Yan Yu

Yan Yu is the Joseph S. Stern Professor of Business Analytics at the Carl H. Lindner College of Business, at the University of Cincinnati. She earned her Ph.D. in Statistics from Cornell University, with a minor in Finance. She holds an M.S. in applied mathematics from Texas A&M University and a B.S. from the University of Science and Technology of China. She has consulted for Bell Labs, Lucent Technologies; Credit Suisse First Boston; Fifth Third Bank; GE; Duke Energy; Integra Analytics; Constellation Power; and NIH. Her research interests are statistical finance (bankruptcy forecasting, credit risk, diffusion models), nonparametric estimation, and data mining. Her recent publications appear in the premier journals such as Journal of the American Statistical Association, JFQA, and Marketing Science. Dr. Yu has received various academic awards. She is a frequent speaker at academic institutions and professional conferences. She has served as an Associate Editor for Journal of the American Statistical Association and Statistica Sinica, the leading journals in Statistics. At the University of Cincinnati, she was named the college research fellow and she was the recipient of the Westerbeck Faculty Graduate Teaching Award and the University Award for Faculty-to-Faculty Research Mentoring. She has served as chair of the Lindner College of Business Research Excellence Committee and served on the UC Research Advisory Board. She is an elected Fellow of the American Statistical Association.

Ph D: Cornell University 2000 (Statistics)

MS: Texas A&M University 1995 (Applied Mathematics)

BS: Univ. of Sci. & Tech. of China 1993 (Mathematics, Management Science)

• Nonparametric Estimation: Penalized Splines for Regression, Time Series, Quantiles; Single Index models; Dimension Reduction • Statistical Finance: Interest Rate Term Structure Estimation; Bayesian Analysis on Finance Application; Time-Inhomogeneous Diffusion Models • Data Mining: Tree; Regularized Solution Paths

08-2015 - Joseph S. Stern Professor of Business Analytics, University of Cincinnati,

2011 - Professor, Operations and Business Analytics, University of Cincinnati,

09-2006 -08-2011 Associate Professor, Department of Quantitative Analysis and Operations Management, College of Business, Universtiy of Cincinnati,

2008 -03-2008 Visiting Associate Professor, Yale University,

09-2000 -08-2006 Assistant Professor, Department of Quantitative Analysis and Operations Management, College of Business, Universtiy of Cincinnati,

-06-2002 Instructor, Short Course on “Nonparametric Methods in Business”, Guanghua Graduate School of Management, Peking University, China,

08-1995 -05-2000 Teaching Assistant, Operations Research, Math, and Biometrics Unit, Cornell University,

06-1997 -09-1997 Intern, Statistics & Data Mining, Math Center, Bell Labs, Lucent Technologies,

08-1994 -08-1995 Maple Lab Instructor, Texas A&M University,

Investigators:Yu, Yan; Chen, Aimin; ; Changchun Xie; Roman Jandarov; Shuk-Mei Ho; 2017 NIH PRIME grant 2615431 Currently Under Review Type:Grant Level:Federal

Investigators:Yu, Yan; Wang, Peng 05-2018 -2018 Axcess Financial Risk Scorecard Models 192000 Funded Type:Contract Level:Local

Investigators:Yu, Yan 05-2017 -01-2018 LCB Research Expense Award 3911 Funded Type:Grant Level:The University of Cincinnati

Investigators:Yu, Yan 05-2017 -08-2017 LCB Summer Research Grant 10000 Funded Type:Grant Level:The University of Cincinnati

Investigators:Yu, Yan 05-2016 -12-2016 Research Expense Award 3766 Funded Type:Grant Level:The University of Cincinnati

Investigators:Yu, Yan 05-2016 -08-2016 Summer Research Grant 10000 Funded Type:Grant Level:The University of Cincinnati

Investigators:Yu, Yan 05-2015 -12-2015 Research Expense Award (conference & paper submission fee) 4000 Funded Type:Grant Level:The University of Cincinnati

