Jianqing Fan
Jianqing Fan | |
---|---|
范剑青 | |
Born | 1962 |
Alma mater | University of California, Berkeley Fudan University |
Awards | COPSS Presidents' Award (2000) Guggenheim Fellow (2009) Academician (2012) Guy Medal in Silver (2014) |
Scientific career | |
Fields | Financial economics Econometrics Economic statistics |
Institutions | Princeton University Fudan University University of North Carolina |
Doctoral advisor | David Donoho |
Other academic advisors | Peter Bickel |
Jianqing Fan (Chinese: 范剑青; pinyin: Fàn Jiànqīng; born 1962) is a Chinese statistician, financial econometrician, and writer. He is currently the Frederick L. Moore '18 Professor of Finance,[1] a Professor of Statistics, and a former Chairman of Department of Operations Research and Financial Engineering (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 the co-editor of (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 , 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 (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 (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 mathematicians. 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),[failed verification] 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][page needed] (08–19), Academia Sinica, Statistical and Applied Mathematical Sciences Institute[8][page needed] (08–14), Institute of Mathematical Sciences (11–16) at National University of Singapore, among others.
Honors and awards[]
- COPSS Presidents' Award, 2000, Committee of Presidents of Statistical Societies.[9]
- 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.[10]
- Pao-Lu Hsu Prize, 2013[5][failed verification]
- Guy Medal in Silver, 2014
- Noether Senior Scholar Award[6]
- 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[]
- ^ "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.
- ^ Jump up to: a b "Prof. Fan receives Morningside Gold Medal of Applied Mathematics". 2007-12-19. Archived from the original on 2012-07-14.
- ^ Jump up to: a b "Prof. Jianqing Fan receives Guggenheim Fellowship Award". 2009-04-08. Archived from the original on 2012-07-14.
- ^ Jump up to: a b "Pao-Lu Hsu Award – International Chinese Statistical Association". Retrieved 2021-06-06.
- ^ Jump up to: a b "Gottfried E. Noether Awards". www.amstat.org. Retrieved 2021-06-06.
- ^ [1]
- ^ 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.
External links[]
- 1962 births
- Living people
- 20th-century Chinese mathematicians
- 20th-century Chinese writers
- 21st-century Chinese mathematicians
- 21st-century Chinese writers
- Chinese economics writers
- Chinese statisticians
- Econometricians
- Economics journal editors
- Economists from Fujian
- Educators from Fujian
- Elected Members of the International Statistical Institute
- Fellows of the American Statistical Association
- Financial economists
- Fudan University alumni
- Mathematicians from Fujian
- Members of Academia Sinica
- People from Putian
- Presidents of the Institute of Mathematical Statistics
- Princeton University faculty
- UC Berkeley College of Letters and Science alumni
- University of California, Los Angeles faculty
- University of North Carolina at Chapel Hill faculty
- Writers from Fujian