28.10.2024Outstanding Quantitative Finance Master’s Thesis Award 2024

The "Outstanding Quantitative Finance Master's Thesis Award 2024" ceremony, held on October 28, 2024, at the University of Zurich (UZH), recognized the exceptional achievements of three students from the joint Master of Science in Quantitative Finance (MSc QF) program at UZH and ETH.

This second edition of the award ceremony, once again presented in collaboration with and sponsored by our industry partner Robeco, celebrates outstanding research in the field of quantitative finance. The event also serves as a platform to unite experts in sustainable investment from both academia and industry, fostering collaboration and advancing research in this area.

We congratulate the following winners for their contribution:

Robin Wegmüller
Thesis: “Systematic Exposure Assessment Using NLP and Textual Reporting Data”, supervised by Prof. Markus Leippold and Dr. Qian Wang

Christoph Mück
Thesis: "Post-Jump Return Dynamics and News Sentiment", supervised by Prof. Erich Walter Farkas and Patrick Lucescu

Younghoon Kim
Thesis: "Capital Adequacy Ratios of Decentralized Finance Protocols", supervised by Prof. Claudio Tessone (Younghoon Kim was represented by his brother, as he was unfortunately unable to attend)

Prof. Erich Walter Farkas, Program Director Master of Science UZH ETH in Quantitative Finance, said: “My warmest congratulations to the winners, well deserved! In addition, I would like to express big thanks, on the one-hand side to my colleagues from the Steering Committee of our program, Prof. Felix Kübler, Prof. Martin Schweizer, and Prof. Josef Teichmann, who had a difficult decision to make out of 29 very good Master Thesis projects finalised during the year 2023, and, on the other side, to our colleagues from Robeco who made this initiative possible.“
 
David Hrdina, General Manager of Robeco Switzerland, added: “We would like to congratulate Robin, Christoph and Younghoon on their works in the field of quantitative finance. To develop effective financial models, the finance industry and academia should work closely together. A notable collaboration between Robeco and the University of Zurich shows how experts from various fields can merge their knowledge to create valuable insights and data on sustainable investing—findings that will have wide-ranging practical applications. Joint efforts contribute significantly to positioning Zurich and Switzerland as a hotspot for sustainable investment.”

We look forward to upcoming research and award-winning thesis in the field of quantitative finance next year!

More information:

Quantitative Finance Master’s Thesis Award 2024: Award Ceremony Program (PDF, 401 KB)
Master Program: Master of Science UZH ETH in Quantitative Finance (MSc QF)
Robeco Website: https://www.robeco.com