A note on the validity of cross-validation for evaluating autoregressive time series prediction. - Christoph Bergmeir; Rob J. Hyndman; Bonsoo Koo (Comput. Stat. Data Anal., 2018)

Regularized Regression for Hierarchical Forecasting Without Unbiasedness Conditions. - Souhaib Ben Taieb; Bonsoo Koo (KDD, 2019)

Novel utility-based life cycle models to optimise income in retirement. - Bonsoo Koo; Athanasios A. Pantelous; Yunxiao Wang (Eur. J. Oper. Res., 2022)

Loss-Based Variational Bayes Prediction. - David T. Frazier; Ruben Loaiza-Maya; Gael M. Martin; Bonsoo Koo (J. Comput. Graph. Stat., 2025)