Jong-Min Kim

Jong-Min Kim

University of Minnesota-Twin Cities

H-index: 25

North America-United States

About Jong-Min Kim

Jong-Min Kim, With an exceptional h-index of 25 and a recent h-index of 20 (since 2020), a distinguished researcher at University of Minnesota-Twin Cities, specializes in the field of Survey Sampling, Copula, Time Series Analysis, Machine Learning, Bayesian Statistics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Analyzing Portfolio Optimization in Cryptocurrency Markets: A Comparative Study of Short-Term Investment Strategies Using Hourly Data Approach

Forecasting Consumer Price Index with Federal Open Market Committee Sentiment Index

Vine copula Granger causality in quantiles

Personalized Treatment Policies with the Novel Buckley-James Q-Learning Algorithm

Dependence Risk of Bank Equity Returns: A Vine Copula Approach

Deep Learning Model for Multivariate High-Frequency Time-Series Data: Financial Market Index Prediction

Linear time-varying regression with copula–DCC–asymmetric–GARCH models for volatility: the co-movement between industrial electricity demand and financial factors

Financial networks of cryptocurrency prices in time-frequency domains

Jong-Min Kim Information

University

Position

Full Professor of Statistics

Citations(all)

2515

Citations(since 2020)

1427

Cited By

1614

hIndex(all)

25

hIndex(since 2020)

20

i10Index(all)

67

i10Index(since 2020)

48

Email

University Profile Page

University of Minnesota-Twin Cities

Google Scholar

View Google Scholar Profile

Jong-Min Kim Skills & Research Interests

Survey Sampling

Copula

Time Series Analysis

Machine Learning

Bayesian Statistics

Top articles of Jong-Min Kim

Title

Journal

Author(s)

Publication Date

Analyzing Portfolio Optimization in Cryptocurrency Markets: A Comparative Study of Short-Term Investment Strategies Using Hourly Data Approach

Journal of Risk and Financial Management

Sonal Sahu

José Hugo Ochoa Vázquez

Alejandro Fonseca Ramírez

Jong-Min Kim

2024/3/20

Forecasting Consumer Price Index with Federal Open Market Committee Sentiment Index

Journal of Forecasting

Joshua Eklund

Jong‐Min Kim

2024/3/3

Vine copula Granger causality in quantiles

Applied Economics

Hyuna Jang

Jong-Min Kim

Hohsuk Noh

2024/2/25

Personalized Treatment Policies with the Novel Buckley-James Q-Learning Algorithm

Axioms

Jeongjin Lee

Jong-Min Kim

2024/3/25

Dependence Risk of Bank Equity Returns: A Vine Copula Approach

유라시아연구

Jong-Min Kim

Hojin Jung

Brian Yang

2023/9

Deep Learning Model for Multivariate High-Frequency Time-Series Data: Financial Market Index Prediction

Mathematics

Yoonjae Noh

Jong-Min Kim

Soongoo Hong

Sangjin Kim

2023/8/20

Linear time-varying regression with copula–DCC–asymmetric–GARCH models for volatility: the co-movement between industrial electricity demand and financial factors

Applied Economics

Yunsun Kim

Sun-Young Hwang

Jong-Min Kim

Sahm Kim

2023/1/14

Financial networks of cryptocurrency prices in time-frequency domains

Quality & Quantity

Paolo Pagnottoni

Angelo Famà

Jong-Min Kim

2023/6/21

The market sentiment and stock market: the case of social media stocks during the COVID-19 pandemic

International Journal of Environment, Workplace and Employment

Amber R Eisenschenk

Daehoon Han

Jong-Min Kim

2023

Nonparametric Directional Dependence Estimation and Its Application to Cryptocurrency

Axioms

Hohsuk Noh

Hyuna Jang

Kun Ho Kim

Jong-Min Kim

2023/3/11

Investigating polarisation in critic and audience review scores via analysis of extremes, medians, averages, and correlations

International Journal of Environment, Workplace and Employment

Kyle Day

Jong-Min Kim

2023

Two-stage imputation method to handle missing data for categorical response variable

Communications for Statistical Applications and Methods

Jong-Min Kim

Kee-Jae Lee

Seung-Joo Lee

2023/11/30

The impacts of COVID-19 on the dependence structure of the stock market

Applied Economics Letters

Jong-Min Kim

Hojin Jung

2023/2/23

Foreign investors, rebalancing trades, and increases in US-Japan stock market correlations

Applied Economics

Hiroyuki Imai

Jong-Min Kim

2023/9/18

Finding hidden structure of sparse longitudinal data via functional Eigenfunctions

Applied Economics Letters

Jong-Min Kim

Sun Young Hwang

2023/2/8

The Impact of the COVID-19 Pandemic on the Music Industry

FinTech

Yuechu Hu

Jong-Min Kim

2022/12/2

Residual‐based cumulative sum charts to monitor time series of counts via copula‐based Markov models

Applied Stochastic Models in Business and Industry

Mohammed Alqawba

Jong‐Min Kim

Taha Radwan

2022/6/24

Examining Factors That Affect Movie Gross Using Gaussian Copula Marginal Regression

Forecasting

Joshua Eklund

Jong-Min Kim

2022/7

Copula Dynamic Conditional Correlation and Functional Principal Component Analysis of COVID-19 Mortality in the United States

Axioms

Jong-Min Kim

2022/11/7

Computing the effect of measurement errors on efficient variant of the product and ratio estimators of mean using auxiliary information

Communications in Statistics-Simulation and Computation

Neha Singh

Gajendra K Vishwakarma

Jong Min Kim

2022/1

See List of Professors in Jong-Min Kim University(University of Minnesota-Twin Cities)

Co-Authors

H-index: 25
rajesh singh

rajesh singh

Banaras Hindu University

H-index: 21
Joon Jin Song

Joon Jin Song

Baylor University

H-index: 20
Farhad Jafari

Farhad Jafari

University of Wyoming

H-index: 18
Jon Anderson

Jon Anderson

University of Minnesota-Twin Cities

H-index: 16
Dr. Prayas Sharma

Dr. Prayas Sharma

University of Petroleum and Energy Studies

H-index: 15
Ramalingam Shanmugam

Ramalingam Shanmugam

Texas State University

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