How to reach me?

Chuan-Hsiang(Sean) Han 韓傳祥
Department of Quantitative Finance
National Tsing Hua University,
101, Section 2, Kuang Fu Road,
Taiwan, 300, ROC.

Tel: +886-3-5162551
Fax: +886-3-5621823  
Email: chhan@mx.nthu.edu.tw or chhan@gapp.nthu.edu.tw


 
 


Special Interests: Applied Probability, Financial Mathematics, Monte Carlo methods, Fintech and Blockchain.

Current Positions:
  • 清大創業車庫 （Startup Garage, NTHU） , 執行長 (CEO).
  • 證券暨期貨市場發展基金會 （Securities and Futures Institute） , 董事 (Board of Directors).
  • Editorial Member. 期貨與選擇權學刊. (Journal of Futures and Options) .
  • Joint Appointment Associate Professor . Department of Mathematics , National Tsing Hua University, Taiwan. (清華大學數學系合聘)
  • Coadvisor. 網路金融創新產學小聯盟 (Industry-Academia Alliance for Internet Financial Innovation) Supported by MOST(科技部補助). 協同主持人 Taiwan.
  • Coordinator. The Fintech Program, National Tsing-Hua University, (清華大學金融科技學分學程召集人) Taiwan.
  • Consultant. Tze-Chiang Foundation of Science and Technology, Taiwan. (自強工業科學基金會 顧問)
  • Editorial Member. Advances in Financial Planning and Forecasting..
  • Associate Editor for Journal of the Chinese Statistical Association, (JCSA, ISSN-0529-6528).
  • Director of Taiwan Financial Engineers and Traders Association.. (臺灣金融工程師暨操盤手協會 理事/前任理事長)
  • Adjunct Associate professor at Department of Mathematics, National Taiwan University. (台灣大學數學系兼任)
  • Associate professor at Department of Quantitative Finance , National Tsing Hua University, Taiwan.

    Han was a postdoc associate at Institute for Mathematics and its Applications(IMA) , University of Minnesota and Ford Motor Company.

    財務金融工程是什麼? - What is Financial Engineering?

    A brief video introduction to my lab is here(1-min version), or here(3-min version). My lab is located at Room 415, TSMC BLD.

    FETA's online introduction to financial engineering/fintech, social trading, algorithmic trading, and Futures and options. All in Chinese.
    臺灣金融工程師暨操盤手協會「精選課程影音專區」內容包含：(I)金融市場、金融工程、金融科技，(II)交易社群經營， (III)電腦程式交易，(IV)期貨、選擇權交易實務 Click here.
    Software Development:
    Before you develop, welcome to visit Tutorial on Python Programming. Learn basics, pandas, and numpy in two hours. Lectures are in Chinese. 教學影片，兩個影片的長度各1小時，總共是兩小時，內容會包括pandas還有numpy.

    Nvidia-NTHU 計算金融實驗室 （Nvidia-NTHU Joint Laboratory on Computational Finance）.

  • Lecture Note: Introduction to Matlab GPU Acceleration for Computational Finance. December, 2013.

    [last updated:Mar. 2020]波動率資訊平台 (Volatility Information Platform -VIP, Beta Version) - for volatility analysis and applications 波動率分析及應用 (http://qffers.math.sinica.edu.tw/vip/). Online estimation of volatilities including historical vol, instantaneous vol, VIX, EWMA and GARCH(1,1). Free!

    車輛碰撞分析平台(VCAP; Vehicle Crash Analysis Platform) - Online Severity Prediction for Vehicle Crashes. Video images (DV) are required. This application can be useful for insurtech and insurance companies.

    [last updated:Sep. 2017] Chart Pattern Recognition System, Beta Version (股價型態搜尋線上系統) - Online service to recognize any chart patterns that traders utilize. Its theory is based on audio processing. Thanks to the support of CC Wang at NTHU.
    How to use it? Simply draw any chart such as a V or W shape, then press the search bottom. It may take few seconds to select the mostly likely segment from our database of stock prices.
    如何使用：在上面白色的區塊用滑鼠畫個型態(M頭、W底、cup and handle、...)，系統就會幫你搜尋，反應時間約三到五秒。

    Portfolio Arena for Social Investing 投資組合大擂台（投資社群）.
    How to use it? Please register the account name by your email. After setting the password, you can focus on creating your portfolio, and this arena platform will do the backtest for you. Free of charge.
    分享你對投資的想法， 投組大擂台免費幫你做分析。 Thanks to the support of Erik Apostle at NTHU.
    Before your first use, welcome to visit Tutorial on this portfolio arena platform in 10 minutes and in Chinese. 十分鐘教學影片.


    Index Tracking Platform 指數追蹤平台.
    How to use it? Please register the account name by your email. After setting the password, choose a fund/index to track. This platform will analyze the tracking errors based on the optimal portfolio consisting of GICS's 11 industry sectors. Free of charge.
    基於 MSCI GICS 的11指數及其代表的ETF，追蹤任何股權類基金或指數，分析追蹤誤差。 Thanks to the support of Erik Apostle at NTHU.


    free counters from Aug. 29, 2012.

