Yu Ye Email and Phone Number
Department of Statistics, Pennsylvania State University Sep 2014-July 2018Bachelor of Science inApplied Statistics GPA: 3.3/4.0Core Courses: Mathematical Analysis, Higher Algebra, Matrix Theory, Game Theory, Probabilityand Statistics, Statistics of Time Series, Econometrics, Intermediate Microeconomics, Intermediate Macroeconomics, Marketing Economics, Advanced French, Computer Programming(Java), Statistical Programming (SAS and R)RESEARCH EXPERIENCEAnalysis the Estimated Expected Shortfall | RA| London School of EconomicsAdvisor: Professor Qiwei Yao, Department of Statistics Jun 2017 -Aug 2017•Analyzed the dependency of the SSE Index from 2007 to 2009 using a Ljung-Box test. • Estimated the expected shortfall of both simulated data and SSE Index using two methods: 1)weighted average of excessive losses over Value at Risk and 2) kernel smoothed estimators. • Wrote a 20-page report on the estimated expected shortfall. Qualitatively and graphicallyanalyzed the economic interpretation of estimators and the differences between the twoestimation methods. Analysis by Fisher’s optimal partition method and Finding the problem | RA| TsinghuaAdvisor: Professor Zheng Li, Department of Thermal Engineering Jun 2018 -Aug 2018• Conducted principal component analysis on observed data points from each thermal detector tofind the primary contributing factors for each detector. • Calculated the theoretical values of each detector by solving a quadratic minimization problemunder equilibrium constraints. • Analyzed the errors between theoretical and observed values using Fisher’s optimal partitionmethod. Performed a regression analysis to find the main factors that affected the errors toidentify the mechanical problems
London School Of Economic Science
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Research AssistantLondon School Of Economic Science Jun 2017 - PresentLondon, United KingdomAnalyzed the dependency of the SSE Index from 2007 to 2009 using a Ljung-Box test. • Estimated the expected shortfall of both simulated data and SSE Index using two methods: 1)weighted average of excessive losses over Value at Risk and 2) kernel smoothed estimators. • Wrote a 20-page report on the estimated expected shortfall. Qualitatively and graphicallyanalyzed the economic interpretation of estimators and the differences between the twoestimation methods.
Yu Ye Education Details
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A(4.0/4.0) -
Statistics -
Statistics
Frequently Asked Questions about Yu Ye
What company does Yu Ye work for?
Yu Ye works for London School Of Economic Science
What is Yu Ye's role at the current company?
Yu Ye's current role is Graduate Student From Uchicago.
What schools did Yu Ye attend?
Yu Ye attended University Of Chicago, Penn State University, Penn State University.
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