Hyeyoung Maeng

I am a postdoctoral researcher working with Professors Idris Eckley and Paul Fearnhead in the StatScale programme. My research interests are in Change-point detection, High-dimensional time series modelling, Networks and Multiscale methods.

Before joining in the StatScale programme, I did my PhD in Statistics at the London School of Economics under the supervision of Professor Piotr Fryzlewicz.

Contact

h.maeng4@lancaster.ac.uk

Mathematics and Statistics
Lancaster University
Lancaster
LA1 4YF
UK

Publications and Preprints

Detecting linear trend changes and point anomalies in data sequences. H. Maeng and P. Fryzlewicz (2019). In submission. - paper - supplement - R package - R code

Regularised forecasting via smooth-rough partitioning of the regression coefficients. H. Maeng and P. Fryzlewicz (2019). Electronic Journal of Statistics, 13, 2093-2120. - paper - R package - R code

Bootstrap forecast intervals for asymmetric volatilities via EGARCH model. H. Maeng and D. W. Shin (2017). Communications in Statistics-Theory and Methods, 46, 1144-1157.

Empirical analyses of asymmetric conditional heteroscedasticities for the KOSPI and Korean Won - US Dollar exchange rate. H. Maeng and D. W. Shin (2011). The Korean Journal of Applied Statistics, 6, 1033-1044.

Sep 2015 – present	MPhil/PhD Student, Statistics Department of Statistics, London School of Economics, London, UK · PhD Scholarship
Aug 2012 – Jul 2014	PhD Student, Statistics Department of Statistics, North Carolina State University, NC, USA · Finished first two years and passed PhD qualifying exam · Teaching Assistantship.
Sep 2009 – Aug 2011	Master of Science Department of Statistics, Ewha Womans University, Seoul, Korea · Merit-based Scholarship
Mar 2005 – Aug 2009	Bachelor of Economics, Bachelor of Science Department of Economics, Ewha Womans University, Seoul, Korea · Magna Cum Laude