Investigators:Yu, Yan 2014 -2015 Fifth Third Bank Dual Rating Model Validation 108400 Funded Type:Contract Level:Private

Investigators:Yu, Yan 05-2015 -08-2015 Summer Research Grant 10000 Funded Type:Grant

Investigators:Yu, Yan 05-2014 -08-2014 College of Business Term Structure of Default Prediction Risk 10000 Funded Type:Grant Level:The University of Cincinnati

Investigators:Yu, Yan 2013 -2013 Fifth Third 50000 Funded Type:Contract

Investigators:Yu, Yan 2013 -2013 LCB Summer Research Grant 10000 Funded Type:Grant Level:The University of Cincinnati

Investigators:Yu, Yan 12-01-2011 -05-01-2012 Fifth Third Bank PD and LGD Model Validation 89400 Funded Type:Contract Level:Other

Investigators:Yu, Yan 06-2010 -09-2010 CoB Dynamic Variable Selection for Corporate Bankruptcy Prediction 7500 Funded Type:Grant Level:The University of Cincinnati

Grant: #DP210102611 Discovery Project Grant 04-01-2021 -03-31-2024 Australian Research Council Reshaping the landscape of bank monitoring and risk disclosures Role:PI $.00 Awarded Level:Foreign Other

Grant: #DP210102611 Discovery Project Grant 04-01-2021 -03-31-2024 Australian Research Council Reshaping the landscape of bank monitoring and risk disclosures Role:PI $.00 Awarded Level:Foreign Other

Published Abstracts

Liu, Dungang;Li, Shaobo;Yu, Yan Partial association between ordinal variables .[Abstract]

Other Publications

Adam Ding; Shaonan Tian; Yu, Yan; Xinlei Zhao Judicial Foreclosure Procedure, Lender Practice, and Borrower Behavior .

Zhang, Yuankun; Lian, Heng; Yu, Yan Ultra-High-Dimensional Quantile Single-Index Models .

Schneider, Matthew J.; Jagpal, Sharan; Gupta, Sachin; Li, Shaobo; Yu, Yan (2018. ) A Flexible Method for Protecting Marketing Data: An Application to Point-of-Sale Data .31 (1 ) , Marketing Science

Guo, Hui; Wu, Chaojiang; Yu, Yan (08-01-2017. ) Time-Varying Beta and the Value Premium .52 (4 ) , Journal of Financial and Quantitative Analysis

Yuankun Zhang; Heng Lian; Yu, Yan (11-2017. ) Estimation and Variable Selection for Quantile Partially Linear Single-Index Models . Journal of Multivariate Analysis

Shaonan Tian; Yu, Yan (09-2017. ) Forecasting Corporate Bankruptcy: An International Evidence . International Review of Economics and Finance

Schneider, Matthew J.; Jagpal, Sharan; Gupta, Sachin; Li, Shaobo; Yu, Yan (09-2017. ) Protecting Customer Data: Marketing with Second-Party Data .34 (3 ) , International Journal of Research in Marketing

Qin, Yichen; Li, Shaobo; Li, Yang; Yu, Yan Penalized Maximum Tangent Likelihood Estimation and Robust Variable Selection .

Yu, Yan; Wu, Chaojiang; Zhang, Yuankun (03-2017. ) Penalized Spline Estimation for Generalized Partially Linear Single-Index Models .27 (2 ) , Statistics and Computing

Wu, Chaojiang; Mai, Feng; Yu, Yan (12-2015. ) Teaching Data Mining to Business Undergraduate Students Using R .7 (2 ) , Business Education Innovation Journal

Tian, Shaonan; Yu, Yan; Zhou, M; (03-2015. ) Data Sample Selection Issues for Bankruptcy Forecasting .6 (1 ) , Risk, Hazards & Crisis in Public Policy

Tian, Shaonan; Yu, Yan; Guo, Hui; (03-2015. ) Variable Selection and Corporate Bankruptcy Forecasts .52 , Journal of Banking and Finance

