معرفی
Rui Fan is an Assistant Professor in the Department of Economics at Rensselaer Polytechnic Institute, with additional affiliations to the Lally School of Management. His research centers on nonstationary time series analysis applied to economics and finance, including systemic risk assessment, financial forecasting, and causal inference methodologies. He holds a Ph.D. in Economics from the University of Illinois at Urbana-Champaign (2018), an M.S. in Statistics (2015), an M.A. in Economics from Xiamen University (2011), and a B.A. in Economics from Sichuan University (2008).
Research Focus: Fan's work spans four key areas: (1) developing systemic risk indicators for financial markets; (2) analyzing the impact of economic shocks (e.g., Fed policy changes, COVID-19) on market stability; (3) advancing instrumental variable estimation techniques; and (4) creating statistical methods for nonlinear nonstationary data common in finance.
