NATIXIS Prize

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

  • 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