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Jiming Yu *07

Jiming Yu
Morgan Stanley
1221 Avenue of the Americas
New York, NY 10020, USA

Ph.D: Electrical Engineering, 2007

Thesis: Bidirectional Modeling of Finite-Alphabet Sources

Advisor: Sergio Verdu

Biography

Jiming Yu currently serves as Vice President at Morgan Stanley, and his area of expertise involves derivatives pricing and risk management. He maintains a broad-spectrum of sophisticated mathematical modeling capabilities across different businesses, including counterparty risks, interest rates, commodities, credit, and foreign exchange.

Jiming Yu obtained Ph. D. and M. A. degrees in Electrical Engineering from Princeton University in 2007 and 2004, respectively, with a minor in Operations Research and Financial Engineering; and B. E. degree in Electronic Engineering from Tsinghua University, Beijing, P. R. CHINA in 2002.

Jiming Yu's Ph. D. research was about the bidirectional modeling of finite-alphabet sources from both theoretical and algorithmic points of views, with applications to information theoretic problems such as universal discrete denoising, universal estimation of erasure entropy and universal lossless compression of erased symbols.