Jiming Yu *07
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
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.