CFEM team wins IAQF contest

The International Association for Quantitative Finance (http://www.iaqf.org) has announced the winners of the Eleventh Annual Academic Affiliate Membership Student Competition. Twenty-five teams representing fourteen academic programs submitted papers in response to this year's competition problem which focused on predictors of the state of the market. The full problem can be found on the IAQF Site here.

The IAQF is the not-for-profit, professional society dedicated to fostering the profession of quantitative finance by providing platforms to discuss cutting-edge and pivotal issues in the field. Founded in 1992, the IAQF is composed of individual academics and practitioners from banks, broker dealers, hedge funds, pension funds, asset managers, technology firms, regulators, accounting, consulting and law firms, and universities across the globe.

Cornell's Team One Price was one of the six winners chosen and their paper can be found here. The team was led by student team captain Evan Kurzman. Team members included Payton Martin, William Line, Kelvin Sun, Peter Emanuel, and Vishad Bhalodia. The team worked under the direction of Senior Research Associate Sasha Stoikov. The authors are (or have been) Master of Engineering in Financial Engineering students at Cornell.