Jianqing Fan
Encyclopedia
Jianqing Fan (born 1962), is a Chinese
statistician
. He is the current Frederick L. Moore '18 Professor of Finance, and Professor of Statistics at the Princeton University
. He is the winner of 2000 COPSS Presidents' Award
.
and risk management
, computational biology
, biostatistics
, high-dimensional statistical learning, data-analytic modeling, longitudinal and functional data analysis
, nonlinear time series
, wavelets and their applications, among others.
(2006–2009), and president of the International Chinese Statistical Association. He is the co-editor of Econometrical Journal published by the Royal Economics Society and an associate editor of the Journal of the American Statistical Association
, and was the co-editor(-in-chief) of The Annals of Statistics (2004–2006) and an editor of Probability Theory and Related Fields
(2003–2005) and on the editorial boards of a number of other journals.
After receiving his Ph.D. in Statistics from the University of California at Berkeley, he has been appointed as 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 coauthored two highly-regarded books on Local Polynomial Modeling (1996) and
Nonlinear time series: Parametric and Nonparametric Methods (2003) and authored or
coauthored over 150 articles on computational biology, financial econometrics, 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, honoring triennially an outstanding applied mathematician of Chinese descent, Guggenheim Fellow in 2009, and the election to the follow of American Association for the Advancement of Science
, Institute of Mathematical Statistics
, and American Statistical Association
.
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.
United States
The United States of America is a federal constitutional republic comprising fifty states and a federal district...
statistician
Statistician
A statistician is someone who works with theoretical or applied statistics. The profession exists in both the private and public sectors. The core of that work is to measure, interpret, and describe the world and human activity patterns within it...
. He is the current Frederick L. Moore '18 Professor of Finance, and Professor of Statistics at the Princeton University
Princeton University
Princeton University is a private research university located in Princeton, New Jersey, United States. The school is one of the eight universities of the Ivy League, and is one of the nine Colonial Colleges founded before the American Revolution....
. He is the winner of 2000 COPSS Presidents' Award
COPSS Presidents' Award
The COPSS Presidents' Award is given annually by the Committee of Presidents of Statistical Societies to a person under the age of 40, in recognition of outstanding contributions to the profession of statistics...
.
Research
Fan is interested in statistical methods in financial econometricsFinancial econometrics
People working in the finance industry often use econometric techniques in a range of activities. For example in support of portfolio management, risk management and in the analysis of securities...
and risk management
Risk management
Risk management is the identification, assessment, and prioritization of risks followed by coordinated and economical application of resources to minimize, monitor, and control the probability and/or impact of unfortunate events or to maximize the realization of opportunities...
, computational biology
Computational biology
Computational biology involves the development and application of data-analytical and theoretical methods, mathematical modeling and computational simulation techniques to the study of biological, behavioral, and social systems...
, biostatistics
Biostatistics
Biostatistics is the application of statistics to a wide range of topics in biology...
, high-dimensional statistical learning, data-analytic modeling, longitudinal and functional data analysis
Functional data analysis
Functional data analysis is a branch of statistics that analyzes data providing information about curves, surfaces or anything else varying over a continuum...
, nonlinear time series
Time series
In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at uniform time intervals. Examples of time series are the daily closing value of the Dow Jones index or the annual flow volume of the...
, wavelets and their applications, among others.
Career
Jianqing Fan was the past president of the Institute of Mathematical StatisticsInstitute of Mathematical Statistics
The Institute of Mathematical Statistics is an international professional and scholarly society devoted to the development, dissemination, and application of statistics and probability. The Institute currently has about 4,000 members in all parts of the world...
(2006–2009), and president of the International Chinese Statistical Association. He is the co-editor of Econometrical Journal published by the Royal Economics Society and an associate editor of the Journal of the American Statistical Association
Journal of the American Statistical Association
The Journal of the American Statistical Association is the most prestigious journal published by the American Statistical Association, the main professional body for statisticians in the United States...
, and was the co-editor(-in-chief) of The Annals of Statistics (2004–2006) and an editor of Probability Theory and Related Fields
Probability Theory and Related Fields
Probability Theory and Related Fields is a peer-reviewed mathematics journal published by Springer.Established in 1962, it was originally named Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete, with the English replacing the German starting from volume 71...
(2003–2005) and on the editorial boards of a number of other journals.
After receiving his Ph.D. in Statistics from the University of California at Berkeley, he has been appointed as assistant, associate, and full professor at the University of North Carolina at Chapel Hill
University of North Carolina at Chapel Hill
The University of North Carolina at Chapel Hill is a public research university located in Chapel Hill, North Carolina, United States...
(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
Chinese University of Hong Kong
The Chinese University of Hong Kong is a research-led university in Hong Kong.CUHK is the only tertiary education institution in Hong Kong with Nobel Prize winners on its faculty, including Chen Ning Yang, James Mirrlees, Robert Alexander Mundell and Charles K. Kao...
(2000–2003), and as professor at the Princeton University (2003-).
He has coauthored two highly-regarded books on Local Polynomial Modeling (1996) and
Nonlinear time series: Parametric and Nonparametric Methods (2003) and authored or
coauthored over 150 articles on computational biology, financial econometrics, 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, honoring triennially an outstanding applied mathematician of Chinese descent, Guggenheim Fellow in 2009, and the election to the follow of American Association for the Advancement of Science
American Association for the Advancement of Science
The American Association for the Advancement of Science is an international non-profit organization with the stated goals of promoting cooperation among scientists, defending scientific freedom, encouraging scientific responsibility, and supporting scientific education and science outreach for the...
, Institute of Mathematical Statistics
Institute of Mathematical Statistics
The Institute of Mathematical Statistics is an international professional and scholarly society devoted to the development, dissemination, and application of statistics and probability. The Institute currently has about 4,000 members in all parts of the world...
, and American Statistical Association
American Statistical Association
The American Statistical Association , is the main professional US organization for statisticians and related professions. It was founded in Boston, Massachusetts on November 27, 1839, and is the second oldest, continuously operating professional society in the United States...
.
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' AwardCOPSS Presidents' AwardThe COPSS Presidents' Award is given annually by the Committee of Presidents of Statistical Societies to a person under the age of 40, in recognition of outstanding contributions to the profession of statistics...
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.
- Fellow, American Association for Advancement of Science.
- Fellow, Institute of Mathematical Statistics.
- Fellow, American Statistical Association.
- Elected Member, International Statistical Institute