Raymond Hon-Fu Chan

The Chinese University of Hong Kong

Raymond H. Chan is a SIAM Fellow and SIAM Council Member. He is Choh-Ming Li Professor of Chinese University of Hong Kong and Chairman of Department of Mathematics, Chinese University of Hong Kong. His research interests include numerical linear algebra, image processing problems, and financial mathematics.

Articles by Raymond Hon-Fu Chan

Original research

An uncertainty quantification framework for the achievability of backtesting results of trading strategies

In this paper, the authors propose a framework for implementing and backtesting trading strategies.

20 Sep 2017