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.
2021 Laureate
- Louis Leconte
Theme: "Deep Hedging of an Equinox Autocall"
Master: Master MVA (Mathématiques, vision et apprentissage), École Normale Supérieure of Paris-Saclay
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
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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).
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Foundation Scolarships and research grants
