Jianqing Fan

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Jianqing Fan
Native name 范剑青
Born 1962
Putian, Fujian, China
Fields Statistics, Machine Learning, Finance, Economics, Computational Biology
Institutions Princeton University
Alma mater University of California at Berkeley
Fudan University
Doctoral advisor David Donoho
Other academic advisors Peter Bickel
Notable awards COPSS Presidents' Award (2000)
Guggenheim Fellow (2009)
Academician (2012)
Guy Medal in Silver (2014)

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, Professor of Statistics, and former Chairman of Department of Operations Research and Financial Engineering[1] (2012-2015) at Princeton University.[2] In 2000, he received the COPSS Presidents' Award.[3] He is also a recipient of the Morningside Gold Medal of Applied Mathematics (2007),[4] Guggenheim Fellow (2009),[5] Pao-Lu Hsu Prize (2013) and Guy Medal in Silver (2014). He was elected to Academician from Academia Sinica in 2012.[6]

Research

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

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 a number of other journals. The latter includes, 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 was appointed assistant, associate, and full professor at the University of North Carolina at Chapel Hill (1989–2003), and as professor at the University of California at Los Angeles (1997–2000), Professor of Statistics and Chairman at the Chinese University of Hong Kong (2000–2003), and as professor at the 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 on 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 since the existence of such a ranking. His published work on statistics, financial econometrics, and computational biology has been recognized by the 2000 COPSS Presidents' Award, given annually to an outstanding statistician under age 40, invited speaker 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,[7] honoring triennially an outstanding applied mathematician of Chinese descent, Guggenheim Fellow in 2009,[8] Pao-Lu Hsu Prize (2013), presented every three years by the International Chinese Statistical Association to individuals under the age of 50, and Guy Medal in Silver (2014), presented once a year by Royal Statistical Society, and the election to the fellow of American Association for the Advancement of Science, Institute of Mathematical Statistics, and American Statistical Association. He was elected to Academician from Academia Sinica (Chinese: 中央研究院院士) in 2012.

Fan has many affiliations within Princeton University and around worldwide. He has been on scientific advisory boards to many institutions. These include Institute of Economics, Academia Sinica [9] (08--), Academia Sinica, Statistical and Applied Mathematical Sciences Institute [10] (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.

His research on statistics theory and methods has been funded by various federal agencies, including NSF, NIH and NSA. He has been frequently invited to various professional conferences and workshops and played various leadership roles in statistics and finance communities.

Honors and awards

  • COPSS Presidents' Award 2000, Committee of Presidents of Statistical Societies.
  • Guggenheim Fellow, 2009.
  • Morningside Gold Medal for Applied Mathematics, 2007.
  • Humboldt Research Awards, Alexander von Humboldt Foundation, 2006.
  • Academician (Chinese: 中央研究院院士), Academia Sinica, 2012.
  • Fellow, American Association for Advancement of Science.
  • Fellow, Institute of Mathematical Statistics.
  • Fellow, American Statistical Association.
  • Elected Member, International Statistical Institute

References

External links