    Latest News:
    2023 Altair Technology Conference(ATC). Track: Digital Finance. Taipei.
    ATC 技術大會，數位金融分會場，台北. September 21, 2023.

    「保險科技：區塊鏈創新及健康大數據研討會」 集思台大. (Symposium on Insurtech: Blockchain Innovations and Health Data Analytics, NTU, Taipei). May 17, 2023.

    International Conference and Workshop of Machine Learning in Quantitative Finance. NCCU Center for Public and Business Administration Education (政大公企中心), Taipei.
    量化金融機器學習國際研討會暨工作坊. 政治大學公企中心. March 7, 2023.

    New Book: 期貨與選擇權 理論與創新 (Futures and Options) published by 證基會(SFI) in September, 2022. Co-authored with 張森林、期交所。 Find this volume here.


    數位科技‧新金融. 2021年期貨人第二季(第78期) 封面報告.（cover story on digital technology and new finance. Taiwan Futures. Vol 78, 2021.）

    校園點子王 金融科技創新成果發表會。主辦單位：台灣金融研訓院。
    協辦單位：清華大學網路金融創新小聯盟、清華大學金融科技與區塊鏈學分學程 May 31, 2021.

    Virtual Workshop on Wealth Management. National Tsing-Hua University, Hsinchu.
    線上財富管理研討會. 清華大學 May 18, 2021.

    Symposium on Crypto Fund Management. National Tsing-Hua University, Hsinchu.
    密碼貨幣基金管理研討會. 清華大學 March 14, 2021.

    A news column on Economics Daily News 經濟日報/專家觀點 資本市場藍圖有五大脈絡 (Five Contexts of The Capital Market Blueprint), Dec. 2021. \\ Its full version can be found here at Securities Services Review （證券服務）, Feb. 2021.\\

    「櫃買商品投資組合線上競賽」獲佳作（作品：627大擂台,財務工程專題）。 Price winning of OTC portfolio contest. (Project: 627 big Arena) December, 2020.

    智能量化投資研討會. 集思台大. (Symposium on AI Quantitative Investment, NTU, Taipei). August 14, 2020.

    Interviewed by Block Tempo.動區動趨. March 24, 2020.

    My book ETF Quantitative Investment Management (ETF量化投資學) is published by Wunan Books in January 2020. (2/e: Sep. 2021, 3:/e: April, 2023) Find the latest version here.


    「華南金控第四屆金融科技創新競賽」獲獎（清華大學DEC團隊,金融科技課程專題）。 The 4th Hua-nan FinTech Innovation Competition Price Winner. Dec. 2019.

    Invited to participating 2019 Taipei Fintech Exposition.

    Interviewed by the radio station IC 975. 接受沈春華小姐電台訪問. Dec. 17, 2018.
    My book Quantitative Finance-Fintech (計量財務金融-金融科技) was published by 新陸書局 Shinlou Books in June 2018. See the table of contents here, or find this volume here.


    Hot! 清華大學金融科技學分學程 .

    Hot! ShareCourse + MOOCs present Fintech Online Series Courses. 學聯網＋磨課師 金融科技系列 線上課程.
    Fintech Talent Hub!. 金融科技人才社群.

    Symposium on Intelligent Stochastic Control and Applications 智慧型隨機控制與應用 研討會. Jan. 25, 2018.

    「華南金控第二屆金融科技創新競賽」MBA 獎（清華大學左左右右團隊,金融科技課程專題）。 Press news on our winning prize of FinTech Innovation Competition. Dec. 22, 2017.

    A news column on China Times 中時電子報文章 金融體系風險的再現(Rising of the Financial Systemic Risk)？

    Series Lectures on Fintech Inovations. Sponsor: Fintech Base, III. June - Nov., 2017. 金融科技創新講座系列. Fintech Base, 資策會合作.

    與資策會數據科技與應用研究所共同舉辦106年度創新講堂，地點：清華大學。 (合作課程：10520QF 510300 財務工程專題 Special Topic in Financial Engineering)

    「FinTechBase 校園金融科技創意專題競賽」佳作。 Press news on our winning prize of FinTech Innovation Competition. See also here, and here. March 4, 2017.

    Invited to demo in FinTech Base Festival金融科技創新嘉年華 March 4, 2017.

    International Trend Workshop on Integration of Fintech and IoT (國際金融科技整合物聯網產業趨勢研討會.) Hsinchu, NTHU. (國立清華大學 資訊電機館B1地下室演講廳). Jan. 7, 2017.

    New Course in Fall 2016! 金融科技導論 (Introduction to Financial Technology), offered by Department of Mathematics, National Taiwan University.

    金融科技與管理系列活動 2016,, 2017,, powered by 清華大學科技管理學院 & 自強工業科學基金會.