Wu, Chaojiang; Yu, Yan (09-2014. ) Partially Linear Modeling of Conditional Quantiles using Penalized Splines .77 , Computational Statistics and Data Analysis

Kelton, Chris; Chang, Lenisa; Guo, Jeff; Yu, Yan; Berry, Edmund; Bian, Boyang; Heaton, Pamela (2014. ) Firm- and Drug-Specific Patterns of Generic Drug Payments by US Medicaid Programs: 1991–2008 .12 (2 ) , Applied Health Economics and Health Policy

Dong, Zhiyuan; Levy, Martin; Yu, Yan; Keith, T. On Constrained Logistic Regression with an Application . Journal of Statistical Planning and Inference

Ding, Adam A.; Tian, Shaonan; Yu, Yan; Guo, Hui (09-2012. ) A Class of Discrete Transformation Survival Model with Application to Default Probability Prediction .107 (499 ) , Journal of the American Statistical Association

Yu, Yan Penalized Spline Estimation for Generalized Partially Linear Single-Index Models . Biometrika

Wu, Z.; Lin, H.; Yu, Yan (2011. ) Single Index Coefficient Models for Nonlinear Time Series .23 (1 ) , Journal of Nonparametric Statistics

Ferrand, Yann; Kelton, Chris; Guo, Jeff; Levy, Martin; Yu, Yan (2011. ) Using Intervention Analysis to Understand U.S. Medicaid Expenditure on Antidepressant Drugs .7 (1 ) , Research in Social and Administrative Pharmacy

Ferrand, Yann; Kelton, Chris; Jianfei, Guo; Levy, Martin; Yu, Yan (2011. ) Using time-series intervention analysis to understand U.S. Medicaid expenditures on antidepressant agents .7 (1 ) , Research in Social & Administrative Pharmacy

Wang, H; Wang, H; Li, Min; (2010. ) On Intraday Shanghai Stock Composite Index .8 (3 ) , Journal of Data Science

Cao, Y; Lin, H; Wu, Z; Yu, Yan (2010. ) Penalized Spline Estimation for Functional Coefficient Regression Models .95 , Computational Statistics and Data Analysis

Wu, Z; Yu, K; Yu, Yan (2010. ) Single-Index Quantile Regression .101 (1 ) , Journal of Multivariate Analysis

Ferrand, Yann; Kelton, Chris; Guo, Jianfei; Levy, Martin; Yu, Yan; ; ; ; (03-2010. ) Using Intervention Analysis to Understand U.S. Medicaid Expenditure on Antidepressant Drugs . Research in Social and Administrative Pharmacy

Wang, H; Yu, Yan; Li, M (2009. ) Intraday Return Behavior of the Five-Minute Shanghai Stock Exchange Composite Index .9 (3 ) , Journal of Academy of Business and Economics

Yu, Yan; Yu, K; Wang, H; Li, M (2009. ) Semiparametric Estimation for a Class of Time-Inhomogeneous Diffusions .19 , Statistica Sinica

Lin, H Q; Feng, Z D; Yu, Yan; Zheng, Y Y; Shivapurkar, N; Gazdar, A F (2008. ) Application of Multidimensional Selective Item Response Regression Model for Studying Multiple Gene Methylation in SV40 Oncogenic Pathways .11 , Journal of American Statistical Association

Wu, Zhou; Chu, Y.; Yu, Yan (2007. ) On Solving Lq-Penalized Regressions . Advances in Decision Sciences

Li, Min; Yu, Yan (2006. ) A Robust Approach to the Interest Rate Term Structure Estimation . (4 ) , Journal of Data Science

Li, Min; Yu, Yan (2006. ) Bayesian Adaptive Penalized Splines .VI (2 ) , Journal of Academy of Business and Economics

Li, Min; Yu, Yan (2005. ) A Bayesian Regression Spline Approach to Estimation of the Term Structure of Interest Rates .V (2 ) , Journal of Academy of Business and Economics

Li, Min; Yu, Yan (2005. ) Estimating the Term Structure of Treasury and Corporate Debt with Bayesian Penalized Splines . (3 ) , Journal of Data Science

