Beatrice Acciaio: Louis Bachelier Prize
We are delighted to announce that Professor Beatrice Acciaio has been awarded the 2022 Louis Bachelier Prize.
Beatrice Acciaio has been a full professor for financial mathematics at the Department since August 2020.
She recieved the prize for "her contributions to mathematical finance which span a broad spectrum of theories and applications ranging from the duality theory of utility maximisation, the analysis of optimal execution problems on Wasserstein space, robust finance and causal and martingale optimal transport, all the way to her most recent projects in machine learning involving the design of new Generative Adversarial Networks (GANs). Her work has been influential both in the academic literature and among market practitioners. It is published in peer-reviewed journals with the highest standards, in applied probability, optimisation and mathematical finance"
The Louis Bachelier Prize is a biennial prize jointly awarded by the London Mathematical Society, the Natixis Foundation for Research and Innovation and the Société de Mathématiques Appliquées et Industrielles (SMAI). The winners are prominent personalities, widely recognized in the academic and professional worlds of quantitative finance and/or risk management.