Yi Wei
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Yi Wei Email & Phone Number

statistics PhD candidate at University of Chicago at University of Chicago
Location: Chicago, Illinois, United States 7 work roles 2 schools
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statistics PhD candidate at University of Chicago
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Chicago, Illinois, United States

Who is Yi Wei? Overview

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Yi Wei is listed as statistics PhD candidate at University of Chicago at University of Chicago, based in Chicago, Illinois, United States. AeroLeads shows a matched LinkedIn profile for Yi Wei.

Yi Wei previously worked as Teaching Assistant at University Of Chicago and PHD Researcher at University Of Chicago. Yi Wei holds Doctor Of Philosophy - Phd, Statistics from University Of Chicago.

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University of Chicago

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About Yi Wei

Yi Wei is a statistics PhD candidate at University of Chicago at University of Chicago.

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University of Chicago
University Of Chicago
statistics PhD candidate at University of Chicago
Chicago, IL, US
AeroLeads page
7 roles · 8 years

Yi Wei work experience

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Teaching Assistant

Chicago, IL, US

Courses: Multiple Testing, Modern Inference and Replicability; Linear Models and Experimental Design; Statistical Theory and MethodHeld weekly discussion sessions, made solutions for assignments and exams, graded assignments and exams, created assignments and exams

2019 - 2024 ~5 yrs

Phd Researcher

Chicago, IL, US

  • Advisor: Professor Mary Sara McPeek
  • Proposed a new method that jointly models multiple binary and quantitative traits based on a mixed-effects quasi-likelihood model, which captures the major features of the binary phenotypes, incorporates covariates and.
  • Proposed a retrospective genetic association testing of multiple binary and quantitative traits based on the new model, which is more robust to misspecification of the phenotype model
  • To solve the challenging parameter estimation problem, proposed to use a new parametrization for correlation matrix to ensure positive definiteness and avoid constraint problem; derived estimation equations for.
  • Wrote a clean, reusable and easily extendable and efficient pipeline in R to numerically estimate nuisance parameters under the null hypothesis, designed simulations to test the estimation results under different.
2018 - 2024 ~6 yrs

Research Assistant

Toronto, Ontario, CA

  • Advisor: Professor Zhou Zhou
  • Established a new model for testing unit root in time series with non-stationary dependent error series and timedependentconstant
  • Found a proper estimation of the time-dependent constant and calculated the estimated regression coefficients
  • Calculated the asymptotic distribution of the interested coefficient under null hypothesis
  • Studied nonparametric and parametric methods for nonlinear time series and sieve estimation
Jul 2017 - Aug 2018

Teaching Assistant

Toronto, Ontario, CA

Course: Calculus and Linear Algebra for CommerceHeld weekly discussion sessions, and graded assignments and exams

Sep 2017 - Apr 2018

Research Assistant

Toronto, Ontario, CA

  • Advisors: Andrew Green and Bin Guo, Scotiabank
  • Proved the Marked Branching Diffusion method and successfully implemented MBD to price Credit Valuation Adjustment
  • Went through Monte Carlo Simulation and Longstaff-Schwartz Algorithms and successfully used these two methods toprice the American options
  • Received professional training on mathematics and finance, particularly on options, valuation adjustments, Monte CarloMethods for finance, and Python for finance
Jul 2017 - Aug 2017

Intern

Pwc

GB

  • Conducted research on the Hong Kong Insurance market in 2016 and presented the result to the Partner
  • Performed stress testing for claims-paying ability and made reports for the client
  • Received return offer
May 2017 - Jun 2017
2 education records

Yi Wei education

Doctor Of Philosophy - Phd, Statistics

University Of Chicago

Bachelor'S Degree, Math Applications In Economics And Finance Specialist And Statistics Major

University Of Toronto
FAQ

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What company does Yi Wei work for?

Yi Wei works for University of Chicago.

What is Yi Wei's role at University of Chicago?

Yi Wei is listed as statistics PhD candidate at University of Chicago at University of Chicago.

Where is Yi Wei based?

Yi Wei is based in Chicago, Illinois, United States while working with University of Chicago.

What companies has Yi Wei worked for?

Yi Wei has worked for University Of Chicago, University Of Toronto, The Fields Institute For Research In Mathematical Sciences, and Pwc.

How can I contact Yi Wei?

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What schools did Yi Wei attend?

Yi Wei holds Doctor Of Philosophy - Phd, Statistics from University Of Chicago.

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