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 Statistics
Workshop 06
Statistical Discovery 07
Day of Statistics 08
Finance Workshop
09
2jqfan3at4princeton5edu
(remove
numbers)
205 ORFE Building
609-258-9863
Department of Oper Res and Fin. Eng
Princeton University
Princeton, NJ 08540
Statistics
at Princeton
Statistics at ORFE
Statistics Lab
My Views
My pride:
Nikhadakiera:
The Improvisers by M. S. Fan
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Jianqing Fan
Frederick L. Moore '18
Professor of Finance,
Professor of Statistics,
Princeton University
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Director,
Committee on Statistical Studies
Publications
 Selected publications
Finance
Bioinformatics
Manuscripts
R-code: SIS Package
Teaching
ORF
524: Statistical Theory and Methods
ORF
504 / FIN 504: Financial Econometrics
ORF
245: Statistics for Engineering
Students supervised
Education
B.S., Fudan University,
Shanghai, China;
M.A., Academia Sinica, Beijing, China;
Ph. D., University of California at Berkeley.
Faculty
Positions 
Assistant and Associate Professor,
Professor University of North Carolina
at Chapel
Hill (1989-2003).
Professor, Chinese
University of Hong
Kong(1996 - 1997).
Professor, University of California at Los
Angeles (1997 - 2000).
Professor of Statistics & Chairman, Chinese University
of
Hong Kong
(2000 - 2003).
Professor, Princeton
University (2003 - ).
Frederick Moore'18 Professor of Finance, Princeton University
(2006 -)
Honors and
Awards
Guggenheim Fellow, 2009
Morningside Gold Medal for
Applied Mathematics, 2007,
to
outstanding mathematicians of Chinese decent under age 45, honored once every
3 years
International
Congress for Chinese Mathematicians , 2007
An article in Chinese
An article in English
Humboldt Research Awards,
Alexander von Humboldt Foundation, 2006
President, Institute of Mathematical Statistics
, 2006--2009.
(06-07:
President-elect; 07-08: President; 08-09: Past-president)
Myrto Lefkopoulou Distinguished
Lecturer, Harvard
School of Public
Health, 2006.
Invited speaker (45 min), International Congress of
Mathematicians, 2006
Plenary speaker (1
hour), The third International Congress of Chinese Mathematicians, 2004.
Vice Chancellor's
Exemplary Teaching Award (gold medal), Chinese University of Hong Kong, 2002
Top 10 most-cited
mathematical scientists between (Science Watch): 1991-2001,
(Thomas In-Cites): 1993-2002, 1994-2003, 1995-2004, 1996-2005, 1997-2006 (rate stopped)
The 2000 Presidents' Award, Committee Of
Presidents of Statistical Societies (COPSS)
to an outstanding statistician under
age 40
(American Statistical Association, International Biometric Society
--- Eastern North American Region and Western North American Region
Institute of Mathematical Statistics and Statistical Society of Canada)
Related news (English, Chinese, Photo)
Fellow, American Association for
Advancement of Science.
Fellow, Institute of
Mathematical Statistics.
Fellow, American
Statistical Association.
Elected Member,
International Statistical Institute
Hettleman Prize for
Artistic and Scholarly Achievement, 1996, University of North
Carolina.
NSF Postdoctoral
Fellowship, 1993-96.
Evelyn Fix Memorial
Medal, University of California at Berkeley,
1989.
Professional
Services
Co-Editor,
Econometrics Journal,
2007 ---
Associate Editor, Journal of Financial Econometrics, 2009 ---
Associate Editor, Journal of American Statistical Association ,
1996 ---
Associate Editor, Journal of Systems Science and
Complexity, 2006 ---
Associate Editor, Journal of the Korean Statistical
Society, 2003 ---
Associate Editor, Statistical Survey, 2007 --- .
Co-Editor(-in-chief), The
Annals of Statistics , 2004--2006
Editor, Probability Theory and Related
Fields, 2003--2005
Editor, Journal Multivariate Analysis,
1998 --- 2000.
Associate Editor, The Annals of Statistics,
1998 ---2002
Associate Editor, Statistica Sinica, 1996 --- 2001
President, Institute
of Mathematical Statistics , 2006--2009.
(06-07:
President-elect; 07-08: President; 08-09: Past-president)
Member, Committee
on Fellows, Institute
of Mathematical Statistics , 2003--2007.
Member, Committee on Specially invited papers, Institute
of Mathematical Statistics , 2000-2003, 2003-2006 (ex-officio).
Member, Committee on Nomination, Institute of Mathematical Statistics
, 2001-2002.
Current
Research Directions
- Financial
Econometrics and Risk Management
- Computational
Biology
- High-dimensional
Large-Scale modeling
- Nonparametric and
semiparametric modeling
- Nonlinear time
series
- Analysis of
longitudinal data
- Model selections
- Survival Analysis
Research
Interests
Fan is interested in
statistical methods in financial econometrics and risk managements,
computational biology, biostatistics, high-dimensional statistical learning,
data-analytic modeling, longitudinal and functional data analysis, nonlinear
time series, wavelets and their applications, among others. Our primary
research focuses on developing and justifying statistical methods that are
used to solve problems from the frontiers of scientific research. This is
expanded into other disciplines where the statistics discipline is useful.
In
each of the areas mentioned above, he devotes most of his efforts to the
search for intuitively appealing, model-free, robust nonparametric approaches
and illustrates the approaches by real data and simulated examples. Modern
statistical principles and modeling inevitably involve intensive computation,
which is a part of the methodological research development. He is also very
interested in developing foundational statistical theory and in providing
fundamental insights to sophisticated statistical models. These include
sampling theory, statisical learning theory, minimax theory, efficient
semi-parametric modeling and nonlinear function estimation.
Recently, Fan is particularly interested
in financial econometrics, risk management, computational biology,
biostatistics, high-dimensional data-analytic modeling and inferences,
nonlinear time series, analysis of longitudinal and functional data,
and other interdisciplinary collaborations.
Selected Publications:
Click Here
Revised January 1, 2006
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