Academic Profile : Faculty
Asst Prof Seok Young Hong
Assistant Professor, School of Social Sciences
Assistant Professor, School of Physical & Mathematical Sciences
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Hong, Seok Young is an econometrician specialising in financial econometrics and time series analysis.
He obtained a PhD in Pure Mathematics and Mathematical Statistics in 2018 from Cambridge University, UK, where he was a recipient of the Smith/Rayleigh-Knight Prize. Before joining NTU, he was an Assistant Professor of Finance at Nottingham University, UK (2018-2020) and an Associate Professor of Finance at Lancaster University, UK (2020-2023).
He obtained a PhD in Pure Mathematics and Mathematical Statistics in 2018 from Cambridge University, UK, where he was a recipient of the Smith/Rayleigh-Knight Prize. Before joining NTU, he was an Assistant Professor of Finance at Nottingham University, UK (2018-2020) and an Associate Professor of Finance at Lancaster University, UK (2020-2023).
Financial Econometrics, Time Series, Asset Pricing, Empirical Finance, Machine Learning.
- Unified Inference for Long-Horizon Predictive Regressions
- The econometric analysis for comparing continuous time factor models
- Estimation and Inference on alpha-mixing rates in time series