Jarrow, Robert; Ruppert, David; Yu, Yan (2004. ) Estimating the Interest Rate Term Structure of Corporate Debt with a Semiparametric Penalized Spline Model . (99 ) , Journal of American Statistical Association

Yu, Yan; Ruppert, David (2004. ) Root-n Consistency of Penalized Spline Estimator for Partially Linear Single Index Models under General Euclidean Space . (14 ) , Statistica Sinica

Yu, Yan; Ruppert, David (2002. ) Penalized Spline Estimation for Partially Linear Single Index Models . (97 ) , Journal of American Statistical Association

Yu, Yan; Lambert, Diane (1999. ) Fitting Trees to Functional Data: With an Application to Time-of-day Patterns . (8 ) , Journal of Computational and Graphical Statistics

Invited Presentations

Yu, Yan (06-2018. ) Maximum Tangent Likelihood Estimation and Robust Variable Selection .University of Calgary,

Tian, Shaonan; Yu, Yan (06-2011. ) A Class of Discrete Transformation Survival Model with Application to Default Probability Prediction .Xiamen University, China, Xiamen University, Xiamen, China.

Yu, Yan (07-2009. ) Data Sample Selection Issues for Bankruptcy Forecasting .International Financial Econometrics, SWUFE, Harvard, Chengdu, China. Level:International

Yu, Yan (07-2009. ) On Single-Index Models .International Financial Econometrics, SWUFE, Harvard, Chengdu, China. Level:International

Yu, Yan (01-08-2009. ) Single-Index Quantile Regression .Dimension Reduction Workshop, Hongkong Baptist University, Level:International

Yu, Yan (10-2007. ) Semiparametric Estimation for Time-Inhomogeneous Diffusions .Peking University (Invited), Peking University, Beijing, China.

Yu, Yan (10-2007. ) Semiparametric Estimation for Time-Inhomogeneous Diffusions .Tsinghua University (invited), Tsinghua University,

Yu, Yan (06-2007. ) Semiparametric Estimation for Time-Inhomogeneous Diffusions .Applied Statistics Symposium, Raleigh, NC. Level:National

Levy, Martin; Ferrand, Yann; Kelton, Christina; Yu, Yan (05-2007. ) “Forecasting U.S. Medicaid program expenditure on antidepressant drugs”, .International Society for Pharmacoeconomics and Outcome Research, ISPOR, Arlington, VA. Level:International

Yu, Yan (05-2005. ) Estimating the Interest Rate Term Structure of Corporate Debt with a Semiparametric Penalized Spline Model .University of Michigan, University of Michigan, Ann Arbor, MI.

Yu, Yan (09-2004. ) Estimating the Interest Rate Term Structure of Corporate Debt with a Semiparametric Penalized Spline Model .University of Minnesota, University of Minnesota, Minneapolis.

08-2018 Fellow For influential contributions to the theory and practice of semiparametric methods; especially on single-index models and penalized splines; for outstanding statistical applications in finance and marketing; for notable contributions to the teaching of business statistics and excellence in mentoring; and for service to the profession. Level:International

05-2017 Summer Research Grant 10,000 research support Level:College Type:Scholarship/Research

04-2017 Award for Faculty-to-Faculty Research Mentoring The Office of the Provost and the Office of Research, in conjunction with Dean Szymanski, congratulate you on being selected as a 2017 recipient of the Award for Faculty-to-Faculty Research Mentoring. We will be honoring you and your important achievements at a special Faculty Awards ceremony and reception to be held Monday, April 24th at 4:30 pm in 407 Annie Laws, Teachers College. Level:University Type:Service, University

