June 29th, 2017
The International Association for Quantitative Finance is pleased to announce the winners of the Sixth Annual Academic Affiliate Membership Student Competition. Twenty-five teams representing nineteen academic programs submitted papers in response to this year's competition problem, which required students to analyze the effects that the policy of increasing interest rates will have on equity markets, debt markets, currency markets and on international financial markets. Students were also asked to develop a portfolio to take advantage of the impending changes. The entire competition problem can be viewed here.
The competition submissions went through a blind, multi-level selection process and were reviewed by a judging panel comprised of IAQF Board Members. Three teams were selected as winners. Each of the winning teams will be invited to present their solutions at an IAQF-sponsored event in New York.
The winners of the competition, in alphabetical order by academic program, are as follows:
Team Exotic Vanilla from Baruch College Masters in Financial Engineering Program. The team was led by student team captain Mingyang (Corbin) Guan. Team members included Zhihao Chen, Hongshan Chu, Jiaxi Wang, Xinlu Xiao, and ShengQuan Zhou. The team worked under the direction of Co-Director and Associate Professor Dan Stefanica and Professor Andrew Lesniewski.
Team Alpha Ever After from the UC Berkeley, Haas School, Master of Financial Engineering Program. The team was led by student team captain Arsh Sood. Team members included Linshan Li, Zongyi Gong, Guoyue Ma, Jun Wen, and Siyuan Yao. The team worked under the direction of Executive Director and Assistant Dean Linda Kreitzman.
ACE Team from Rutgers University Mathematical Finance Program. The team was led by student team captain Zongsheng Sun. Team members included Lingfeng Li, Haidong Gu,Xinrong Song, Lin Du, and Bowen Long. The team worked under the direction of Program Director Paul Feehan and Director of Career Management Services Sunita Jagtiani-Sanghvi.
The winning papers will be available on the IAQF website soon.