The Natixis Foundation for Research and Innovation 2017 prize for best Master thesis

Paris, France, September 28, 2017

Laurent Mignon, Chief Executive Officer of Natixis, and Michel Crouhy, Chairman of the Natixis Foundation, awarded the Natixis Foundation for Research and Innovation 2017 prize for best Master’s thesis to Soufiane Hayou, Redwan Bouizi

Prize for best Master thesis

Each year, this prize is awarded to one or several exceptional theses on current challenging issues that banks, insurance companies and management firms must address. These theses require the use of the most sophisticated quantitative finance techniques.

“Like each year, the Scientific Committee of the Foundation was impressed by the quality and variety of the theses competing for the prize on various  issues related to  asset management, insurance, capital markets and numerical techniques applied to the implementation of the new regulatory reforms”, said Michel Crouhy.

The winners 2018:

This year, the Scientific Committee of the Natixis Foundation for Quantitative Research selected 3 winners out of the 14 theses submitted for best master thesis from 10 different Master’s Programs in France, Switzerland, the United Kingdom:

  • Soufiane Hayou du Master M2 Probabilités et Finance, Ecole Polytechnique et Université Pierre et Marie Curie, Paris VI : Cleaning the Correlation Matrix réalisé chez Bloomberg, NewYork
  • Redwan Bouizi, du Master (MSc) de Mathématiques et Finance de Imperial College : Financial Times Series Forecasting Using Wavelet Transformation and Reservoir Computing Paradigm (Machine Learning), réalisé chez Quant Finance

 

The Natixis Foundation for Research and Innovation finances research and events in the field of Quantitative Finance (capital markets, risk management, econometrics, statistical finance, pricing and hedging of financial instruments). More specifically, it finances PhD theses and academic research projects related to current issues faced by financial institutions. The Foundation also organizes conferences jointly with top universities and rewards research projects realized by students in their Master’s thesis.

For the next editions of the prize, it was decided to extend the research themes to “digital innovations”, “big data”, and “data sciences”.

 

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