NATIXIS Prize

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

• NATIXIS Prize 2020: Thomas Hengstberger  (supervisor: M. Pakkanen) 

      Increasing Venture Capital Investment Success Rates Through Machine Learning

• NATIXIS Prize 2018: Redwan Bouizi (supervisors: D. Bloch and T. Cass)

  Financial Times Series Forecasting Using Wavelet Transformation and Reservoir Computing Paradigm

• NATIXIS Prize 2017: Aitor Muguruza Gonzalez (supervisors: C. Martini, B. Horvath, A. Jacquier)

  Rough volatility: characterisation of VIX in rBergomi and extension to numerical schemes

• NATIXIS Prize 2015: Shuren Tan (supervisors: P. Austing and D. 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: J.-F. Chassagneux)

  Default Contagion in Financial Networks

Stochastic Analysis Prize

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

• 2021-22: Kexin Xie
• 2020-21: Romain Gajewski and Qiqi Ouyang
• 2019-20: Paul Chuc
• 2018-19: Justin Gwee
• 2017-18: Kees Groeneweg
• 2016-17: Stefan Curtress