Projects per year
Personal profile
Research interests
My research focuses on business analytics. I am particularly interested in estimating forecast uncertainty in the following areas: renewable energy analytics (generation and demand), financial risk analysis and social media analytics. My research has been supported by the Peer to Peer Energy Trading and Sharing project funded by the UK EPSRC (EP/N03466X/1), the Safe Wind project under the 7th EU Framework Program (Theme 2007-2.3.2: Energy Grant Agreement N° 213740) and Her Majesty’s Government.
I have a BSc in computer science from the Seoul National University, a MSc in Finance from the London Business School and a DPhil degree in Management Studies from the Saïd Business School, University of Oxford. The previous appointments include Lecturer in Management Science at Strathclyde Business School and Junior Research Fellow at the University of Oxford. He has also worked for the IBM and co-founded an IT company.
I hold the visiting Associate Professorship in the Graduate School of Engineering Practice, Seoul National University since 2016.
Willing to supervise PhD
I welcome enquiries from potential PhD students in my research interest areas.
Education/Academic qualification
Management, Doctor of Philosophy, University of Oxford
1 Oct 2006 → 1 Oct 2010
Finance, Master of Science, London Business School
External positions
Visiting Associate Professor, Seoul National University
15 Jul 2016 → 14 Jul 2018Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
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Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects 2013 2019
Peer-to-Peer Energy Trading and Sharing - 3M (Multi-times, Multi-scales, Multi-qualities)
1/09/16 → 31/08/19
Project: Research council
Carbon
Learning systems
Costs
Scheduling
Pumps
Global Mobility Scheme - Energy efficiency; smart meters; big data technology
1/09/13 → 1/03/14
Project: Research-related funding › International Relations Office Funding
Research Output 2012 2018
- 5 Article
1
Citations
Probabilistic Forecasting of Wave Height for Offshore Wind Turbine Maintenance
Taylor, J. & Jeon, J. 16 Jun 2018 In : European Journal of Operational Research. 267, 3, p. 877-890Research output: Contribution to journal › Article
Offshore wind turbines
Wind Turbine
Forecasting
Maintenance
Forecast
4
Citations
Short-term density forecasting of wave energy using ARMA-GARCH models and Kernel density estimation
Jeon, J. & Taylor, J. W. Jul 2016 In : International Journal of Forecasting. 32, 3, p. 991-1004Research output: Contribution to journal › Article
Open Access
File
Energy
Kernel density estimation
Autoregressive conditional heteroskedasticity
Autoregressive moving average
Density forecasting
2
Citations
Forecasting Wind Power Quantiles Using Conditional Kernel Estimation
Taylor, J. W. & Jeon, J. Aug 2015 In : Renewable Energy. 80, p. 370-379Research output: Contribution to journal › Article
Open Access
File
Wind power
Farms
Electricity
8
Citations
Using CAViaR models with implied volatility for value-at-risk estimation
Jeon, J. & Taylor, J. W. Jan 2013 In : Journal of Forecasting. 32, 1, p. 62-74 13 p.Research output: Contribution to journal › Article
Implied Volatility
Value at Risk
Time series
Quantile Regression
Empirical Distribution
78
Citations
Using conditional kernel density estimation for wind power density forecasting
Jeon, J. & Taylor, J. W. 2012 In : Journal of the American Statistical Association. 107, 497, p. 66-79 14 p.Research output: Contribution to journal › Article
Open Access
File
Wind Power
Kernel Density Estimation
Conditional Density
Forecasting
Wind Speed