| 2016 | Analyzing Herd Behavior in American Stock Markets | 권유희 | Master's Thesis |
| 2016 | Clustering the Stocks using Herd Behavior Index | 엄수연 | Master's Thesis |
| 2016 | Importance Sampling with Regression Method for Estimating Value at Risk | 변정림 | Master's Thesis |
| 2014 | Efficient realized variance, regression coefficient and correlation coefficient under different sampling time | 김정은 | Master's Thesis |
| 2014 | Non-parametric Variable Selection through Sufficient Dimension Reduction | 이경진 | Master's Thesis |
| 2014 | Structural Breaks and Long Memory Property in Modeling and Forecasting Realized Volatility | 송혜진 | Master's Thesis |
| 2014 | Estimation of Fire Patterns in Korea using Credibility Theory | 신현정 | Master's Thesis |
| 2014 | Small n - large p Canonical Correlation Analysis | 강혜인 | Master's Thesis |
| 2014 | Bayesian Variable Selection Methods in Linear Regression Models | 정현지 | Master's Thesis |
| 2015 | Bayesian Analysis of Credit Card Delinquency | 장현정 | Master's Thesis |
| 2015 | A Study on k-out-of-n System Under Random Environments | 이보경 | Master's Thesis |
| 2015 | Optimal Burn-in Time Under Additional Restrictions | 이연호 | Master's Thesis |
| 2015 | Extension of Bivariate Copula Family with application to Statistical Estimation | 연보라 | Master's Thesis |
| 2015 | Response dimension reduction in Generalized Envelope model | 이은솔 | Master's Thesis |
| 2015 | Theory of Extended Bivariate Copula Family | 이현지 | Master's Thesis |
| 2015 | Functional Central Limit Theorem for GARCH Process with Markov Switching | 정상희 | Master's Thesis |
| 2015 | Stochastic Analysis of Various Maintenance Policies in Heterogeneous Populations | 한은경 | Master's Thesis |
| 2015 | Volatility spillover between the KOSPI and the HSI | 백은아 | Master's Thesis |
| 2015 | Generalized Model-based Linear Reduction of Multivariate Regression | 박주연 | Master's Thesis |
| 2015 | EM 알고리즘을 이용한 집단 약동·약력학 모형 추정방법에 대한 고찰 | 김광희 | Master's Thesis |
