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

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

• 2022-23: Pablo Gomez Hernandez
• 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

Bayforest Technologies Limited Prize 

Bayforest Technologies Limited Prize for Best Performing Student in Machine Learning - awarded annualy

2022-23

• 1st place: Minyuan Li
• 2nd place: George Coxon

2021-22

• 1st place: Tianhao Wang
• 2nd place: Shikang Du