Prizes

NATIXIS Prize

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

NATIXIS Prize 2023: Tianhao Wang has been named as one of the two laureates of the 2023 Natixis Prize of the best Master’s thesis for his work on “Reinforcement Learning Provides Free-Lunch, but at What Cost?”, supervised by Dr Eyal Neuman and Dr Paul Bilokon.

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 for best performance in stochastic analysis modules - awarded annually