Hyeyoung Maeng

Postdoctoral Researcher


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.



Mathematics and Statistics
Lancaster University

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