Jianqing Fan (Chinese: 范剑青; pinyin: Fàn Jiànqīng; born 1962) is a statistician, financial econometrician, and data scientist. He is currently the Frederick L. Moore '18 Professor of Finance,[1] Professor of Operations Research and Financial Engineering, Professor of Statistics and Machine Learning, and a former chairman of Department of Operations Research and Financial Engineering (2012–2015) and a former director of Committee of Statistical Studies (2005–2017) at Princeton University, where he directs both statistics lab and financial econometrics lab since 2008.[2]
Jianqing Fan | |
|---|---|
| 范剑青 | |
| Born | 1962 |
| Alma mater | University of California, Berkeley Fudan University |
| Known for | Local polynomial regression, SCAD, independent screening, robust factor modeling, high-dimensional inference, machine learning, financial econometrics. |
| Awards | COPSS Presidents' Award (2000) Guggenheim Fellow (2009) Academician (2012) Guy Medal in Silver (2014) Noether Senior Scholar Award (2018) |
| Scientific career | |
| Fields | Statistics Machine Learning Financial economics |
| Institutions | Princeton University Fudan University University of North Carolina |
| Doctoral advisors | David Donoho, Peter Bickel |
| Other academic advisors | Peter Bickel |
| Doctoral students | |
Research
editFan 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, spectral method, machine learning, nonparametric statistics, nonlinear time series, among other areas.
Career
editJianqing Fan is a co-editor of Journal of the American Statistical Association (2023–). 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 (2012–2018), co-editor of Journal of Business & Economic Statistics (2018–2021) and an editor of Probability Theory and Related Fields (2003–2005), as well as a member of the editorial boards of journals including the Journal of the 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, 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 (professor, 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 the 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 a monograph "Spectral Methods for Data Science: A Statistical Perspective", and authored or coauthored over 300 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 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 of 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] and Le Cam Award & Lecture, presented by the Institute of Mathematical Statistics once every 3 years[7]
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[8][page needed] (08–19), Academia Sinica, Statistical and Applied Mathematical Sciences Institute[9][page needed] (08–14), and Institute for Mathematical Sciences (11–16) at National University of Singapore.
Honors and awards
edit- COPSS Presidents' Award, 2000, Committee of Presidents of Statistical Societies.[10]
- Invited speaker at the 2006 International Congress of Mathematicians
- Humboldt Research Awards, Alexander von Humboldt Foundation, 2006.
- Morningside Gold Medal of Mathematics, 2007.[3]
- Guggenheim Fellow, 2009.[4]
- Academician (Chinese: 中央研究院院士), Academia Sinica, 2012.[11]
- Pao-Lu Hsu Prize, 2013[12][failed verification]
- Guy Medal in Silver, 2014
- Noether Senior Scholar Award, 2018[6]
- Le Cam Award & Lecture, 2021[7]
- Fellow, American Association for Advancement of Science.
- Fellow, Institute of Mathematical Statistics.
- Fellow, American Statistical Association.
- Fellow, Society of Financial Econometrics.
- Elected Member, International Statistical Institute
References
edit- ^ "Faculty | Operations Research and Financial Engineering". orfe.princeton.edu. Retrieved 2021-06-06.
- ^ "Princeton University - Home". Archived from the original on 2016-03-31. Retrieved 2016-03-31.
- ^ a b "Prof. Fan receives Morningside Gold Medal of Applied Mathematics". 2007-12-19. Archived from the original on 2012-07-14. Retrieved 2011-12-08.
- ^ a b "Prof. Jianqing Fan receives Guggenheim Fellowship Award". 2009-04-08. Archived from the original on 2012-07-14. Retrieved 2011-12-08.
- ^ "ICSA Awards Recipients – International Chinese Statistical Association".
- ^ a b "Gottfried E. Noether Awards". www.amstat.org. Archived from the original on 2019-08-21. Retrieved 2021-06-06.
- ^ a b "Institute of Mathematical Statistics | Honored Special Awards & Lecturers Recipient List". Archived from the original on 2021-11-23. Retrieved 2023-05-27.
- ^ "中央研究院經濟研究所". Archived from the original on 2019-01-25. Retrieved 2012-07-24.
- ^ Statistical and Applied Mathematical Sciences Institute
- ^ "COPSS Awards Recipients". Archived from the original on 2016-03-12. Retrieved 2011-12-08.
- ^ "院士會議". Archived from the original on 2016-07-24. Retrieved 2021-06-06.
- ^ "Pao-Lu Hsu Award – International Chinese Statistical Association". Retrieved 2021-06-06.