JRMV 8 3 Authors
The Journal of Risk Model Validation
Volume 8, Issue 3
Myung Suk Kim
Myung Suk Kim is an Associate Professor in Sogang Business School at Sogang University, Seoul, South Korea. He received MS and Ph.D. in statistics from Texas A&M University. Before he joined Sogang University, he worked as a time series model analyst at JP Morgan Chase & Company, Columbus, Ohio, USA. His research interests include forecasting (energy, flight arrival, call arrival, etc.), risk measurement, nonparametric model validation, business data modeling (CRM), and environmental statistics. He has published many papers in numerous well established journals such as European Journal of Operational Research, Computational Statistics & Data Analysis, Expert Systems with Applications, Industrial Management & Data Systems, Environmetrics, and so on.
|
|
Bill Huajian Yang
Bill Huajian Yang received his Ph. D in mathematics in 1995 from Lehigh University, USA, and was awarded the Britton postdoctoral fellowship between 1996 and 1998 by McMaster University, Canada. His thesis "The stable homotopy types of stunted lens spaces mod 4" was published in Transaction American Mathematical Society in 1998. He has been working for the banking industry since 2001, started up as a SAS programmer with TD Bank of Canada, later as a senior SAS developer and statistical modeller with Royal Bank of Canada on retail portfolio risk model and strategy development, and in the last six years as a senior manager and senior statistical modeller with Bank of Montreal of Canada, on development of PD, EAD, and LGD models for commercial portfolios. He is currently working for Royal Bank of Canada as a senior specialist on enterprise stress testing and risk capital optimization. His latest publications include "Modeling exposure at default and loss given default" (with Mykola Tkachenko), Journal of Credit Risk, 2012, and "Modeling portfolio risk by risk discriminatory trees and random forests", Journal of Risk Model Validation, 2014. His interests include traveling, running, reading, programming, data mining, machine learning and operation research algorithms.
|
 |
Kingsley Oteng-Amoako
Kingsley Oteng-Amoako is a Strategist with Birsinger, based in Manhattan, where his responsibilities include risk management, allocation and pricing. He has previously held analyst and officer roles in the capital markets. Prior to joining the finance industry, he held roles in operations research and academia. Kingsley holds a Masters degree in Financial Engineering from the University of California Berkeley. a Ph.D. in Electrical Engineering from the University of New South Wales and a B.E. in Electrical Engineering from the University of Canterbury. He has previously published in the areas of joint source-channel coding, entropy and signal processing.
|
 |