Bonsoo Koo | DeepAI

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Featured Co-authors

David T. Frazier
29 publications
Gael M. Martin
16 publications
Ruben Loaiza-Maya
14 publications
Benjamin Wong
3 publications
Ze-Yu Zhong
1 publication

research

∙ 03/01/2023

Disentangling Structural Breaks in High Dimensional Factor Models

We disentangle structural breaks in dynamic factor models by establishin...

0 Bonsoo Koo, et al. ∙

research

∙ 04/29/2021

Loss-Based Variational Bayes Prediction

We propose a new method for Bayesian prediction that caters for models w...

0 David T. Frazier, et al. ∙