Hsuan
Fu
Associate Professor
Department of Finance, Insurance and Real Estate
FSA ULaval
Pavillon Palasis-Prince
Local 3541
Fields of Interest and Research
- International economics and international finance
- Macroeconomics (including monetary and fiscal theory)
- Econometrics
- Financial economics
Education
- Philosophiae Doctor, Finance (Ph. D.), Imperial College Business School
- Master of Science, Risk Management and Insurance (M. Sc.), National Taiwan University
- Bachelor of Science, Finance (B. Sc.), National Taiwan University
Publications
Articles
- Song, S., Chuang, O.-C., & Fu, H. (2025). Profitability of technical trading rules in the Chinese yuan-based foreign exchange market. Pacific-Basin Finance Journal, 92, 102804. DOI : 10.1016/j.pacfin.2025.102804
- Fu, H., Lee, S.-F., & Yang, J. C. (2025). Time-varying betas in foreign exchange returns: An IPCA approach. Review of Quantitative Finance and Accounting. DOI : 10.1007/s11156-025-01424-2
- Reddy Kovvuri, V. R., Fu, H., Fan, X., & Seisenberger, M. (2023). Fund performance evaluation with explainable artificial intelligence. Finance Research Letters, 58(Part B), 104419. DOI : 10.1016/j.frl.2023.104419
- Chrétien, S., & Fu, H. (2023). Presidential cycles in international equity flows and returns. Finance Research Letters, 53, 103616. DOI : 10.1016/j.frl.2022.103616
- Fu, H., & Yang, J. C. (2022). International currency markets and the COVID-19 pandemic. Pacific Economic Review, 27(4), 400-422. DOI : 10.1111/1468-0106.12409
- Fu, H., & Luger, R. (2022). Multiple testing of the forward rate unbiasedness hypothesis across currencies. Journal of Empirical Finance, 68, 232-245. DOI : 10.1016/j.jempfin.2022.07.005
Communications in a Conference with Proceedings
- Duell, J., Fu, H., & Fan, X. (2025). Batch-integrated gradients: A library for explaining temporal health data. Explainable Machine Intelligence in Healthcare, Germany.
- Fu, H. (2024). QUCE: The minimisation and quantification of path-based uncertainty for generative counterfactual explanations. 2024 IEEE International Conference on Data Mining (ICDM), Dubai, United Arab Emirates.
- Duell, J., Seisenberger, M., Zhong, T., Fu, H., & Fan, X. (2023). A Formal Introduction to Batch-Integrated Gradients for Temporal Explanations. 35th IEEE International Conference on Tools with Artificial Intelligence (ICTAI), Atlanta, United States of America.
- Duell, J., Fu, H., & Seisenberger, M. (2023). Batch integrated gradients: Explanations for temporal electronic health records. Artificial Intelligence in Medecine, AIME 2023, Portoroz, Slovenia.
- Reddy Kovvuri, V. R., Liu, S., Seisenberger, M., Fan, X., Muller, B., & Fu, H. (2022). “On Understanding the Influence of Controllable factors with a feature attribution algorithm: a medical case study. International Conference on INnovations in Intelligent SysTems and Applications (INISTA), Biarritz, France.
- Liu, S., Yalcin, M. O., Fu, H., & Fan, X. (2021). An investigation of the impact of COVID-19: Non-pharmaceutical interventions and economic support policies on foreign exchange markets with explainable AI techniques. International Conference on AI in Finance (ICAIF), New York, United States of America.
- Fu, H. (2019). The Political Cycle and International Stock Returns. Taiwan Risk and Insurance Association (TRIA) 2019 Annual Meeting, Taiwan.
Communications in a Conference Without Proceedings
- Fu, H. (2024). Presidential cycles and Exchange Rates Symposium on World. Symposium on World Economics, Finance and Business (WEFB), Singapour, Singapore.
- Fu, H. (2024). Out-of-Sample Exchange Rate Prediction: An Application of Instrumented Principal Component Analysis. 18th International Symposium on Econometric Theory and Applications, Taipei, Taiwan.
- Fu, H. (2024). Out-of-Sample Exchange Rate Prediction: An Application of Instrumented Principal Component Analysis. NTU-Tohoku University 7th Symposium on AI and Human Studies, Taipei, Taiwan.
- Fu, H. (2022). Presidential cycles and exchange rates. 2021 Conference on derivatives and volatility at CBOE, Chicago, United States of America.
- Fu, H. (2022). "Currency risk premium and COVID-19 pandemic". 30th Annual conference on PBFEAM, Minxiong, Taiwan.
- Fu, H. (2022). Presidential cycles and exchange rates. 2022 Applied finance conference, FMA, New York, United States of America.
- Fu, H. (2022). Invited talk in the 38th British Colloquium for theoretical computer science at Swansea. 38th British Colloquium for theoretical computer Science, Swansea, United Kingdom.
- Fu, H. (2022). AISB Workshop on Explainability and Transparency in Artificial Intelligence. Swansea University, United Kingdom.
- Fu, H. (2022). XAI in the finance & economics studies. 38th British Colloquium for Theoretical Computer Science, S, Swansea University, United Kingdom.
- Fu, H. (2021). "Currency risk premium and COVID-19 pandemic". TRIA 2021.
- Fu, H. (2021). "To hedge or not to hedge? Evidences via almost stochastic dominance". FMA 2021, Denver, United States of America.
- Fu, H. (2021). Session chair. 2021 Northern Finance Association annual meeting.
- Fu, H. (2021). Rank Portfolio Insurance Strategies: An Almost Stochastic Dominance Approach. The American Risk and Insurance Association (ARIA) 2021 Annual Meeting.
- Fu, H. (2021). The political cycle and international stock returns. The European Economic Association (EEA) 2021 Annual Meeting.
- Fu, H. (2021). Multiple testing of the forward rate unbiasedness hypothesis across currencies. The 55th Annual Conference of the Canadian Economic Association (CEA), Canada.
- Della Corte, P., & Fu, H. (2021). The political cycle and international stock returns. American Finance Association 2021 Annual Meeting, Chicago (Virtuel), United States of America.
- Fu, H., & Della Corte, P. (2021). Presidential Cycles and Exchange Rates. American Finance Association 2021 Annual Meeting.
- Della Corte, P., & Fu, H. (2020). The Political Cycle and International Stock Returns. Frontiers of Factor Investing, Lancaster University (annulé à cause de la COVID-19), Lancaster, United Kingdom.
- Della Corte, P., & Fu, H. (2020). The Political Cycle and International Stock Returns. Séminaire au Department of Banking and Finance, National Chengchi University, Taipei, Taiwan.
- Fu, H. (2020). Risk Premia and Monetary Policy Coordination in a Two-country World. Financial Management Association 2021 Annual Meeting, New York (Virtuel), United States of America.
- Fu, H., & Luger, R. (2020). Multiple testing of the forward rate unbiasedness hypothesis across currencies. International Conference on Computational and Financial Econometrics (CFE 2020), University of London, Londres (Virtuel), United Kingdom.
- Fu, H., & Della Corte, P. (2020). Presidential Cycles and Exchange Rates. National Chengchi University.