To be Published

• Fan, J. and Gu, Y. (2023+). 
  Factor Augmented Sparse Throughput Deep ReLU Neural Networks for High Dimensional Regression. 
  Journal of American Statistical Association.             Soft Codes in Python
• Fan, J., Lou, Z. and Yu, M. (2023+). 
  Robust High-dimensional Tuning Free Multiple Testing. 
  Annals of Statistics, to appear
• Shin, M., Kim, D. and Fan, J. (2023+). 
  Adaptive robust large volatility matrix estimation based on high-frequency financial data. 
  Journal of Econometrics, to appear. 
• Zhu, X., Xu, G., and Fan, J. (2023+). 
  Simultaneous Estimation and Group Identification for Network Vector Autoregressive Model with Heterogeneous Nodes . 
  Journal of Econometrics, to appear.
• Fan, J., Xue, L., and Zhou, Y. (2023+).  
  How much can machines learn finance from Chinese text data? 
  Management Science, to appear.
• Fan, J., Lou, Z. and Yu, M. (2023+). 
  Are Latent Factor Regression and Sparse Regression Adequate? 
  Journal of American Statistical Association, to appear. 
• Chen, E. Y., Fan, J., and Zhu, X. (2022+). 
  Community Network Auto-Regression for High-Dimensional Time Series 
  Journal of Econometrics, to appear. 
• Fan, J., Guo, Y., Yu, M. (2022+). 
  Policy Optimization Using Semiparametric Models for Dynamic Pricing. 
  Journal of American Statistical Association, to appear. . 
• Fan, J., Yu, M., and Yang, Z. (2022+). 
  Understanding implicit regularization in over-parameterized nonlinear statistical model. 
  Journal of American Statistical Association. 

Under Review

• Bhattacharya, S., Fan, J., and Hou, J. (2023).
  Inferences on mixing probabilities and ranking in mixed-membership models.
  Manuscript.
• Fan, J., Lou, Z., Wang, W., and Yu, M. (2023). 
  Spectral Ranking Inferences based on General Multiway Comparisons.
  Manuscript.
• Fan, J., Ge, J., and Mukherjee, D. (2023).
  UTOPIA: Universally Trainable Optimal Prediction Intervals Aggregation. 
  Manuscript.
• Yan, Y., Su, W.J. and Fan, J. (2023).
  The Isotonic Mechanism for Exponential Family Estimation.
  Manuscript.
• Li, G., Yan, Y.L., Chen, Y., and Fan, J. (2023).
  Minimax-Optimal Reward-Agnostic Exploration in Reinforcement Learning.
  Manuscript.
• Fan, J., Fang,C., Gu, Y., and Zhang, T.(2023)
  Environment Invariant Linear Least Squares.
  Manuscript.
• Ge, J., Tang, S., Fan,J., and Jin, C.
  On the Provable Advantage of Unsupervised Pretraining.
  Manuscript
• Bayle, P., Fan, J, and Lou, Z. (2023).
  Communication-Efficient Distributed Estimation and Inference for Cox's Model
  Manuscript
• Bhattacharya, S., Fan, J., and Mukherjee, D. (2023).
  Deep Neural Networks for Nonparametric Interaction Models with Diverging Dimension
  Manuscript
• Fan J., Liu, Q., and Zheng, K. (2023). 
  Unearthing Financial Statement Fraud: Insights from News Coverage Analysis.  
  Manuscript. 
• Fan, J., Hou, J., and Yu, M. (2022). 
  Uncertainty Quantification of MLE for Ranking with Covariates. 
  Manuscript.
• Fan, J., Lou, Z., Wang, W. and Yu, M. (2022). 
  Ranking Inferences Based on the top Choice of Multiway Comparisons. 
  Manuscript. 
• Fan, J., Fan, Y., Lv, J., and Yang, F. (2022).  
  SIMPLE-RP: Group Network Inference with Non-Sharp Nulls and Weak Signals. 
  Manuscript. 
• Bayle, P. and Fan, J. (2022). 
  Factor-Augmented Regularized Model for Hazard Regression. 
  Manuscript. 
• Yu, M., Yang, Z., and Fan, J. (2022).
  Strategic Decision-Making in the Presence of Information Asymmetry: Provably Efficient RL with Algorithmic Instruments. 
  Manuscript. 
• Wang, B. and Fan, J. (2022). 
  Robust Matrix Completion with Heavy-tailed Noise.  
  Manuscript. 
• Yan, Y., Li, G., Chen, Y., and Fan, J. (2022). 
  Model-Based Reinforcement Learning Is Minimax-Optimal for Offline Zero-Sum Markov Games.  
  Manuscript. 
• Fan, J., Ke, Z., Liao, Y., and Neuhierl (2022).
  Structural Deep Learning in Conditional Asset Pricing. 
  Manuscript. 
• A\"it-Sahalia, Y., Fan, J., Xue, L., and Zhou, Y. (2022).  
  How and when are high-frequency prices predicable?
  Manuscript. 
• Fan, J., Gu, Y., and Zhou, W.-X. (2022) 
  How do noise tails impact on Deep ReLU Networks?  
  Manuscript. 
• Shin, M., Kim, D., Wang, Y. and Fan, J. (2021). 
  Factor and idiosyncratic VAR-Ito volatility models for heavy-tailed high-frequency financial data.  
  Manuscript. 
• Yan, Y., Chen, Y., and Fan, J. (2021). 
  Inference for Heteroskedastic PCA with Missing Data.
  Manuscript. 
• Chen, E. Y., Xia, D., Cai, C. and Fan, J. (2020). 
  Semiparametric tensor factor analysis by iteratively projected SVD. 
  Manuscript.                 Python Code
• Fan, J., Guo, Y., and Zhu, Z. (2020). 
  When is best subset selection the ``best''? 
  Manuscript. 
• Giessing, A. and Fan, J. (2020). 
  Bootstrapping $\ell_p$-statistics in high dimensions. 
  Manuscript. 
• Silin, I. and Fan, J. (2020).  
  Hypothesis testing for eigenspaces of covariance matrix. 
  Manuscript. 
• Fan, J., Wang, Z., Xie, Y., and Yang, Z. (2020). 
  A Theoretical Analysis of Deep Q-Learning. 
  Manuscript. 
• Fan, J., Weng, H. and Zhou, Y. (2019). 
  Optimal estimation of functionals of high-dimensional mean and covariance matrix. 
  Manuscript. 
• Ke, Z., Bose, K., and Fan, J. (2018). 
  Higher Moment Estimation for Elliptically-distributed Data: Is it Necessary to Use a Sledgehammer to Crack an Egg? 
  Manuscript. 
• Fan, J., Liu, H., Wang, Z. and Yang, Z. (2018). 
  Curse of Heterogeneity: Computational Barriers in Sparse Mixture Models and Phase Retrieval. 
  Manuscript. 
• Balasubramanian, K., Fan, J., and Yang, Z. (2018).
  Tensor methods for additive index models under discordance and heterogeneity.  
  Manuscript.
• Fan, J. and Zhong, Y. (2018). 
  Optimal subspace estimation using overidentifying vectors via generalized method of moments.  
  Manuscript.