Prof. Dr. Jianqing Fan

Profil

Derzeitige StellungProfessor W-3 und Äquivalente
FachgebietMathematische Statistik, Angewandte Statistik,Wirtschaftspolitik, Angewandte Volkswirtschaftslehre,Statistik und Ökonometrie
Keywordsderivative pricing, financial modeling, high-frequency-data, maching learning

Aktuelle Kontaktadresse

LandUSA
OrtPrinceton
Universität/InstitutionPrinceton University
Institut/AbteilungDepartment of Operations Research and Financial Engineering

Gastgeber*innen während der Förderung

Prof. Dr. Wolfgang HärdleInstitut für Statistik und Ökonometrie, Humboldt-Universität zu Berlin, Berlin
Prof. Dr. Vladimir SpokoinyFachgruppe Stochastische Algorithmen und Nichtparametrische Statistik, Weierstraß-Institut für Angewandte Analysis und Stochastik (WIAS), Berlin
Beginn der ersten Förderung01.10.2007

Programm(e)

2006Humboldt-Forschungspreis-Programm für Naturwissenschaftler*innen aus den USA

Projektbeschreibung der*des Nominierenden

Jianqing Fan's work includes different areas of stochastics, statistics, mathematics and computational biology. Special emphasis in his work is put on the modelling and prediction of regression relations under weak structural assumptions. His outstanding knowledge of nonparametric techniques and his skills in mathematics make it possible to combine these seemingly separate fields of science. His leading contributions make use of the toolbox of modern mathematical statistics (time varying parametric models, semiparametric high dimensional modelling, additive models). The wide spectrum of J. Fan's publications, which are published in the most outstanding journals of statistical science, proves the extent of his mathematical skills. He handles with great diligence modern procedures of spatial inhomogeneity and smoothing techniques to solve questions in time homogenious semiparametric problems. The theoretical contributions of J. Fan to non- and semiparametric statistics are honored by a series of well endowed grants. His insights into data driven modelling have greatly influenced the theoretical and empirical literature.