교수진
전주영
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전공
Data Analytics, Forecasting
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소속
문술미래전략대학원 / N5 2250호
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연락처
042 - 350 - 4032
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이메일
j.jeon[at]kaist.ac.kr
- 홈페이지
Education
2006 –2010 Saïd Business School, University of Oxford, UK
DPhil in Management Studies (concentration on Management Science)
DPhil in Management Studies (concentration on Management Science)
2005 –2006 London Business School, UK
MSc in Finance
MSc in Finance
1994 –1998 Seoul National University, Seoul, Korea
BSc in Computer Science and Statistics
BSc in Computer Science and Statistics
Research Interest
My research concentrates on predictive analytics and probabilistic modelling & simulation. I have mainly concerned the following application areas: probabilistic forecasting for energy, environment and tourism and financial risk modelling. More specifically, I have developed new probabilistic and hierarchical forecasting models for air pollution, wind, wave and PV energy, energy consumption in smart meters, tourism and financial market risk.
Publications
- Jeon, J., Panagiotelis, A. and Petropoulos, F. (2019) Reconciliation of probabilistic forecasts with applications to wind power and electric load. European Journal of Operational Research, 279, 364-379.
- Taylor, J.W and Jeon, J. (2018) Probabilistic Forecasting of Wave Height for Offshore Wind Turbine Maintenance. European Journal of Operational Research, 267, 877-890.
- Jeon, J. and Taylor, J.W. (2016) Short-term Density Forecasting of Wave Energy Using ARMA-GARCH models and Kernel Density Estimation. International Journal of Forecasting, 32, 991-1004.
- Taylor, J.W. and Jeon, J. (2015) Forecasting wind power quantiles using conditional kernel estimation. Renewable Energy, 80, 370-379.
- Jeon, J. and Taylor, J.W. (2013) Using CAViaR Models with Implied Volatility for Value at Risk Estimation. Journal of Forecasting, 32, 62-71
- Jeon, J. and Taylor, J.W. (2012) Using Conditional Kernel Density Estimation for Wind Power Density Forecasting. Journal of the American Statistical Association, 107, 66-7
Experienc
- 2019 – Present Associate Professor, Graduate School of Future Strategy, KAIST (Korea Advanced Institute of Science and Technology), Korea
- 2013 – 2019 Assistant Professor, School of Management, University of Bath, UK
- 2016 – 2018 Visiting Associate Professor, Graduate School of Engineering Practice, Seoul National University, Korea
- 2012 – 2013 Assistant Professor, Department of Management Science, Strathclyde Business School, University of Strathclyde, UK
- 2010 – 2012 Her Majesty’s Government Junior Research Fellow, Smith School of Enterprise and Environment, University of Oxford, UK
- 2001 – 2005 Co-Founder and Principle Consultant, DFocus Data Warehouse Consulting, Korea
- 2000 – 2001 IT Consultant in Data Mining and SAP Business Information Warehouse, IBM, Korea
- 1998 – 2000 IT Consultant (alternative military service), G&Tech, Korea
Awards
- Co-investigator of an £980,362 EPSRC grant (EP/N03466X/1) for a smart grid project (Sep 2016 – Sep 2019) with Prof. Furong Li (PI), University of Bath, Prof. Malcolm McCulloch, University of Oxford and Prof. Goran Strbac, Imperial College.
- External Funds (£50,000) for Advising Revenue Forecast Modelling for Volvo Construction Equipment, Belgium (January 2017 to May 2019).
- Impact Initiator Fund (£3,000), University of Bath, 2017.
- International Researchers Mobility Fellowship (£5,000), University of Bath, 2014-2015.
- Her Majesty’s Government Junior Research Fellowship, Government Communication Headquarters, 2010-2012.
- European SafeWind Project, 7th Framework Programme, European Union, 2007-2012.
- John Fell OUP Research Assistant Fund, 2007-2008.
