We are delighted to announce that the 2022 Bachelier Prize has been awarded to Professor Beatrice Acciaio.
Beatrice Acciaio is a full Professor in the Department of Mathematics at ETH Z眉rich, Switzerland. Her contributions to mathematical 铿乶ance 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 铿乶ance 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 in铿倁ential both in the academic literature and among market practitioners. It is published in peer-reviewed journals with the highest standards, in applied probability, control, optimisation and quantitative 铿乶ance.
The Louis Bachelier Prize is a biennial prize jointly awarded by the LMS, the Natixis Foundation for Quantitative Research and the Soci茅t茅 de Math茅matiques Appliqu茅es et Industrielles (SMAI). The winners are prominent personalities, widely recognized in the academic and professional worlds of quantitative finance and/or risk management.
Read the full citation for Professor Acciaio here. Read more about the Bachelier Prize here.