Research Staff
Jianqing Fan
Princeton University
Jianqing Fan is a statistician, financial econometrician and data scientist. He is the Frederick L. Moore ’18 Professor of Finance, Professor of Statistics, and Professor of Operations Research and Financial Engineering at the Princeton University, where he chaired the department from 2012 to 2015. He is the winner of The 2000 COPSS Presidents’ Award, Morningside Gold Medal for Applied Mathematics (2007), Guggenheim Fellow(Link is external) (2009), Pao-Lu Hsu Prize (2013), Guy Medal in Silver (2014), Noether Distinguished Scholar (2018), Le Cam Award and Lectures (2021). He got elected to Academician from Academia Sinica in 2012 and Royal Flemish Academy of Belgium in 2023.
Selected Publications
High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose […]