Duk Bin Jun

Korea Advanced Institute of Science and Technology (KAIST) - College of Business

Professor

85 Hoegiro, Dongdaemoon-gu

Seoul, 130-722

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

27

DOWNLOADS
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SSRN RANKINGS

Top 25,810

in Total Papers Downloads

1,361

CITATIONS
Rank 45,207

SSRN RANKINGS

Top 45,207

in Total Papers Citations

3

Scholarly Papers (27)

1.

Spurious Mean-Reversion of Stock Prices in the State-Space Model

KAIST Business School Working Paper Series No. 2008-010
Number of pages: 28 Posted: 02 Jun 2008
affiliation not provided to SSRN, Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Ohio State University (OSU) - Fisher College of Business and Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
Downloads 149 (151,256)

Abstract:

State-space model, ARIMA, Mean-reversion, Correlated noise process

2.

A Choice-Based Multi-Brand Diffusion Model Incorporating Replacement Demand

KAIST Business School Working Paper Series No. 2008-008
Number of pages: 52 Posted: 30 May 2008
Duk Bin Jun and Jungil Kim
Korea Advanced Institute of Science and Technology (KAIST) - College of Business and Korea Advanced Institute of Science and Technology (KAIST)
Downloads 141 (158,376)

Abstract:

Brand switching, Customer choice model, Long term forecasting, Replacement purchases

3.

Long Term Mean Reversion of Stock Prices Based on Fractional Integration

KAIST Business School Working Paper Series No. 2010-003
Number of pages: 19 Posted: 25 Feb 2010
Duk Bin Jun, Yongjin Kim and Jaesun Noh
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Carnegie Mellon University and Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
Downloads 129 (166,727)

Abstract:

mean reversion, stock price model, fractional integration, market inefficiency

4.

A Bayesian Dymimic Model for Forecasting Movie Viewers

KAIST Business School Working Paper Series No. 2011-003
Number of pages: 40 Posted: 14 Dec 2011
Duk Bin Jun, Dong Soo Kim and Jaehwan Kim
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Ohio State University (OSU) - Fisher College of Business and Korea University Business School (KUBS)
Downloads 94 (188,367)

Abstract:

DYMIMIC models, forecasting movie sales, latency, spontaneous demand, socially driven demand

5.

Copula-Based Simultaneous Approach to Multivariate Alternative Choice and Quantity Choice

KAIST Business School Working Paper Series No. 2011-005
Number of pages: 43 Posted: 16 Dec 2011
Duk Bin Jun and Chul Kim
Korea Advanced Institute of Science and Technology (KAIST) - College of Business and KAIST Business School
Downloads 88 (209,348)
Citation 1

Abstract:

Copula, Choice Model, Multiple Choice, Multivariate Choice, Quantity Choice, Promotion Strategy, Direct Utility

6.

Structural Change Detection in Multivariate Dynamic Linear Model with Application to Business Cycle

KAIST Business School Working Paper Series No. 2011-006
Number of pages: 33 Posted: 16 Dec 2011
Duk Bin Jun and Seung Hyun Kim
Korea Advanced Institute of Science and Technology (KAIST) - College of Business and KAIST Business School
Downloads 52 (282,304)

Abstract:

Dynamic linear model, Structural change, Turning point, Business cycle, Bayesian method, Trend-cycle decomposition

7.

Parameter Space Restrictions in State Space Models

KAIST Business School Working Paper Series No. 2010-002
Number of pages: 33 Posted: 07 May 2010
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Ohio State University (OSU) - Fisher College of Business, Arizona State University (ASU) - W.P. Carey School of Business and Hansung University
Downloads 52 (291,782)
Citation 2

Abstract:

State space models, ARIMA models, Parameter space restrictions, Trend-cycle decomposition

8.

Managing Store Market Share in the Face of Growing Competition

KAIST Business School Working Paper Series No. 2010-001
Number of pages: 40 Posted: 22 Feb 2010 Last Revised: 03 Mar 2010
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, KAIST Business School, Hansung University and affiliation not provided to SSRN
Downloads 50 (307,277)

Abstract:

Patronage Shift, Spatial Competition, Store Choice Set, Motion Picture Exhibition industry

9.

A Simultaneous Test of Unit Root and Level Change

KAIST Business School Working Paper Series No. 2008-009
Number of pages: 31 Posted: 02 Jun 2008
Duk Bin Jun and Dae Keun Park
Korea Advanced Institute of Science and Technology (KAIST) - College of Business and affiliation not provided to SSRN
Downloads 41 (327,357)

Abstract:

Unit Root, Level change, State Space Model, Simulation

10.