2013 Dean"s List of Teaching Excellence

2013 Honorable Mention, Excellence in Mentoring of Doctoral Students

2010 Daniel J. Westerbeck Junior Faculty Graduate Teaching Award Nomination Type:Teaching

2009 Title VI Research Grant Type:Scholarship/Research

2004 NSF Travel Grant University of Florida Sixth Annual Winter Workshop Level:International Type:Scholarship/Research

2004 Research Fellow Type:Scholarship/Research

1998 Best Student Paper Level:International Type:Scholarship/Research

1996 Graduate School Fellowship Type:Scholarship/Research

1993 Grant Recipient

Green, Brittany Dissertation Committee Chair

Zhu, Xiaorui Dissertation Committee Chair

Karahan, Selcuk Dissertation Committee Member Status:Completed 08-2018

Zhang, Yuankun Dissertation Committee Chair Status:Completed 08-2018

Li, Shaobo Dissertation Committee Chair Status:Completed 08-2018

Wu, Chaojiang Dissertation Committee Chair 08-2013

Tian, Shaonan Dissertation Committee Chair Status:Completed 12-2012

Niu, Yuanyuan Master"s Thesis Committee Chair Status:Completed 08-2012

Cofie, Ben Master"s Thesis Committee Chair Status:Completed 2011

Burgstrom, David Master"s Thesis Committee Chair 2011

Wang, Yanyun (Lance) Master"s Thesis Committee Chair Status:Completed 2011

Ghimire , Surya Master"s Thesis Committee Chair 2010

Murphy, TJ Master"s Thesis Committee Chair 2010

Mangla, Varun Master"s Thesis Committee Chair 2010

Xu, Man Master"s Thesis Committee Chair 2009

Huai, Wei Master"s Thesis Committee Chair 12-2009

Yang, Xiaoyu Dissertation Committee Member 2008

Wu, Tracy Dissertation Committee Chair Status:In-Process 2008

Wu, Weiqun Master"s Thesis Committee Chair 08-2008

Zou, Hua Master"s Thesis Committee Chair 2007

Ferrand, Yann Master"s Thesis Committee Member 12-2007

Ji, Feng Master"s Thesis Committee Member 12-2007

Ma, Guohua Dissertation Committee Member 08-2007

Carter, Robert Dissertation Committee Member 06-2007

Manzler, David Dissertation Committee Member 06-2007

Remington, Andrew Master"s Thesis Committee Chair Status:Completed 2006

Wu, May Master"s Thesis Committee Chair 2006

Seksaria, Mayank Master"s Thesis Committee Chair Status:Completed 2006

Herrmann, Kelly Master"s Thesis Committee Chair Status:Completed 2004

Cao, Sarah Master"s Thesis Committee Chair Status:Completed 2003

Yang, Xuming Master"s Thesis Committee Chair Status:Completed 2003

Li, Min Dissertation Committee Chair Status:Completed 2002

Wang, Hua Master"s Thesis Committee Chair Status:Completed 2002

Wu, Wenwen Master"s Thesis Committee Chair 2002

Li, Min Dissertation Committee Chair 08-2002

Sun, Xiaoling Master"s Thesis Committee Chair Status:Completed 2001

UC Leaf, Accountability and Advocacy Council (AAC) (Advocate for UC LEAF in LCB. (Female faculty in OBAIS & ECON) ) Committee Member Type:University Level:University 2014

UC STEMM Research Advisory Board (LCB representative on UC Research Advisory Board. Cross-Disciplinary task force ) Committee Member Type:University Level:University 08-25-2015 -09-01-2016

UC Excellence in Mentoring of Doctoral Students (Award Committee Member, Review Candidates ) Committee Member Type:University Level:University 03-01-2016 -05-01-2016

University Reseach Council, Behavioral and Social Committee (URC Grant Review (faculty, student, postdoc, interdisciplinary) ) Committee Member Type:University Level:University 2011 -2014

Faculty Mentor (Faculty mentor of Junior faculties: Sherae Daniel ) Faculty Mentor Type:Departmental Service Level:Department 09-01-2016

Department Reappointment, Promotion, Tenure Committee (Call for meeting, review and draft letters for sabbatical leave/reappointment/tenure/promotion. ) Committee Chair Type:Departmental Service Level:Department 09-01-2015

Faculty Mentor (Faculty mentor of Junior faculty Yichen Qin ) Faculty Mentor Type:Departmental Service Level:Department 09-01-2014

