|
Assistant Professor
Department of Statistics
Center for Survey Statistics &
Methodology (CSSM)
|
“Welcome to my webpage. That’s me on
canvas”
|
216A Snedecor Hall
Tel. (515) 294-3319
Fax: (515) 294-4433
Ames, IA 50011
Personal Wdb: www.public.iastate.edu/~cindyyu
|
— 2005
— 2003
— 2000
— 1995
PhD in Statistics, Cornell University
MS in Statistics, Cornell University
MS in Statistics, University of Minnesota
BS in Mathematics, Sichuan University, China
— August 2005
– present
— August 2000
– May 2005
— Summer, 2001
— August 1998
– May 2000
Assistant Professor, Department of Statistics,
Iowa State University
Teaching Assistant, Cornell University
Internship, Research Analyst, Merrill Lynch, New
York, NY
Teaching Assistant, University of Minnesota
— 2004
— 2004
— 2003 and 2004
Laha Award for Young Researchers, Institute of
Mathematical Sciences
Best Student Paper Award, International Chinese
Statistical Association
Graduate School Summer Fellowship, Cornell
University
— Estimation of
Levy Jump Models Under the Risk Neutral and Physical Measure Using
Stock and Option
Prices (working paper, with H. Li
and M. Wells).
— Poisson Meets
Levy: A Closer Look at Jumps in Short-Term Interest Rates (work in
progress, with R.
Jarrow and H. Li).
— A Bayesian
Analysis of Return Dynamics with Levy Jumps, to appear, Review of Financial Studies,
(with H. Li and M. Wells).
— Sept. 1, 2004
– Dec. 31, 2005 $2,689,000.
Statistical and survey methods for the National
Resources Inventory, USDA Natural Resources Conservation Service. PI:
S. M. Nusser, Co-PIs: J. D. Opsomer, T. Maiti, M. D. Larsen, C. L. Yu.
— Fall 2005
Statistics 226 Introduction to Business
Statistics
— Institute of
Mathematical Statistics
— American
Statistical Association
— International
Chinese Statistical Association
— Estimation of Levy Jump Models Under the
Risk Neutral and Physical Measure Using Stock and Option
Prices
> 2005 IMS/CSPS
Joint Meeting, July 2005, Beijing, China.
> Financial
Engineering Workshop, Cornell University, November, 2004.
— A Bayesian Analysis of Time-Changed Levy
Processes of Return Dynamics
> 2004 IMS Annual
Metting/6th Bernoulli Congress, July 2004, Barcelona, Spain.
> 2004 ICSA Annual
Applied Statistics Symposium, June 2004, San Diego, CA.
> 2004
CIRANO-CIREQ Financial Econometrics, May 2004, Montreal, Canada.
> Department of
Statistical Science Seminar, Cornell University, May 2004.
RESEARCH PAPERS (under
development)