A Copula-Based Direct Utility Approach with Various Correlations

KAIST Business School Working Paper No. 2012-012
Number of pages: 35 Posted: 13 Nov 2012
Duk Bin Jun and Chul Kim
Korea Advanced Institute of Science and Technology (KAIST) - College of Business and KAIST Business School
Downloads 29 (336,475)

Abstract:

copula, FGM copula, choice model, multiple choices, variety-seeking, multivariate choice model, quantity choice, multiple discrete/continuous, direct utility

11.

The Impact of Non-Financial Incentives on Judgmental Forecasting Performance

KAIST College of Business Working Paper Series No. 2014-010
Number of pages: 23 Posted: 23 Sep 2014
Hyo Young Kim, Yun Shin Lee and Duk Bin Jun
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Korea Advanced Institute of Science and Technology (KAIST) - College of Business and Korea Advanced Institute of Science and Technology (KAIST) - College of Business
Downloads 27 (339,642)

Abstract:

Competition; rank feedback; exponential smoothing; behavioral operations

12.

A Bayesian Approach to Adapting Forecasts to Structural Changes in a Simple State-Space Model

KAIST College of Business Working Paper Series No. 2013-030
Number of pages: 34 Posted: 29 Nov 2013
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, KAIST Business School, University of North Carolina (UNC) at Charlotte and Hansung University
Downloads 27 (356,364)

Abstract:

13.

Forecasting Individual Survival Times for Cancer Patients

KAIST College of Business Working Paper Series No. 2013-029
Number of pages: 42 Posted: 29 Nov 2013
Duk Bin Jun and Kyunghoon Kim
Korea Advanced Institute of Science and Technology (KAIST) - College of Business and KAIST Business School
Downloads 26 (367,171)

Abstract:

Cancer; Survival time; Survival probability; SEER; Lung and bronchus

14.

Analyzing Individual Purchasing Behavior Considering Interpurchase Time with Autocorrelation

KAIST College of Business Working Paper Series No. 2014-023
Number of pages: 48 Posted: 20 Nov 2014
Duk Bin Jun and Sung Wook Yoon
Korea Advanced Institute of Science and Technology (KAIST) - College of Business and Korea Advanced Institute of Science and Technology (KAIST) - College of Business
Downloads 24 (321,529)

Abstract:

Purchasing Behavior, Interpurchase Time, Autocorrelation, Time Series Analysis, Marketing Model, ARIMA.

15.

The Role of Sticker Shock on Quantity and Variety

KAIST Business School Working Paper No. 2012-011
Number of pages: 38 Posted: 13 Nov 2012
Duk Bin Jun and Chul Kim
Korea Advanced Institute of Science and Technology (KAIST) - College of Business and KAIST Business School
Downloads 22 (400,911)

Abstract:

reference price, sticker shock, variety seeking, purchase quantity, multiple choice, multivariate choice, forecasting consumer demand, choice model, copula

16.

Survival Analysis of Lung and Bronchus Cancer Patients Segmented by Demographic Characteristics

KAIST College of Business Working Paper Series No. 2014-026
Number of pages: 39 Posted: 20 Nov 2014
Duk Bin Jun and Kyunghoon Kim
Korea Advanced Institute of Science and Technology (KAIST) - College of Business and KAIST Business School
Downloads 20 (410,631)

Abstract:

Cancer; Survival analysis; Health forecasting; Weibull mixture model; Unobserved heterogeneity

17.

Distribution Based Level Change Detection in a Random Level Forecasting Model

KAIST Business School Working Paper No. 2012-013
Number of pages: 36 Posted: 15 Nov 2012
Duk Bin Jun, Daekeun Park and Jung Il Kim
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Accenture - Seoul, Korea and KPMG International, LLP - Korea
Downloads 19 (415,603)

Abstract:

Level change, State Space Model, Simulation

18.

Comprehensive Disaggregation Framework with Information Loss Function

KAIST Business School Working Paper Series No. 2011-007
Number of pages: 63 Posted: 09 Dec 2011
Duk Bin Jun and Moon Ji hwan
Korea Advanced Institute of Science and Technology (KAIST) - College of Business and KAIST Business School
Downloads 19 (405,709)

Abstract:

inconsistent data frequency, disaggregation, aggregation effects, information loss

19.

