Jianqing Fan

Jianqing Fan (Chinese: 范剑青; pinyin: Fàn Jiànqīng; born 1962) is a statistician and financial econometrician. He is currently the Frederick L. Moore '18 Professor of Finance, a Professor of Statistics, and a former Chairman of Department of Operations Research and Financial Engineering[1] (2012–2015) at Princeton University.[2]

Jianqing Fan
范剑青
Born1962
Alma materUniversity of California at Berkeley
Fudan University
AwardsCOPSS Presidents' Award (2000)
Guggenheim Fellow (2009)
Academician (2012)
Guy Medal in Silver (2014)
Scientific career
FieldsStatistics, Machine Learning, Finance, Economics, Computational Biology
InstitutionsPrinceton University
Fudan University
Doctoral advisorDavid Donoho
Other academic advisorsPeter Bickel

Research

Fan is interested in statistical theory and methods in data science, finance, economics, risk management, machine learning, computational biology, and biostatistics, with a particular focus on high-dimensional statistics, nonparametric modeling, longitudinal and functional data analysis, nonlinear time series, wavelets, among other areas.

Career

Jianqing Fan is the co-editor of Journal of Business and Economics Statistics (2018-). He was the co-editor of The Annals of Statistics (2004–2006), a co-editor of Econometrics Journal (2007–2012), a co-editor and managing editor of Journal of Econometrics, and an editor of Probability Theory and Related Fields (2003–2005), as well as a member of the editorial boards of numerous journals including the Journal of American Statistical Association, Annals of Statistics, Econometrica, Management Science and Journal of Financial Econometrics. He has served as President of the Institute of Mathematical Statistics (2006–2009), and as President of the International Chinese Statistical Association (2008–2010).

After receiving his Ph.D. in Statistics from the University of California at Berkeley in 1989, he joined the statistics faculty at the University of North Carolina at Chapel Hill (1989–2003) and the University of California at Los Angeles (1997–2000). He was then appointed Professor of Statistics and Chairman at the Chinese University of Hong Kong (2000–2003), and as a professor of Operations Research and Financial Engineering (2003-) and Frederick L. Moore'18 Professor in Finance (2006-) at Princeton University. He directed the Committee of Statistical Studies at Princeton (2005-2017) and chaired Department of Operations Research and Financial Engineering (2012-2015).

He has coauthored four well-known books (Local Polynomial Modeling (1996), Nonlinear time series: Parametric and Nonparametric Methods (2003), Elements of Financial Econometrics (2015), and Statistical Foundations of Data Science (2020)) and authored or coauthored over 250 articles on high-dimensional statistics, machine learning, finance, economics, computational biology, semiparametric and non-parametric modeling, nonlinear time series, survival analysis, longitudinal data analysis, and other aspects of theoretical and methodological statistics. He has been consistently ranked as a top 10 highly-cited mathematical scientist. He has received various awards in recognition of his work on statistics, financial econometrics, and computational biology. These include the 2000 COPSS Presidents' Award, given annually to an outstanding statistician under age 40; an invitation to speak at The 2006 International Congress for Mathematicians; the Humboldt Research Award for lifetime achievement in 2006; the Morningside Gold Medal of Applied Mathematics in 2007,[3] honoring triennially an outstanding applied mathematician of Chinese descent; a Guggenheim Fellowship in 2009;[4] the Pao-Lu Hsu Prize (2013), presented every three years by the International Chinese Statistical Association to individuals under the age of 50; [5] and the Guy Medal in Silver (2014), presented once a year by the Royal Statistical Society, and Noether Senior Scholar Award, presented annually by the American Statistical Association. [6]

Fan has many affiliations within Princeton University and worldwide. He has been on the scientific advisory boards at various institutions, including the Institute of Economics, Academia Sinica [7] (08–19), Academia Sinica, Statistical and Applied Mathematical Sciences Institute [8] (08–14), Institute of Mathematical Sciences (11–16) at National University of Singapore, among others.

Honors and awards

References

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