Prize for the Data challenge Natixis-École Normale Supérieure - Groupe BPCE’s global business lines: Corporate & Investment Banking and Asset & Wealth Management

Since 2019, Natixis Foundation for Research & Innovation awards the Prize for the Data challenge Natixis-École Normale Supérieure. This prize is awarded to the best contribution to solving the data challenge, proposed by Natixis to students in masters in Data sciences, that requires the application of Machine learning and Artificial Intelligence techniques.

2022 Laureate

Gregoire Dutot
Theme: « Central Bankers & Markets »
Master: Ecole Polytechnique & Master MVA

Natixis Fondation Prix Data Challenge 2022 Gregoire Dutot

2021 Laureate

Louis Leconte
Theme: “Deep Hedging of an Equinox Autocall”
Master: Master MVA (Mathématiques, vision et apprentissage), École Normale Supérieure of Paris-Saclay

Natixis Fondation Prix Data Challenge 2021 Louis Leconte 840x490

From left to right: Louis Leconte (2021 Laureate) and Jean Cheval, President of the Natixis Foundation for Research & Innovation

2019 Laureates

Jean-Christophe Corvisier and Mohammed Amine Kheldouni
Theme: “Exotic pricing with multidimensional non-linear interpolation”
Master: Master MVA (Mathématiques, vision et apprentissage), École Normale Supérieure of Paris-Saclay

READ THE CASE STUDY

08-28-20

Foundation

« Modèles d’interpolations non-linéaires multidimensionnelles pour l’évaluation de produits exotiques », Jean-Christophe Corvisier et Mohammed Amine Kheldouni (IN FRENCH ONLY)

From left to right: Jean Cheval (President of Natixis Foundation); Mohammed Amine Kheldouni (2019 Laureate); Jean-Christophe Corvisier (2019 Laureate); Michel Crouhy (Chairman of the Scientific Committee of the Natixis Foundation).