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, a Professor of Statistics, and a former Chairman of Department of Operations Research and Financial Engineering (2012–2015) at Princeton University.
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.
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).