Projects per year
Personal profile
Biography
Bonsoo Koo is a Senior Lecturer at the Department of Econometrics and Business Statistics at Monash University. Dr Koo received his PhD from the London School of Economics and Political Science. His research interests lie in a variety of economic modelling, estimation, inference and forecasting, particularly in the areas of Finance. He has a number of publications in the areas of Financial Econometrics, Finance, Econometric Theory and Superannuation.
He has been awarded three Australian Research Council grants through its National Competitive Grants Programme and is currently working on "Forecasting under uncertainty", "Superannuation fit for the future", and "Modelling, estimation and forecasting of the yield curve dynamics".
Research interests
Financial Econometrics, Econometric Theory, Finance, Superannuation
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Projects 2015 2020
- 4 Active
Nonparametric estimation and forecasting of yield curve dynamics
Australian Research Council (ARC)
1/01/17 → 31/12/19
Project: Research
RiskLab Research - Actuarial Sciences
Pantelous, A., Koo, B., O'Hare, C. & Knight, K.
1/01/17 → 31/12/19
Project: Research
Towards a superannuation system fit for the future
O'Hare, C., Koo, B., Zhu, Z., McBirnie, D. & Minney, A.
Australian Research Council (ARC), Monash University, CSIRO Commonwealth Scientific and Industrial Research Organisation , Challenger Limited, Accurium Pty Limited
8/11/16 → 31/12/19
Project: Research
Forecasting when model stability is uncertain
Anderson, H., Koo, B. & Seo, M.
Australian Research Council (ARC), Monash University, The London School of Economics and Political Science
1/01/15 → 30/06/20
Project: Research
Research Output 2012 2019
Regularized regression for hierarchical forecasting without unbiasedness conditions
Ben Taieb, S. & Koo, B., 2019, KDD 2019: Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining. Li, Y., Rosales, R., Terzi, E. & Karypis, G. (eds.). New York NY USA: Association for Computing Machinery (ACM), p. 1337-1347 11 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review
A note on the validity of cross-validation for evaluating autoregressive time series prediction
Bergmeir, C., Hyndman, R. J. & Koo, B., 1 Apr 2018, In : Computational Statistics and Data Analysis. 120, p. 70-83 14 p.Research output: Contribution to journal › Article › Research › peer-review
Retirement planning in the light of changing demographics
Wang, H., Koo, B. & O'Hare, C., 2016, In : Economic Modelling. 52, p. 749 - 763 15 p.Research output: Contribution to journal › Article › Research › peer-review
Let's get lade: Robust estimation of semiparametric multiplicative volatility models
Koo, B. & Linton, O., 2015, In : Econometric Theory. 31, 4, p. 671-702 32 p.Research output: Contribution to journal › Article › Research › peer-review
Structural-break models under mis-specification: Implications for forecasting
Koo, B. & Seo, M. H., 2015, In : Journal of Econometrics. 188, 1, p. 166 - 181 16 p.Research output: Contribution to journal › Article › Research › peer-review