A note on the validity of cross-validation for evaluating autoregressive time series prediction C Bergmeir, RJ Hyndman, B Koo Computational Statistics & Data Analysis 120, 70-83, 2018 | 534 | 2018 |
Regularized regression for hierarchical forecasting without unbiasedness conditions S Ben Taieb, B Koo Proceedings of the 25th ACM SIGKDD International Conference on Knowledge …, 2019 | 35 | 2019 |
Estimation of semiparametric locally stationary diffusion models B Koo, O Linton Journal of Econometrics 170 (1), 210-233, 2012 | 32 | 2012 |
Semiparametric estimation of locally stationary diffusion models B Koo, OB Linton LSE STICERD Research Paper No. EM551, 2010 | 27 | 2010 |
Retirement planning in the light of changing demographics H Wang, B Koo, C O'Hare Economic Modelling 52, 749-763, 2016 | 23 | 2016 |
High-dimensional predictive regression in the presence of cointegration B Koo, HM Anderson, MH Seo, W Yao Journal of Econometrics 219 (2), 456-477, 2020 | 16 | 2020 |
Loss-based variational Bayes prediction DT Frazier, R Loaiza-Maya, GM Martin, B Koo arXiv preprint arXiv:2104.14054, 2021 | 15 | 2021 |
Structural-break models under mis-specification: Implications for forecasting B Koo, MH Seo Journal of econometrics 188 (1), 166-181, 2015 | 15 | 2015 |
附子를 포함한 한약처방이 간효소치에 미치는 영향-임상 6 예를 중심으로 구본수, 김태경, 한진안, 문상관, 김영석 Journal of Korean Medicine 23 (1), 2002 | 12 | 2002 |
A note on the validity of cross-validation for evaluating time series prediction. Monash University, Department of Econometrics and Business Statistics C Bergmeir, RJ Hyndman, B Koo Working Paper, 2015 | 9 | 2015 |
Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes W Chen, B Koo, Y Wang, C O’Hare, N Langrené, P Toscas, Z Zhu Annals of Actuarial Science 15 (3), 549-566, 2021 | 8 | 2021 |
Pricing in a competitive stochastic insurance market F Mourdoukoutas, TJ Boonen, B Koo, AA Pantelous Insurance: Mathematics and Economics 97, 44-56, 2021 | 7 | 2021 |
A clinical study about effect of long term herb medication on liver function YK Yoon, SS Han, JY Yoo, LS Chou, BS Koo J. of. Oriental Chr. Dis 8 (1), 30-34, 2002 | 7 | 2002 |
Novel utility-based life cycle models to optimise income in retirement B Koo, AA Pantelous, Y Wang European Journal of Operational Research 299 (1), 346-361, 2022 | 6 | 2022 |
Estimation of a nonparametric model for bond prices from cross-section and time series information B Koo, D La Vecchia, O Linton Journal of Econometrics 220 (2), 562-588, 2021 | 6 | 2021 |
High-dimensional predictive regression in the presence of cointegration B Koo, HM Anderson, MH Seo, W Yao Available at SSRN 2851677, 2016 | 6 | 2016 |
Let’s get lade: Robust estimation of semiparametric multiplicative volatility models B Koo, O Linton Econometric Theory 31 (4), 671-702, 2015 | 6 | 2015 |
Effects of Sahyangsohap-won on Cerebral Hemodynamics in Healthy Subjects SH Ryu, B Koo, SH Kim, SK Moon, KH Cho, YS Kim, HS Bae, KS Lee The Journal of Internal Korean Medicine 22 (2), 199-205, 2001 | 6 | 2001 |
Competition, premature trading and excess volatility P Deb, B Koo, Z Liu Journal of Banking & Finance 41, 178-193, 2014 | 5 | 2014 |
Personalised drawdown strategies and partial annuitisation to mitigate longevity risk W Chen, A Minney, P Toscas, B Koo, Z Zhu, AA Pantelous Finance Research Letters 39, 101644, 2021 | 4 | 2021 |