Developer, SAP Labs, Seoul, Korea, Jul 2013 – Jul 2015

Honors and Awards

  • Outstanding Teaching Award, Department of Statistics, University of Wisconsin–Madison, Jun 2020

  • Kwanjeong Overseas Scholarship, Kwanjeong Educational Foundation, Sep 2011 – May 2013

  • Graduation with Honors, Seoul National University, Aug 2011

Skills