    2016 Matlab Computational Finance seminar 計量財務工程應用研討會. Taipei. July 13, 2016.

    金融科技發展趨勢與挑戰. 2016年期貨人第二季(第58期).

    2016 Summer school at Academia Sinica (中央研究院數學研究所 招收暑期研習生啟事）: 數理金融 (Mathematical Finance), July 11 - August 12, Taipei. See past course schedules here.

    2015 金融與科技讀書會 (2015 Finance and Technology Reading Club). December 19, 2015. NTU, Taiwan.

    Quantitative Trading and QFFERS are blogs focusing on quantitative trading strategies and Fin Tech development. It is currently affiliated with Trading Valley （立鼎科技）, Fugle （群馥科技） , Sim M Cloud （策略雲） , and Stockfeel （股感知識網） . Welcome fin tech companies to join us!

    Trading Valley has been selected into 2015 SVTA Immersion Program supported by SVT Angles fund. Trading Valley 獲選進入矽谷天使創投組織 SVT Angels舉辦之 SVTA Immersion Program，前往矽谷進行為期3個月之密集培訓。

    One Day Workshop on Financial Mathematics with Applications. Academia Sinica. Taipei, Taiwan. July 10, 2015.

    2015 Matlab Computational Finance seminar 計量財務工程應用研討會. Taipei. June 24, 2015.

    2015金融與科技論壇 (Forum on Finance and Technology). 主題：交易社群與大數據 (Social Trading & Big Data). May 30, 2015. NTHU, Taiwan.

    2015 Summer school at Academia Sinica (中央研究院數學研究所 招收暑期研習生啟事）: 數理金融 (Mathematical Finance), July 6 - August 14, Taipei. See past course schedules here.

    NCTS One Day Course on Financial Mathematics. December 14, 2014. National Tsing Hua University, Taiwan.

    2014 Summer school at Academia Sinica (中央研究院數學研究所 招收暑期研習生啟事）: 數理金融 (Mathematical Finance), July 7 - August 15, Taipei. See past course schedules here.

    Invited booth demo at Matlab Computational Finance seminar. Taipei. June 4, 2013.

    Interview by Future Magazine - 元大寶來期貨 Future 季刊專訪.

    2013 Summer school at Academia Sinica (中央研究院數學研究所 招收暑期研習生啟事）: 數理金融 (Mathematical Finance), July 8 - August 16, Taipei.

    產學合作課程：「期貨計量系統性交易技術概論」(見授課大綱) 於2013年春季開設，本課程與元大寶來期貨自營部合作教學。修課優良者可獲得由賀氏基金會所提供之『計量財務金融獎學金』 (見詳細辦法)，進行實習合作。此課程獲 Future 季刊報導 .

    Jan. 25, 2013. Congratulations to the student team (Christie Chen 陳靜、 Lichia Yeh 葉力嘉、 I-Chien Lai 賴怡誠、Chien-Liang Kuo 郭建良) for winning the first place of 2012 Taiwan CUDA Contest with the annual theme BIG DATA. 2012 台灣 CUDA 程式設計大賽(主題巨量資料(big data)處理)第一名. 新聞聯結： 國家高速網路與計算中心 或 NVIDIA .
    Project: GPU-Based Monte Carlo Calibration to Implied Volatility Surfaces under Multi-Factor Stochastic Volatility Model.


    WORKSHOP ON "MATHEMATICAL FINANCE AND RELATED ISSUES." September 2-5, 2012, Kyoto Research Park, Kyoto, Japan.

    2012 Summer school at Academia Sinica (中央研究院數學研究所 招收暑期研習生啟事）: 數理金融 (Mathematical Finance), July 9 - August 17, Taipei.

    2012金融與科技論壇 (Forum on Finance and Technology). 主題：程式交易 (Theme: Algorithmic Trading). May 19, 2012. NTHU, Taiwan.
    與會人數約320人. (320 people attended this event!)

    Workshop on Stochastic Processes and Applications, NCTS. March 8-9, 2012. NCTS, Taiwan.

    My book with the title 金融隨機計算 (Stochastic Computation in Finance) , published by 新陸書局 Shinlou Books, 2012. See the table of contents here (weblink) or here (pdf).
    This book is a Matlab and Simulink based book. Find its promotion here on the MathWorks Book Program.



    2011 Summer school at Academia Sinica (中央研究院數學研究所 招收暑期研習生啟事）: 數理金融 (Mathematical Finance), July 11 - August 19, Taipei.

    Taiwaness Financial Engineer: Course Program and Certification (台灣金融工程師: 課程及證照)... Offered in Septermber 2011, April 2012, then...

    NCTS & CMMSC Seminar on Probability and Statistics with Applications

    Workshop & Spring School on Stochastic Calculus and Applications, Academia Sinica, Taiwan, April 9th - 17th, 2010.

    One-Day Workshop on Stochastics and Finance, NCTS, National Tsing-Hua University, December 28th, 2009.