Prizes
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
- 2019-20: Paul Chuc
- 2018-19: Justin Gwee
- 2017-18: Kees Groeneweg
- 2016-17: Stefan Curtress