Prizes

NATIXIS Prize

NATIXIS Prize for best MSc Thesis in Quantitative Finance - awarded annually

NATIXIS Prize 2023: Tianhao Wang (supervisors: Eyal Neuman, Paul Bilokon)

Reinforcement Learning Provides Free-Lunch, but at What Cost?
NATIXIS Prize 2020: Thomas Hengstberger (supervisor: Mikko Pakkanen)

Increasing Venture Capital Investment Success Rates Through Machine Learning
NATIXIS Prize 2018: Redwan Bouizi (supervisors: Daniel Bloch, Thomas Cass)

Financial Times Series Forecasting Using Wavelet Transformation and Reservoir Computing Paradigm
NATIXIS Prize 2017: Aitor Muguruza Gonzalez (supervisors: Claude Martini, Jack Jacquier)

Rough volatility: characterisation of VIX in rBergomi and extension to numerical schemes
NATIXIS Prize 2015: Shuren Tan (supervisors: Peter Austing, Damiano Brigo)

Reconstructing the joint probability distribution from basket prices
NATIXIS Prize 2014: Johannes Heinrich

Reinforcement Learning for Algorithmic trading
NATIXIS Prize 2013: Jens Olov Michael Ronnqvist (supervisor: Jean-Francois Chassagneux)

Default Contagion in Financial Networks

Stochastic Analysis Prize for best performance in stochastic analysis modules - awarded annually