The Effect of Announcements on Forward Looking Behaviors for a Handheld Video Console Game Market

KAIST College of Business Working Paper Series No. 2013-028
Number of pages: 31 Posted: 27 Nov 2013
Duk Bin Jun and Hyung Soo Lim
Korea Advanced Institute of Science and Technology (KAIST) - College of Business and KAIST College of Business
Downloads 14 (431,001)

Abstract:

Forward-looking behaviors, announcements, indirect externality, handheld video console games, superstar games

20.

State Space Disaggregation Model with Information Loss Function

KAIST College of Business Working Paper Series No. 2013-026
Number of pages: 41 Posted: 27 Nov 2013
Duk Bin Jun and Jihwan Moon
Korea Advanced Institute of Science and Technology (KAIST) - College of Business and Warrington College of Business, University of Florida
Downloads 13 (425,817)

Abstract:

Disaggregation; Aggregation effect; State space model; Information loss function; Kalman filter.

21.

Latent Ordering Conjoint Model Under Lexicographic Preferences

KAIST College of Business Working Paper Series No. 2014-024
Number of pages: 34 Posted: 20 Nov 2014
Duk Bin Jun, Hyung Soo Lim and Dong Soo Kim
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, KAIST College of Business and Ohio State University (OSU) - Fisher College of Business
Downloads 12 (441,143)

Abstract:

Conjoint model, lexicographic preference, multinomial-Dirichelt conjugacy, latent ordering

22.

Improvement of Forecasting Accuracy Using a Two-Stage Multinomial Choice Model Based on Physiological Responses

KAIST College of Business Working Paper Series No. 2013-027
Number of pages: 38 Posted: 27 Nov 2013
Duk Bin Jun, Kyungmo Oh and Byungho Park
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, College of Business, KAIST and KAIST College of Business
Downloads 12 (441,143)

Abstract:

23.

Recovering the Actual Impact of Word-of-Mouth and Biases in Suppliers’ Expectations Based on Extreme Behaviors and Information Symmetry

KAIST Business School Working Paper Series No. 2011-004
Number of pages: 51 Posted: 14 Dec 2011
Duk Bin Jun and Dong Soo Kim
Korea Advanced Institute of Science and Technology (KAIST) - College of Business and Ohio State University (OSU) - Fisher College of Business
Downloads 12 (436,016)

Abstract:

word-of-mouth, extreme behaviors, online ratings, willingness to rate, skepticism, information

24.

A Bayesian Sequential Method for Identifying Structural Shocks and Adaptive Forecasting in State Space Model

KAIST College of Business Working Paper Series No. 2014-025
Number of pages: 48 Posted: 20 Nov 2014
Duk Bin Jun, Seung Hyun Kim and Dae Keun Park
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, KAIST Business School and Korea Advanced Institute of Science and Technology (KAIST) - College of Business
Downloads 10 (446,198)

Abstract:

State space models; Intervention; ARIMA models; Adaptive exponential smoothing; Kalman filter

25.

Individual vs Group: Advice Taking in Judgmental Forecasting Adjustments

KAIST College of Business Working Paper Series No. 2015-020
Number of pages: 38 Posted: 24 Nov 2015
Hyo Young Kim, Yun Shin Lee and Duk Bin Jun
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Korea Advanced Institute of Science and Technology (KAIST) - College of Business and Korea Advanced Institute of Science and Technology (KAIST) - College of Business
Downloads 0 (382,839)

Abstract:

judgmental forecasting adjustments, group forecasting, advice taking

26.

An Economic Choice Model for Micro-Loan Market

KAIST College of Business Working Paper Series No. 2015-021
Number of pages: 32 Posted: 24 Nov 2015
Duk Bin Jun, Sung Wook Yoon and Dong Soo Kim
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Korea Advanced Institute of Science and Technology (KAIST) - College of Business and Ohio State University (OSU) - Fisher College of Business
Downloads 0 (370,892)

Abstract:

Utility Theory, Bayesian Estimation, Micro-loan, Crowdfunding, Asset Allocation

27.

An Economic Choice Model for Lexicographic Preferences

KAIST College of Business Working Paper Series No. 2015-019
Number of pages: 39 Posted: 21 Nov 2015
KAIST College of Business, Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Ohio State University (OSU) - Fisher College of Business and Korea Advanced Institute of Science and Technology (KAIST) - College of Business
Downloads 0 (410,631)

Abstract:

Conjoint analysis, Optimal pricing, Bayesian estimation