Yu have signed a three-and-a-half year contract worth £250,000 with the club.
He said: “I gained enough confidence during my stint with the reserve team of Sport Lisboa e Benfica reserve team in September. I was able to gain the trust of coaches and my teammates, thanks to my performance. The first challenge for me will be the language and I will do my best to learn and adapt to the local environment.
“I can speak English but it is a Portuguese-speaking country. I learnt some Portuguese from teammates during my trial and that will help me go through training and daily life.”