He is currently the Frederick L. Moore '18 Professor of Finance,[1] Professor of Operations Research and Financial Engineering, Professor of Statistics and Machine Learning, and a former chairman of Department of Operations Research and Financial Engineering (2012–2015) and a former director of Committee of Statistical Studies (2005–2017) at Princeton University, where he directs both statistics lab and financial econometrics lab since 2008.
He directed the Committee of Statistical Studies at Princeton (2005–2017) and chaired the Department of Operations Research and Financial Engineering (2012–2015).
He has coauthored four well-known books (Local Polynomial Modeling (1996), Nonlinear time series: Parametric and Nonparametric Methods (2003), Elements of Financial Econometrics (2015), and Statistical Foundations of Data Science (2020)) and a monograph "Spectral Methods for Data Science: A Statistical Perspective", and authored or coauthored over 300 articles on high-dimensional statistics, machine learning, finance, economics, computational biology, semiparametric and non-parametric modeling, nonlinear time series, survival analysis, longitudinal data analysis, and other aspects of theoretical and methodological statistics.
He has received various awards in recognition of his work on statistics, financial econometrics, and computational biology.
These include the 2000 COPSS Presidents' Award, given annually to an outstanding statistician under age 40; an invitation to speak at The 2006 International Congress of Mathematicians; the Humboldt Research Award for lifetime achievement in 2006; the Morningside Gold Medal of Applied Mathematics in 2007,[3] honoring triennially an outstanding applied mathematician of Chinese descent; a Guggenheim Fellowship in 2009;[4] the Pao-Lu Hsu Prize (2013), presented every three years by the International Chinese Statistical Association to individuals under the age of 50[5] and the Guy Medal in Silver (2014), presented once a year by the Royal Statistical Society, and Noether Senior Scholar Award, presented annually by the American Statistical Association,[6] and Le Cam Award & Lecture, presented by the Institute of Mathematical Statistics once every 3 years[7] Fan has many affiliations within Princeton University and worldwide.