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.

Prize for the Data challenge Natixis-École Normale Supérieure

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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