Junior Analytics Faculty Search Committee (Participated in recruitment plan, ads etc. Review applications, discuss potential candidates. ) Committee Member Type:Departmental Service Level:Department 08-15-2016 -04-2017

Senior Analytics Faculty Search Committee (Participated in recruitment plan, ads etc. Review applications, discuss potential candidates. ) Committee Member Type:Departmental Service Level:Department 09-01-2015 -04-01-2017

Analytics Faculty Search Committee Chair Type:Departmental Service Level:Department 2013 -2014

Data Science Certificate Initiative Program Committee Member Type:Departmental Service Level:Department 2013 -2014

Stat faculty Search Committee Committee Chair Type:Departmental Service Level:Department 05-2012 -2013

Department Reappointment, Promotion, Tenure Committee Type:Departmental Service Level:Department -2005

Department Faculty Search Committee Committee Member Type:Departmental Service Level:Department -2002

Department Reappointment, Promotion, Tenure Committee Type:Departmental Service Level:Department -2002

College International Program Committee (To improve Study Abroad Programs; Updated mission, strategies, Goals for 2019, and possible action plans. Draft Syllabus; “Early-career international experience” program ) Committee Member Type:University/College Service Level:University 2004

MBA faculty committee Committee Member Type:University/College Service Level:University 02-2018 -05-2018

College Research Excellence Committee (Committee role was not very clearly defined as research was usually led by an associate dean in other colleges. Half of the committee is new, including the chair. No designated staff support. ) Committee Chair Type:University/College Service Level:University 09-01-2015 -09-01-2016

Summer Research Award for Senior Assistant Professors Committee Chair Type:University/College Service Level:University 01-01-2016 -02-25-2016

College Workload Committee Committee Member Type:University/College Service Level:University 10-2012 -2013

Biz Quiz Faculty Advisor for UC team Faculty Advisor Type:University/College Service Level:University -2010

Department Head Review Committee Committee Member Type:University/College Service Level:University -2010

(Mentored Weihong Song, Finance ) Faculty Mentor Type:University/College Service Level:University -2005

(Mentored Liang Peng, Finance ) Faculty Mentor Type:University/College Service Level:University -2003

ASA Student Chapter Faculty Advisor Advisor Type:Prof. Org. Level:Service to Professional Associations 09-2017

Society of Chinese American Professors and Scientists (One of 12 council members in SOCAPS leadership team. ) Officer, Other Officer Type:Prof. Org. Level:Service to Professional Associations 2010

Omega Rho International Honor Society for ORMS, Cincinnati Chapter Member Type:Prof. Org. Level:Service to Professional Associations 2001

(Review various journal articles ) Reviewer, Journal Article Type:Prof. Org. Level:Service to Professional Associations 2000

Statistica Sinica Editor, Associate Editor Type:Prof. Org. Level:Service to Professional Associations 07-2008 -2014

Journal of the American Statistical Association Editor, Associate Editor Type:Prof. Org. Level:Service to Professional Associations 08-2008 -2012

Indian Institute of Management, Full Professor Promotion Reviewer, Ad Hoc Reviewer Type:Prof. Org. Level:Service to Professional Associations -2011

UK EPSRC (United Kingdom, Engineering and Physical Sciences Research) Reviewer, Grant Proposal Type:Prof. Org. Level:Service to Professional Associations -2011

Session of Business Statistics in JSM Session Chair Type:Prof. Org. Level:Service to Professional Associations -2004

Institute for Operations Research and Management Science,

Institute of Mathematical Statistics,

Women in Statistics,

08-2018: https://www.aaas.org/ American Association for the Advancement of Science, International

03-2018: https://www.afajof.org/ American Finance Association , International

03-2018: https://www.areuea.org/ American Real Estate and Urban Economics Association , International

2000: American Statistical Association, International

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Data Mining and Analysis

Managing Cultural Differences

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Financial Engineering

Forecasting & Time Series Analysis

Management of Cultural Differences

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