Day of Statistics 2008

2jqfan3at4princeton5edu
(remove numbers)
E-332 E-Quad
609-258-8442

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

Jianqing Fan Frederick L. Moore '18 Professor of Finance, Professor of Statistics, Princeton University

.

	Department of Operations Research & Financial Engineering
	Department of Economics
	Bendheim Center for Finance
	Program in Applied an Computational mathematics
	London School of Economics

Director,     Committee on Statistical Studies



Publications

; Selected publications       Finance      Bioinformatics      Manuscripts


Teaching


ORF 524: Statistical Theory and Methods
ORF 504 / FIN 504: Financial Econometrics
ORF 245: Statistics for Engineering
Ph.D. thesis 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

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

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 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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