If you want to stop receiving spam, the following article shows the only effective solution available.
Closing your Yahoo! account -
https://help.yahoo.com/kb/mail/SLN2044.html?impressions=true
Once you complete the steps in the article above I can guarantee you will receive no more spam in that account. If closing your account is not an option then try the following tips.
The filters that Yahoo offers are very basic. If you want improved mail filtering you can use an external mail filtering service. The article below shows options for Windows users but you can find programs for other operating systems.
Top 12 Free Spam Filters for Windows -
http://email.about.com/od/windowsspamfightingtools/tp/free_spam.htm
Another step is to use an email client, like Outlook or Thunderbird to view your email. This way you can use the spam-filtering options available in these products to help control spam.
Access your Yahoo Mail account with another mail program -
https://help.yahoo.com/kb/mail/SLN15404.html?impressions=true
Trying to block or filter spam emails is a losing battle since the spammers can make small changes so their spam will evade your filters. This leads to a never-ending cycle of you creating new filters every time a spam mail slips through. The best strategy is to mark each email as spam so Yahoo's Spamguard will improve over time. You can do this by right-clicking on the spam email and then left-clicking on the option "This is Spam". Here's some articles on how to fight the good fight against spam.
Stopping spam from coming into your Yahoo! Mail Inbox. -
https://help.yahoo.com/kb/mail/SLN3227.html?impressions=true
An email was wrongly filtered as spam -
https://help.yahoo.com/kb/mail/SLN4910.html?impressions=true
Secure your inbox -
http://antispam.yahoo.com/
Report your spam using the SpamCop service shown in the following article.
Some abuse reporting tools -
http://abuse.net/tools.phtml
Filters in Yahoo Mail -
https://help.yahoo.com/kb/mail/SLN15994.html?impressions=true
Block addresses in Yahoo Mail -
https://help.yahoo.com/kb/mail/SLN3228.html?impressions=true
Still receiving spam from a blocked email address -
https://help.yahoo.com/kb/mail-for-desktop/SLN5865.html?impressions=true