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]

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 a co-editor of Journal of Econometrics and associate editor of Journal of the American Statistical Association (1996–). In addition, he was the co-editor(-in-chief) of The Annals of Statistics (2004–2006), a co-editor of Econometrics Journal (2007–2012) and an editor of Probability Theory and Related Fields (2003–2005), as well as a member of the editorial boards of numerous other journals including the Annals of Statistics, Econometrica, 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 mathematics 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 at Princeton University (2003–). He has directed the Committee of Statistical Studies at Princeton since 2006 and currently chairs Department of Operations Research and Financial Engineering (since 2012).

He has coauthored two well-known books (Local Polynomial Modeling (1996) and Nonlinear time series: Parametric and Nonparametric Methods (2003)) and authored or coauthored over 170 articles on finance, economics, computational biology, semiparametric and non-parametric modeling, statistical learning, 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; and the Guy Medal in Silver (2014), presented once a year by the Royal Statistical Society.

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 ^[5] (08–), Academia Sinica, Statistical and Applied Mathematical Sciences Institute ^[6] (08–14), Institute of Mathematical Sciences (11–) at National University of Singapore, Department of Business Statistics and Econometrics (co-chair, 09–), Center for Statistical Science (10–) at Peking University, Center for Applied Statistics and Economics(10–), Humboldt University, among others.

Honors and awards

• COPSS Presidents' Award, 2000, Committee of Presidents of Statistical Societies.^[7]
• Guggenheim Fellow, 2009.^[8]
• Invited speaker at the 2006 International Congress of Mathematicians
• Pao-Lu Hsu Prize, 2013
• Guy Medal in Silver, 2014
• Morningside Gold Medal of Mathematics, 2007.^[9]
• Humboldt Research Awards, Alexander von Humboldt Foundation, 2006.
• Academician (Chinese: 中央研究院院士), Academia Sinica, 2012.^[10]
• Fellow, American Association for Advancement of Science.
• Fellow, Institute of Mathematical Statistics.
• Fellow, American Statistical Association.
• Elected Member, International Statistical Institute

References

External links

• Jianqing Fan at the Mathematics Genealogy Project